• Journal of applied mathematics & informatics
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• 제19권1_2호
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• pp.439-445
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• 2005

This paper is to investigate the approximate confidence limits of the reliability performances (such as failure rate, reliability function and average life) for a cold standby series system. The Bayesian approximate upper confidence limit of failure rate is obtained firstly, and next Bayesian approximate lower confidence limits for reliability function and average life are presented. The expressions for calculating Bayesian lower confidence limits of the reliability function and average life are also obtained, and an illustrative example is examined numerically by means of the Monte-Carlo simulation. Finally, the accuracy of confidence limits is discussed.

• Communications for Statistical Applications and Methods
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• 제20권5호
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• pp.347-356
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• 2013

We propose a sequential method to construct approximate confidence limits for the ratio of two independent sequences of binomial variates with unequal sample sizes. Due to the nonexistence of an unbiased estimator for the ratio, we develop the procedure based on a modified maximum likelihood estimator (MLE). We generalize the results of Cho and Govindarajulu (2008) by defining the sample-ratio when sample sizes are not equal. In addition, we investigate the large-sample properties of the proposed estimator and its finite sample behavior through numerical studies, and we make comparisons from the sample information view points.

• 한국시뮬레이션학회논문지
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• 제3권1호
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• pp.17-28
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• 1994

A statistical procedure is developed to estimate the relative difference between two parameters each obtained from either true model or approximate model. Double sample procedure is applied to find the additional number of simulation runs satisfying the preassigned absolute precision of the confidence interval. Two types of parameters, mean and standard deviation, are considered as the performance measures and tried to show the validity of the model by examining both queues and inventory systems. In each system it is assumed that there are three distinct means and their own standard deviations and they form the simultaneous confidence intervals but with control in the sense that the absolute precision for each confidence interval is bounded on the limits with preassigned confidence level. The results of this study may contribute to some situations, for instance, first, we need a statistical method to compare the effectiveness between two alternatives, second, we find the adquate number of replications with any level of absolute precision to avoid the unrealistic cost of running simulation models, third, we are interested in analyzing the standard deviation of the output measure, ..., etc.

• International Journal of Reliability and Applications
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• 제9권1호
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• pp.31-52
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• 2008

In this paper generalized version of the geometric distribution is introduced. This distribution can be considered as a two-parameter generalization of the discrete geometric distribution. The main statistical and reliability properties of this distribution are discussed. Two methods of estimation, namely maximum likelihood method and the method of moments are used to estimate the parameters of this distribution. Simulation is utilized to calculate these estimates and to study some of their properties. Also, asymptotic confidence limits are established for the maximum likelihood estimates. Finally, the appropriateness of this new distribution for a set of real data, compared with the geometric distribution, is shown by using the likelihood ratio test and the Kolmogorove-Smirnove test.

• International Journal of Naval Architecture and Ocean Engineering
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• 제10권1호
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• pp.85-94
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• 2018

For the design of wind-power facilities, the highest and lowest astronomical tides (HAT and LAT, respectively) are needed for the tidal-water levels regarding international designs; however, the approximate highest high water and approximate lowest low water AHHW and ALLW, respectively, have been used in Korea. The HAT and LAT in the wind-farm test-bed sea should be estimated to satisfy the international standard. In this study, the HAT and LAT are therefore estimated using the hourly tidal-elevation data of the Eocheongdo, Anmado, Younggwang, Gunsan, Janghang, and Seocheon tidal-gauging stations that are located in the adjacent coastal sea. The nodal variation patterns of the major lunar components, such as $M_2$, $O_1$, and $K_1$ are analyzed to check the expected long-term lunar cycle, i.e., 18.61 year's nodal-variation patterns. The temporal amplitude variations of the $M_2$, $O_1$, and $K_1$ clearly show the 18.61-years periodic patterns in the case of the no-nodal correction condition. In addition, the suggested HAT and LAT elevations, estimated as the upper and lower confidence limits of the yearly HAT and LAT elevations, are 50 cm greater than the AHHW and 40 cm lower than the ALLW, respectively.