대한산업공학회지 (Journal of Korean Institute of Industrial Engineers)

  • 제33권1호
  • /
  • Pages.52-60
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  • 2007
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  • 1225-0988(pISSN)
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  • 2234-6457(eISSN)
대한산업공학회 (Korean Institute of Industrial Engineers)
권호 표지

고장 보고율을 이용한 현장 수명자료 분포의 모수추정

Estimating Parameters of Field Lifetime Data Distribution Using the Failure Reporting Probability

  • Kim, Young Bok (Department of Industrial Engineering, Seoul National University) ;
  • Lie, Chang Hoon (Department of Industrial Engineering, Seoul National University)
  • 발행 : 2007.03.31
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초록

Estimating parameters of the lifetime distribution is investigated when field failure data are not completelyreported. To take into account the reality and the accuracy of the estimates in such a case, the failure reportingprobability is incorporated in estimating parameters, Firstly, method of maximum likelihood estimate (MLE) isused to estimate parameters of the lifetime distribution when failure reporting probability is known, Secondly,Expectation and Maximization (EM) algorithm is used to estimate the failure reporting probability and parame-ters of the lifetime distribution simultaneously when failure reporting probability is unknown. For both cases,procedures of estimation are illustrated for single Weibull distribution and mixed Weibull distribution. Simula-tion results show that MLE obtained by the proposed method is more accurate than the conventional MLE.

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참고문헌

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