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Journal of Korean Society for Quality Management > Volume 35(4); 2007 > Article
Journal of Korean Society for Quality Management 2007;35(4): 159-.
석유공급교란에 대한 변화점 분석 및 분포 추정 : 베이지안 접근
박천건1, 이성수2
1서울시정개발연구원
2경기대학교 경제학부
A Change-Point Analysis of Oil Supply Disruption : Bayesian Approach
Chun-Gun Park1, Sung-Su Lee2
1Seoul Development Institute
2School of Economics, Kyonggi University
ABSTRACT
Using statistical methods a change-point analysis of oil supply disruption is conducted. The statistical distribution of oil supply disruption is a weibull distribution. The detection of the change-point is applied to Bayesian method and weibull parameters are estimated through Markov chain monte carlo and parameter approach. The statistical approaches to the estimation for the change-point and weibull parameters is implemented with the sets of simulated and real data with small sizes of samples.
Key Words: Oil Supply Disruption;Change-Point;Weibull Distribution;Markov Chain Monte Carlo(MCMC);
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