The Korean Journal of Applied Statistics (응용통계연구)

The Korean Statistical Society (한국통계학회)
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On the calibration problem with censored data

중도 절단 자료에서의 역추정 문제

  • 박래현 ((305-764) 대전시 유성구 궁동 220 충남대학교 통계학과) ;
  • 이석훈 ((305-764) 대전시 유성구 궁동 220 충남대학교 통계학과) ;
  • 이낙영 ((305-764) 대전시 유성구 궁동 220 충남대학교 통계학과) ;
  • 박영옥 ((305-764) 대전시 유성구 궁동 220 충남대학교 통계학과) ;
  • 이상호 ((305-764) 대전시 유성구 궁동 220 충남대학교 통계학과)
  • Published : 1994.02.01
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Abstract

This article basically considers the calibration problem with censored data from the Bayesian point of view. The Gibbs sampling method is discussed to solve the difficulty encountered in computing the posterior distribution. Also presented is an approach for impementing the Gibbs sampling in actual data situation with the estimation procedures.

본 논문은 종속변수가 중도 절단된 경우 역추정을 베이지안 방법으로 접근하였는데 이때 특별히 Gibbs Sampling을 응용하여 사후분포를 계산하는 것을 토의하였다. 적용의 예로서 실제 자료에서의 점추정 및 Simulated Annealing을 이용한 구간추정도 하였다.

Keywords

References

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