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Noninformative Priors in Freund's Bivariate Exponential Distribution : Symmetry Case
조장식,백승욱,김희재,Cho, Jang-Sik,Baek, Sung-Uk,Kim, Hee-Jae The Korean Data and Information Science Society 2002 한국데이터정보과학회지 Vol.13 No.2
In this paper, we develop noninformative priors that are used for estimating the ratio of failure rates under Freund's bivariate exponential distribution. A class of priors is found by matching the coverage probabilities of one-sided Baysian credible interval with the corresponding frequentist coverage probabilities. Also the propriety of posterior under the noninformative priors is proved and the frequentist coverage probabilities are investigated for small samples via simulation study.
Noninformative Priors for the Ratio of the Failure Rates in Exponential Model
조장식,백승욱,Cho, Jang-Sik,Baek, Sung-Uk The Korean Data and Information Science Society 2002 한국데이터정보과학회지 Vol.13 No.2
In this paper, we derive noninformative priors for the ratio of failure rates in exponential model. A class of priors is found by matching the coverage probabilities of one-sided Baysian credible interval with the corresponding frequentist coverage probabilities. And we prove that the noninformative prior matches the alternative coverage probabilities and is a HPD matching prior up to the second order. Finally, we provide simulated freqentist coverage probabilities under the derived noninformative prior for small samples.
스펙트럴 영역분할 격자 삽입법을 이용한 채널유동의 큰 에디 모사
강상모,변도영,백승욱,Gang, Sang-Mo,Byeon, Do-Yeong,Baek, Seung-Uk 대한기계학회 1998 大韓機械學會論文集B Vol.22 No.7
One of the main unresolved issues in large-eddy simulation(LES) of wall-bounded turbulent flows is the requirement of high spatial resolution in the near-wall region, especially in the spanwise direction. Such high resolution required in the near-wall region is generally used throughout the computational domain, making simulations of high Reynolds number, complex-geometry flows prohibitive. A grid-embedding strategy using a nonconforming spectral domain-decomposition method is proposed to address this limitation. This method provides an efficient way of clustering grid points in the near-wall region with spectral accuracy. LES of transitional and turbulent channel flow has been performed to evaluate the proposed grid-embedding technique. The computational domain is divided into three subdomains to resolve the near-wall regions in the spanwise direction. Spectral patching collocation methods are used for the grid-embedding and appropriate conditions are suggested for the interface matching. Results of LES using the grid-embedding strategy are promising compared to LES of global spectral method and direct numerical simulation. Overall, the results show that the spectral domain-decomposition grid-embedding technique provides an efficient method for resolving the near-wall region in LES of complex flows of engineering interest, allowing significant savings in the computational CPU and memory.
중단자료를 갖는 이변량 파레토 분포에서 스트레스-스트렝스 모형의 신뢰도 추정
조장식(Jang Sik Cho),김희재(Hee Jae Kim),백승욱(Sung Uk Baek) 한국자료분석학회 2003 Journal of the Korean Data Analysis Society Vol.5 No.3
두 개의 부품으로 이루어진 시스템에서, 두 부품의 수명시간이 중단자료를 갖는 이변량 파레토분포를 따르며, 이 두 부품은 부품의 수명과는 독립적인 공통의 스트레스에 의존한다고 가정한다. 이 경우 시스템의 신뢰도에 대한 최우추정량 및 상대도수에 기초한 추정량을 각각 구하고, 그 추정량의 근사적 정규성을 밝힌다. 또한 추정량들의 근사적 정규분포에 기초해서 시스템의 신뢰도에 대한 근사적 신뢰구간을 구하고 몬테칼로 모의실험을 통하여 제안된 두 추정법들을 각각 비교한다. In this paper, we assume that strengths of two components system follow a bivariate Pareto model with censored data. And these two components are subjected to a common stress which is independent of the strength of the components. We obtain estimators and approximate confidence intervals for the system reliability based on maximum likelihood estimator and the relative frequency estimator, respectively. Also we present a numerical example by giving a data set which is generated by computer.