• KSII Transactions on Internet and Information Systems (TIIS)
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• v.13 no.10
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• pp.5260-5275
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• 2019

In the process of constructing the traditional offensive and defensive game theory model, these are some shortages for considering the dynamic change of security risk problem. By analysing the critical indicators of the incomplete information game theory model, incomplete information attack and defense game theory model and the mathematical engineering method for solving Bayes-Nash equilibrium, the risk-averse income function for information assets is summarized as the problem of maximising the return of the equilibrium point. To obtain the functional relationship between the optimal strategy combination of the offense and defense and the information asset security probability and risk probability. At the same time, the offensive and defensive examples are used to visually analyse and demonstrate the incomplete information game and the Harsanyi conversion method. First, the incomplete information game and the Harsanyi conversion problem is discussed through the attack and defense examples and using the game tree. Then the strategy expression of incomplete information static game and the engineering mathematics method of Bayes-Nash equilibrium are given. After that, it focuses on the offensive and defensive game problem of unsafe information network based on risk aversion. The problem of attack and defense is obtained by the issue of maximizing utility, and then the Bayes-Nash equilibrium of offense and defense game is carried out around the security risk of assets. Finally, the application model in network security penetration and defense is analyzed by designing a simulation example of attack and defense penetration. The analysis results show that the constructed income function model is feasible and practical.

• Journal of the Korean Statistical Society
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• v.27 no.1
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• pp.11-23
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• 1998

A Bayes criterion for testing the equality of covariance matrices of two multivariate normal distributions is proposed and studied. Development of the criterion invloves calculation of Bayes factor using the imaginary sample method introduced by Spiegelhalter and Smith (1982). The criterion is designed to develop a Bayesian test criterion, so that it provides an alternative test criterion to those based upon asymptotic sampling theory (such as Box's M test criterion). For the constructed criterion, numerical studies demonstrate routine application and give comparisons with the traditional test criteria.

• Communications for Statistical Applications and Methods
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• v.20 no.4
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• pp.321-327
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• 2013

Bayesian and empirical Bayesian methods have become quite popular in the theory and practice of statistics. However, the objective is to often produce an ensemble of parameter estimates as well as to produce the histogram of the estimates. For example, in insurance pricing, the accurate point estimates of risk for each group is necessary and also proper dispersion estimation should be considered. Well-known Bayes estimates (which is the posterior means under quadratic loss) are underdispersed as an estimate of the histogram of parameters. The adjustment of Bayes estimates to correct this problem is known as constrained Bayes estimators, which are matching the first two empirical moments. In this paper, we propose a way to apply the constrained Bayes estimators in insurance pricing, which is required to estimate accurately both location and dispersion. Also, the benefit of the constrained Bayes estimates will be discussed by analyzing real insurance accident data.

• Journal of the Korean Statistical Society
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• v.28 no.1
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• pp.107-124
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• 1999

An approximate Bayes criterion for multivariate Behrens-Fisher problem is proposed and examined. Development of the criterion involves derivation of approximate Bayes factor using the imaginary training sample approach introduced by Speigelhalter and Smith (1982). The criterion is designed to develop a Bayesian test, so that it provides an alternative test to other tests based upon asymptotic sampling theory (such as the tests suggested by Bennett(1951), James(1954) and Yao(1965). For the derived criterion, numerical studies demonstrate routine application and give comparisons with the classical tests.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.27 no.7A
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• pp.695-704
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• 2002

Watermark detection plays a crucial role in multimedia copyright protection and has traditionally been tackled using correlation-based algorithms. However, correlation-based detection is not actually the best choice, as it does not utilize the distributional characteristics of the image being marked. Accordingly, an efficient watermark detection scheme for DWT coefficients is proposed as optimal for non-additive schemes. Based on the statistical decision theory, the proposed method is derived according to Bayes decision theory, the Neyman-Pearson criterion, and the distribution of the DWT coefficients, thereby minimizing the missed detection probability subject to a given false alarm probability. The proposed method was tested in the context of robustness, and the results confirmed the superiority of the proposed technique over conventional correlation-based detection method.

• Proceedings of the KSR Conference
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• 2008.06a
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• pp.445-450
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• 2008

The primary role of traction power systems is to provide reliable and continuous electrical energy to satisfy traction loads. AC traction substation transforms power from generation company and supply the power to the electric railway power line. Forced outage rate(FOR) of the equipment of substation should be used in the evaluation. This paper proposes the fast and easy way to evaluate by using Bayes' theory when a new equipment is added to the existing substation facility.

• Journal of the Institute of Electronics Engineers of Korea CI
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• v.40 no.1
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• pp.39-49
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• 2003

Watermark detection has a crucial role in copyright protection of and authentication for multimedia and has classically been tackled by means of correlation-based algorithms. Nevertheless, when watermark embedding does not obey an additive rule, correlation-based detection is not the optimum choice. So a new detection algorithm is proposed which is optimum for non-additive watermark embedding. By relying on statistical decision theory, the proposed method is derived according to the Bayes decision theory, Neyman-Pearson criterion, and distribution of wavelet coefficients, thus permitting to minimize the missed detection probability subject to a given false detection probability. The superiority of the proposed method has been tested from a robustness perspective. The results confirm the superiority of the proposed technique over classical correlation- based method.

• Journal of Korea Water Resources Association
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• v.50 no.7
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• pp.489-502
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• 2017

The objective of this study is to propose and evaluate the BAYES-ESP, which is a dam inflow prediction method based on Ensemble Streamflow Prediction method (ESP) and Bayesian theory. ABCD rainfall-runoff model was used to predict monthly dam inflow. Monthly meteorological data collected from KMA, MOLIT and K-water and dam inflow data collected from K-water were used for the model calibration and verification. To estimate the performance of ABCD model, ESP and BAYES-ESP method, time series analysis and skill score (SS) during 1986~2015 were used. In time series analysis monthly ESP dam inflow prediction values were nearly similar for every years, particularly less accurate in wet and dry years. The proposed BAYES-ESP improved the performance of ESP, especially in wet year. The SS was used for quantitative analysis of monthly mean of observed dam inflows, predicted values from ESP and BAYES-ESP. The results indicated that the SS values of ESP were relatively high in January, February and March but negative values in the other months. It also showed that the BAYES-ESP improved ESP when the values from ESP and observation have a relatively apparent linear relationship. We concluded that the existing ESP method has a limitation to predict dam inflow in Korea due to the seasonality of precipitation pattern and the proposed BAYES-ESP is meaningful for improving dam inflow prediction accuracy of ESP.

• Communications for Statistical Applications and Methods
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• v.6 no.1
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• pp.193-205
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• 1999

An approximate Bayes criterion for Behrens-Fisher problem (testing equality of means of two normal populations with unequal variances) is proposed and examined. Development of the criterion involves derivation of approximate Bayes factor using the imaginary training sample approachintroduced by Spiegelhalter and Smith (1982). The proposed criterion is designed to develop a Bayesian test criterion having a closed form, so that it provides an alternative test to those based upon asymptotic sampling theory (such as Welch's t test). For the suggested Bayes criterion, numerical study gives comparisons with a couple of asymptotic classical test criteria.

• Journal of Broadcast Engineering
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• v.4 no.1
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• pp.22-31
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• 1999

Moving object tracking improves the efficiency and qualification for observation system, broadcasting system, video conference, etc. This paper propcses an improved Bayes decision method for detecting and tracking moving objects in active camera environment. The Bayes decision based tracking approach finds the region of moving objects by analyzing the image sequences statistically. The propcsed algorithm regenerates the probability density function to accord with moving objects and background for active camera. Experimental results show that the algorithm is accurate. reliable and noise resistant. The result is compared with those of the conventional methods.