http://chineseinput.net/에서 pinyin(병음)방식으로 중국어를 변환할 수 있습니다.
변환된 중국어를 복사하여 사용하시면 됩니다.
A Study on the Posterior Density under the Bayes-empirical Bayes Models
Sohn, Joong-K.Sohn,Kim, Heon-Joo-Kim The Korean Statistical Society 1996 Communications for statistical applications and me Vol.3 No.3
By using Tukey's generalized lambda distribution, appoximate posterior density is derived under the Bayes-empirical Bayes model. The sensitivity of posterior distribution to the hyperprior distribution is examined by using Tukey's generalized lambda distriburion which approximate many well-knmown distributions. Based upon Monte Varlo simulation studies it can be said that posterior distribution is sensitive to the cariance of the prior distribution and to the symmetry of the hyperprior distribution. Also posterior distribution is approximately obtained by using the following methods : Lindley method, Laplace method and Gibbs sampler method.
Bayesian Prediction Inferences for the Burr Model Under the Random Censoring
손중권,고정환,Sohn, Joong-K.,Ko, Jeong-Hwan The Korean Data and Information Science Society 1993 한국데이터정보과학회지 Vol.4 No.-
Using a noninformative prior and a gamma prior, the Bayesian predictive density and the prediction intervals for a future observation or the p-th order statistic of n' future observations from the Burr distribution have been obtained. In additions, we examine the sensitivities of the results to the choice of model.
Joo Y . Shim,Joong K . Sohn 한국데이터정보과학회 1996 한국데이터정보과학회지 Vol.7 No.2
The discount survival model is proposed for the application of the Cox model on the analysis of survival data with time-varying effects of covariates. Algorithms for the recursive estimation of the parameter vector and the retrospective estimation of the survival function are suggested. Also the algorithm of forecasting of the survival function of individuals of specific covariates in the next time interval based on the information gathered until the end of certain time interval is suggested.
Shim, Joo-Y.,Sohn, Joong-K. Korean Data and Information Science Society 1996 한국데이터정보과학회지 Vol.7 No.2
The discount survival model is proposed for the application of the Cox model on the analysis of survival data with time-varying effects of covariates. Algorithms for the recursive estimation of the parameter vector and the retrospective estimation of the survival function are suggested. Also the algorithm of forecasting of the survival function of individuals of specific covariates in the next time interval based on the information gathered until the end of a certain time interval is suggested.
성용규,손중권,Sung, Yong Kyu,Sohn, Joong K. 한국데이터정보과학회 2013 한국데이터정보과학회지 Vol.24 No.4
집중 호우로 인한 피해가 증가하면서 다양한 기법들을 이용하여 강우량 예측에 대한 관심이 높아졌다. 최근에는 극단분포를 활용하여 강우량을 예측하려는 시도가 늘고 있다. 본 연구에서는 일반화 극단 분포를 활용하여 실제 서울시의 1973년부터 2010년까지 7월달의 사후예측분포를 생성하고, 수치적인 계산을 위해서 MCMC (Markov chain Monte Carlo)알고리즘을 활용하였다. 이 연구를 통해서 사후예측분포의 점추정값들을 비교하였고 2011년 7월달의 자료와 비교해 봤을 때 집중 호우의 확률이 증가한 것을 알 수 있었다. Extreme rainfall causes heavy losses in human life and properties. Hence many works have been done to predict extreme rainfall by using extreme value distributions. In this study, we use a generalized extreme value distribution to derive the posterior predictive density with hierarchical Bayesian approach based on the data of Seoul area from 1973 to 2010. It becomes clear that the probability of the extreme rainfall is increasing for last 20 years in Seoul area and the model proposed works relatively well for both point prediction and predictive interval approach.
Bayesian Reliability Estimation for the Rayleigh Distribution
김영훈,손중권,Kim, Yeung-Hoon,Sohn, Joong-K. The Korean Data and Information Science Society 1993 한국데이터정보과학회지 Vol.4 No.-
This paper deals with the problem of estimating a reliability function for the Rayleigh distribution. Using the priors about a reliabity of real interest some Bayes estimators and Bayes credible sets are proposed and studied under squared error loss and Harris loss.