베이지안 확률 모형을 이용한 위험률 함수의 추론
- Title
- 베이지안 확률 모형을 이용한 위험률 함수의 추론
- Other Titles
- Hazard Rate Estimation from Bayesian Approach
- Author
- 안선응
- Issue Date
- 2005-09
- Publisher
- 한국산업경영시스템학회
- Citation
- 한국산업경영시스템학회지, v. 28, No. 3, Page. 26-35
- Abstract
- This paper is intended to compare the hazard rate estimations from Bayesian approach
and maximum likelihood estimate(MLE) method. Hazard rate frequently involves
unknown parameters and it is common that those parameters are estimated from
observed data by using MLE method. Such estimated parameters are appropriate
as long as there are sufficient data. Due to various reasons, however,
we frequently cannot obtain sufficient data so that the result of MLE method may
be unreliable. In order to resolve such a problem we need to rely on the judgement
about the unknown parameters. We do this by adopting the Bayesian approach.
The first one is to use a predictive distribution and the second one is a method
called Bayesian estimate. In addition, in the Bayesian approach, the prior
distribution has a critical effect on the result of analysis, so we introduce
the method using computerized-simulation to elicit an effective prior distribution.
For the simplicity, we use exponential and gamma distributions as a likelihood
distribution and its natural conjugate prior distribution, respectively. Finally,
numerical examples are given to illustrate the potential benefits of the Bayesian
approach.
- URI
- http://scholar.dkyobobook.co.kr/searchDetail.laf?barcode=4010000163353https://repository.hanyang.ac.kr/handle/20.500.11754/111441
- ISSN
- 2005-0461
- Appears in Collections:
- COLLEGE OF ENGINEERING SCIENCES[E](공학대학) > INDUSTRIAL AND MANAGEMENT ENGINEERING(산업경영공학과) > Articles
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