• Title/Summary/Keyword: 근사신뢰도

Search Result 87, Processing Time 0.025 seconds

Estimation of Reliability of k-out-of-m Stress-Strength Model in the Independent Exponential Case

  • Kim, Jae Joo;Choi, Sung Sup
    • Journal of Korean Society for Quality Management
    • /
    • v.10 no.1
    • /
    • pp.2-6
    • /
    • 1982
  • Suppose a system with m components is subjected to a random stress. We consider the estimation of reliability when data consist of random samples from the stress distribution and the strength distributions. All the distributions are assumed to be independent exponential with unknown scale parameters. An explicit form of system reliability and the minimun variance unbiased estimator are obtained. The asymptotic distribution is also obtained by expanding the minimum variance unbiased estimator about the maximum likelihood estimator and establishing their equivalance. The performance of the two estimators is compared by Monte Carlo Simulation.

  • PDF

Inference for Bivariate Exponential Model with Bivariate Random Censored Data (이변량 임의 중단된 이변량지수 모형에 대한 추론)

  • Cho, Jang-Sik;Shin, Im-Hee
    • Journal of the Korean Data and Information Science Society
    • /
    • v.10 no.1
    • /
    • pp.37-45
    • /
    • 1999
  • In this paper, we consider two components system having Marshall-Olkin's bivariate exponential model. For the bivariate random censorship, we obtain maximum likelihood estimators of parameters and system reliability. And we propose the methods of homogeniety and independence tests using asymptotic normality. Also we compute the estimators and p-values of the testings through Monte Carlo simulation.

  • PDF

An Algorithm For Approximating The Reliability of Network with Multistate Units (다중상태 유닛들의 망 신뢰도 근사 계산을 위한 알고리즘)

  • 오대호;염준근
    • Journal of Korean Society for Quality Management
    • /
    • v.30 no.1
    • /
    • pp.162-171
    • /
    • 2002
  • A practical algorithm of generating most probable states in decreasing order of probability, given the probability of each unit\`s state, is suggested for approximating reliability(performability) evaluation of a network with multistate(multimode) units. Method of approximating network reliability for a given measure with most probable states is illustrated with a numerical example. The proposed method in this paper is compared with the previous method regarding memory requirement. Our method has some advantages for computation and achieves improvement with regard to memory requirement for a certain condition judging from the computation experiment.

Safety assessment of offshore structure system using the response surface approach (응답면 접근법을 이용한 해양구조물 시스템의 안전성 평가)

  • 이주성;미하일B.크라프스키
    • Journal of Ocean Engineering and Technology
    • /
    • v.11 no.3
    • /
    • pp.1-7
    • /
    • 1997
  • 본 논문에서는 해얀구조물의 신뢰성을 평가할 수 있는 새로운 방법을 제시하였다. 우선 구조의 저항능력에 대한 응답면을 구축하였고, Person 곡선중 하나를 이용해서 응답면을 근사 시킨후 Monte-Carlo Simulation을 수행하였고, 최종적으로 수치적분법을 적용해서 파괴확률을 구하였다. 해양구조물에의 적용을 통해 본 논문의 방법이 갖는 정당성을 보였다.

  • PDF

Reliability Prediction of Electronic Arm Fire Device Applying Sensitivity Analysis (민감도 해석을 적용한 전자식 점화안전장치의 신뢰도 추정)

  • Kim, Dong-seong;Jang, Seung-gyo;Lee, Hyo-Nam;Son, Young Kap
    • Journal of the Korean Society for Aeronautical & Space Sciences
    • /
    • v.46 no.5
    • /
    • pp.393-401
    • /
    • 2018
  • Reliability prediction of an electronic arm fire device(EAFD) was studied which is applied to prevent accidental ignition in a solid rocket motor. For predicting the reliability, the main components of the EAFD were first defined(Control unit, LEEFI, TBI) and the operating principle of each component was analyzed. Performance modeling of each part is established using selected input variables through system analysis. When complex analysis is required, we approximated it with polynomial equation using response surface method. Monte-Carlo simulation is applied to performance modeling to estimate the design reliability.

The Bayesian Inference for Software Reliability Models Based on NHPP (NHPP에 기초한 소프트웨어 신뢰도 모형에 대한 베이지안 추론에 관한 연구)

  • Lee, Sang-Sik;Kim, Hui-Cheol;Song, Yeong-Jae
    • The KIPS Transactions:PartD
    • /
    • v.9D no.3
    • /
    • pp.389-398
    • /
    • 2002
  • Software reliability growth models are used in testing stages of software development to model the error content and time intervals between software failures. This paper presents a stochastic model for the software failure phenomenon based on a nonhomogeneous Poisson process(NHPP) and performs Bayesian inference using prior information. The failure process is analyzed to develop a suitable mean value function for the NHPP ; expressions are given for several performance measure. Actual software failure data are compared with several model on the constant reflecting the quality of testing. The performance measures and parametric inferences of the suggested models using Rayleigh distribution and Laplace distribution are discussed. The results of the suggested models are applied to real software failure data and compared with Goel model. Tools of parameter point inference and 95% credible intereval was used method of Gibbs sampling. In this paper, model selection using the sum of the squared errors was employed. The numerical example by NTDS data was illustrated.

A Comparative Study on Structural Reliability Analysis Methods (구조 신뢰성 해석방법의 고찰)

  • 양영순;서용석
    • Computational Structural Engineering
    • /
    • v.7 no.1
    • /
    • pp.109-116
    • /
    • 1994
  • In this paper, various reliability analysis methods for calculating a probability of failure are investigated for their accuracy and efficiency. Crude Monte Carlo method is used as a basis for the comparison of various numerical results. For the sampling methods, Importance Sampling method and Directional Simulation method are considered for overcoming a drawback of Crude Monte Carlo method. For the approximate methods, conventional Rackwitz-Fiessler method. 3-parameter Chen-Lind method, and Rosenblatt transformation method are compared on the basis of First order reliability method. As a Second-order reliability method, Curvature-Fitting paraboloid method, Point-fitting paraboloid method, and Log-likelihood function method are explored in order to verify the accuracy of the reliability calculation results. These methods mentioned above would have some difficulty unless the limit state equation is expressed explicitly in terms of random design variables. Thus, there is a need to develop some general reliability methods for the case where an implicit limit state equation is given. For this purpose, Response surface method is used where the limit state equation is approximated by regression analysis of the response surface outcomes resulted from the structural analysis. From the application of these various reliability methods to three examples, it is found that Directional Simulation method and Response Surface method are very efficient and recommendable for the general reliability analysis problem cases.

  • PDF

Repetitive Response Surface Enhancement Technique Using ResponseSurface Sub-Optimization and Design Space Transformation (반응모델 최적화와 설계공간 변환을 이용한 반복적 반응면 개선 기법 연구)

  • Jeon, Gwon-Su;Lee, Jae-U;Byeon, Yeong-Hwan
    • Journal of the Korean Society for Aeronautical & Space Sciences
    • /
    • v.34 no.1
    • /
    • pp.42-48
    • /
    • 2006
  • In this study, a repetitive response surface enhancement technique (RRSET) is proposed as a new system approximation method for the efficient multidisciplinary design and optimization (MDO). In order to represent the highly nonlinear behavior of the response with second order polynomials, RRSET introduces a design space transformation using stretching functions and repetitive response surface improvement. The tentative optimal point is repetitively included to the set of experimental points to better approximate the response surface of the system especially near the optimal point, hence a response surface with significantly improved accuracy can be generated with very small experimental points and system iterations. As a system optimizer, the simulated annealing, which generates a global design solution is utilized. The proposed technique is applied to several numerical examples, and demonstrates the validity and efficiency of the method. With its improved approximation accuracy, the RRSET can contribute to resolve large and complex system design problems under MDO environment.

The Bayesian Analysis for Software Reliability Models Based on NHPP (비동질적 포아송과정을 사용한 소프트웨어 신뢰 성장모형에 대한 베이지안 신뢰성 분석에 관한 연구)

  • Lee, Sang-Sik;Kim, Hee-Cheul;Kim, Yong-Jae
    • The KIPS Transactions:PartD
    • /
    • v.10D no.5
    • /
    • pp.805-812
    • /
    • 2003
  • This paper presents a stochastic model for the software failure phenomenon based on a nonhomogeneous Poisson process (NHPP) and performs Bayesian inference using prior information. The failure process is analyzed to develop a suitable mean value function for the NHPP; expressions are given for several performance measure. The parametric inferences of the model using Logarithmic Poisson model, Crow model and Rayleigh model is discussed. Bayesian computation and model selection using the sum of squared errors. The numerical results of this models are applied to real software failure data. Tools of parameter inference was used method of Gibbs sampling and Metropolis algorithm. The numerical example by T1 data (Musa) was illustrated.

Study on the Diffuse Texture Acquisition of a Real Object (실세계 객체의 디퓨즈 텍스쳐 획득에 관한 연구)

  • Kim, Kang-Yeon;Lee, Jae-Y.;Yoo, Jae-Doug;Lee, Kwan-H.
    • 한국HCI학회:학술대회논문집
    • /
    • 2006.02a
    • /
    • pp.1222-1227
    • /
    • 2006
  • 본 연구의 목적은 객체의 형상정보(3D mesh)와 색/질감정보(image)를 이용하여 텍스쳐 맵핑된 고품질의 가상모델을 생성하는데 있다. 3 차원 형상정보에 대응하는 이미지 상의 텍스쳐 좌표 관계를 구하기 위해 오브젝트 좌표계와 카메라 좌표계 사이의 변환행렬, 카메라의 초점거리, 카메라 CCD 와 프레임상의 이미지 사이의 aspect ratio 를 파라미터로 하는 3D-2D 정합을 수행한다. 이러한 3D-2D 정합을 효율적으로 수행하기 위하여, 카메라 내부파라미터 검정단계, 신뢰도가 높은 초기해 설정단계, 비선형 최적화(Newton method) 단계로 접근한다. 또한, 색/질감정보로 이용되는 객체의 이미지는 촬영조건에 의해 스펙큘러(specular)나 이미지 픽셀값의 포화상태(saturation) 등의 결점을 포함한다. 영상내의 스펙큘러 좌표와 3D-2D 정합의 결과를 이용하여 촬영 당시의 광원을 추정하고, 근사화된 빛반사도 함수(BRDF)를 이용하여, 텍스쳐의 픽셀값 변조를 통해 이미지 촬영 당시의 광원효과가 제거된 디퓨즈 텍스쳐를 획득한다. 본 연구에서는 퐁(Phong)의 모델을 근사화한 빛 반사도 함수 모델로 사용하였다.

  • PDF