• Title/Summary/Keyword: 모수추정법

Search Result 213, Processing Time 0.024 seconds

Estimation of Fatigue Crack Initiation Life Distribution by Multi-notched Specimen (다응력집중부(多應力集中部)를 가진 판(判)에 의(依)한 피로균열(疲勞龜裂) 발생수명(發生壽命) 분포(分布) 추정(推定))

  • S.W. Kang;D.S. Uom;J.H. Lee
    • Journal of the Society of Naval Architects of Korea
    • /
    • v.29 no.4
    • /
    • pp.234-243
    • /
    • 1992
  • Fatigue crack initiation life has a wide scatter and this makes the fatigue design of structural members difficult. In order to make the fatigue life distribution clear, it is required to prepare a large number of specimens and repeat the fatigue tests under the same loading condition. Such fatigue tests usually take much time and cost. In this study, a fatigue testing method using a multi-notched test specimen for the purpose of estimating the distribution function of fatigue crack initiation life by small number of fatigue tests is used. The purpose of this study is to verify the above fatigue testing method of a multi-notched specimen by using Bayesian reliability analysis, Least square method and Skewness method for the determination of unknown Weibull parameters. The multi-notched specimen is a specimen in which several tens of statistically identical notches are prepared.

  • PDF

Regression models for interval-censored semi-competing risks data with missing intermediate transition status (중간 사건이 결측되었거나 구간 중도절단된 준 경쟁 위험 자료에 대한 회귀모형)

  • Kim, Jinheum;Kim, Jayoun
    • The Korean Journal of Applied Statistics
    • /
    • v.29 no.7
    • /
    • pp.1311-1327
    • /
    • 2016
  • We propose a multi-state model for analyzing semi-competing risks data with interval-censored or missing intermediate events. This model is an extension of the 'illness-death model', which composes three states, such as 'healthy', 'diseased', and 'dead'. The state of 'diseased' can be considered as an intermediate event. Two more states are added into the illness-death model to describe missing events caused by a loss of follow-up before the end of the study. One of them is a state of 'LTF', representing a lost-to-follow-up, and the other is an unobservable state that represents the intermediate event experienced after LTF occurred. Given covariates, we employ the Cox proportional hazards model with a normal frailty and construct a full likelihood to estimate transition intensities between states in the multi-state model. Marginalization of the full likelihood is completed using the adaptive Gaussian quadrature, and the optimal solution of the regression parameters is achieved through the iterative Newton-Raphson algorithm. Simulation studies are carried out to investigate the finite-sample performance of the proposed estimation procedure in terms of the empirical coverage probability of the true regression parameter. Our proposed method is also illustrated with the dataset adapted from Helmer et al. (2001).

A Performance Comparative Evaluation for Finite and Infinite Failure Software Reliability Model using the Erlang Distribution (어랑분포를 적용한 유한 및 무한 고장 소프트웨어 신뢰모형에 관한 성능 비교 평가에 관한 연구)

  • Yang, Tae-Jin
    • The Journal of Korea Institute of Information, Electronics, and Communication Technology
    • /
    • v.9 no.4
    • /
    • pp.351-358
    • /
    • 2016
  • Science and technology is developing rapidly as more powerful software with the rapid development of software testing and reliability assessment by the difficulty increases with the complexity of the software features of the larger increases NHPP software reliability models for failure analysis can have, in the literature, exhibit either constant, monotonic increasing or monotonic decreasing failure occurrence rates per fault. In this paper, finite failure NHPP models that assuming the expected value of the defect and infinite failures NHPP models that repairing software failure point in time reflects the situation, were presented for comparing property. Commonly used in the field of software reliability based on Erlang distribution software reliability model finite failures and infinite failures were presented for performance comparative evaluation problem. As a result, finite failure model is better than infinite failure model effectively. The parameters estimation using maximum likelihood estimation in the course of this study was conducted. As the results of this research, software developers to identify software failure property be able to help is concluded.

The Comparative Study for Software Reliability Model Based on Finite and Infinite Failure Exponential Power NHPP (유한 및 무한고장 지수파우어 NHPP 소프트웨어 신뢰성모형에 대한 비교 연구)

  • Kim, Hee-Cheul;Shin, Hyun-Cheul
    • The Journal of Korea Institute of Information, Electronics, and Communication Technology
    • /
    • v.8 no.3
    • /
    • pp.195-202
    • /
    • 2015
  • NHPP software reliability models for failure analysis can have, in the literature, exhibit either constant, monotonic increasing or monotonic decreasing failure occurrence rates per fault. In this paper, finite failure NHPP models that assuming the expected value of the defect and infinite failures NHPP models that repairing software failure point in time reflects the situation, were presented for comparing property. Commonly used in the field of software reliability based on exponential power distribution software reliability model finite failures and infinite failures were presented for comparison problem. As a result, finite fault model is effectively infinite fault models, respectively. The parameters estimation using maximum likelihood estimation was conducted. In this research, software developers to identify software failure property some extent be able to help is considered.

The Estimation of Environmental Effect and Genetic Parameters on Carcass Traits in Hanwoo (한우 도체형질의 환경효과 및 유전모수 추정)

  • Sun, Du-Won;Kim, Byeong-Woo;Moon, Won-Gon;Park, Jae-Chan;Park, Cheol-Hyeon;Koo, Yang-Mo;Jeoung, Yeoung-Ho;Lee, Jae-Youn;Jang, Hyun-Gi;Jeon, Jin-Tae;Lee, Jung-Gyu
    • Journal of agriculture & life science
    • /
    • v.44 no.6
    • /
    • pp.83-89
    • /
    • 2010
  • The objective of this study was to investigate the effect of the environmental and genetic factors on the carcass traits of Korean cattle. We have used the data of 22,954 Korean cattle slaughtered from 2005 to 2009 in Gyeongnam region and estimated the genetic parameters of 36,868 cattle including the pedigree individuals by means of EM-REML analytical method. In summary, the heritability of the carcass weight, eye muscle area, backfat thickness and marbling score was 0.39, 0.30, 0.33 and 0.62, respectively. The carcass weight and the eye muscle area showed high correlation between them with the genetic correlation of 0.86 and the phenotypic correlation of 0.72. The high heritability of marbling score is assumed to be the result of focusing the breed improvement on the quality of the meat. Through this study, it is considered that the Korean cattle in Gyeongnam region are improving, which will thus contribute to the increase of the farmer's income. Additional study on the economic trait must be carried out to obtain clearer results that will lead to further improvement of Korean cattle.

Statistical Analysis for Fatigue Life Evaluation of Vehicle Muffler (자동차용 머플러의 피로수명평가를 위한 통계적 분석)

  • Choi, Ji-Hun;Lee, Yong-Jun;Yoon, Jin-Ho;Kang, Sung-Su
    • Transactions of the Korean Society of Mechanical Engineers A
    • /
    • v.37 no.3
    • /
    • pp.365-372
    • /
    • 2013
  • In this study, a statistical method for evaluating the fatigue life of a vehicle muffler was used to obtain reliable fatigue data using a limited number of specimens. Cyclic bending tests were conducted using specimens manufactured to be exactly the same as the mufflers installed in cars that are currently in use. To estimate the fatigue life by comparing the data obtained during the fatigue tests, the most suitable probability density function for the normal, lognormal, and Weibull distributions was selected. A goodness-of-fit test was performed on the probability distributions, and then a Weibull distribution using the least square method was selected. By using the selected Weibull distribution, the probability-moment-life curves (P-M-N curve) reflecting the fatigue characteristics were suggested as the data for the reliable design of a muffler.

Retrieval of Atmospheric Optical Thickness from Digital Images of the Moon (월면 디지털 영상 분석을 이용한 대기 광학두께 산출)

  • Jeong, Myeong-Jae
    • Korean Journal of Remote Sensing
    • /
    • v.29 no.5
    • /
    • pp.555-568
    • /
    • 2013
  • Atmospheric optical thickness during nighttime was estimated in this study using analysis on the images of the moon taken from commercial digital camera. Basically the Langely Regression method was applied to the observations of the moon for the cloudless and optically stable sky conditions. The spectral response functions for the red(R), green(G), and blue(B) channels were employed to derive effective wavelength centers of each channel for the observations of the moon, and the correspondent Rayleigh optical thickness were also calculated. Aerosol optical thickness (AOT) was calculated by subtracting Rayleigh optical thickness from the atmospheric optical thickness derived from the Langley regression method. As there are only handful of nighttime AOT observations, the AOT from the moon observations was compared with the AOT from sun-photometers and the MODIS satellite sensor, which was taken several hours before the moon observations of this study. As a result, the values of AOT from moon observations agree with those from sun-photometers and MODIS within 0.1 for the R, G, B channels of the digital camera. On the other hand, ${\AA}$ngstr$\ddot{o}$m Exponent seems to be subject to larger errors due to its sensitiveness to the spectral errors of AOT. Nevertheless, the results of this study indicate that the method reported in this study is promising as it can provide nighttime AOT relatively easily with a low cost instrument like digital camera. More observations and analyses are warranted to attain improved nighttime AOT observations in the future.

Modelling of Wind Wave Pressure and Free-surface Elevation using System Identification (시스템 식별기법을 활용한 파압과 해수면 모델링)

  • Cieslikiewicz, Witold;Badur, Jordan
    • Journal of Korean Society of Coastal and Ocean Engineers
    • /
    • v.25 no.6
    • /
    • pp.422-432
    • /
    • 2013
  • A System Identification method to develop parametric models linking free surface elevation and wave pressure is presented and two models are built allowing for either wave pressure or free surface elevation simulation. Linear, time invariant model structures with static nonlinearities are assumed and solutions are sought in a form of autoregressive model with extra input (ARX). An arbitrary chosen free-surface elevation and wave pressure dataset is used for estimation of the models, which are subsequently verified against datasets with similar pressure gauge depth but different free-surface elevation spectra due to different meteorological conditions. It is shown that free-surface simulation using System Identification methods can perform better than traditional linear transfer function derived from linear wave theory (LTF), while wave pressure simulation quality using presented methods is generally similar to that obtained with corrected LTF.

Bootstrap Calibrated Confidence Bound for Variance Components Model (분산 성분 모형에 대한 붓스트랩 보정 신뢰구간)

  • Lee, Yong-Hee
    • The Korean Journal of Applied Statistics
    • /
    • v.19 no.3
    • /
    • pp.535-544
    • /
    • 2006
  • We consider use of Bootstrap calibration in the problem of setting a confidence interval for a linear combination of variance components. Based on the the modified large sample(MLS) method by Graybill and Wang(1980), Bootstrap Calibration is applied to improve the coverage probability of the MLS confidence bound when the experiment is balanced and coefficients of a linear combination are positive. Performance of the proposed confidence bound in small sample is investigated by simulation studies.

Type I Analysis by Projections (사영에 의한 제1종 분석)

  • Choi, Jae-Sung
    • The Korean Journal of Applied Statistics
    • /
    • v.24 no.2
    • /
    • pp.373-381
    • /
    • 2011
  • This paper discusses how to get the sums of squares due to treatment factors when Type I Analysis is used by projections for the analysis of data under the assumption of a two-way ANOVA model. The suggested method does not need to calculate the residual sums of squares for the calculation of sums of squares. There-fore, the calculation is easier and faster than classical ANOVA methods. It also discusses how eigenvectors and eigenvalues of the projection matrices can be used to get the calculation of sums of squares. An example is given to illustrate the calculation procedure by projections for unbalanced data.