• Title/Summary/Keyword: Cumulative probability

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Reliability Analysis under the Competing Risks (경쟁적 위험하에서의 신뢰성 분석)

  • Baik, Jaiwook
    • Journal of Applied Reliability
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    • v.16 no.1
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    • pp.56-63
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    • 2016
  • Purpose: The purpose of this study is to point out that the Kaplan-Meier method is not valid to calculate the survival probability or failure probability (risk) in the presence of competing risks and to introduce more valid method of cumulative incidence function. Methods: Survival analysis methods have been widely used in biostatistics division. However the same methods have not been utilized in reliability division. Especially competing risks cases, where several causes of failure occur and the occurrence of one event precludes the occurrence of the other events, are scattered in reliability field. But they are not noticed in the realm of reliability expertism or they are analysed in the wrong way. Specifically Kaplan-Meier method which assumes that the censoring times and failure times are independent is used to calculate the probability of failure in the presence of competing risks, thereby overestimating the real probability of failure. Hence, cumulative incidence function is introduced and sample competing risks data are analysed using cumulative incidence function and some graphs. Finally comparison of cumulative incidence functions and regression type analysis are mentioned briefly. Results: Cumulative incidence function is used to calculate the survival probability or failure probability (risk) in the presence of competing risks and some useful graphs depicting the failure trend over the lifetime are introduced. Conclusion: This paper shows that Kaplan-Meier method is not appropriate for the evaluation of survival or failure over the course of lifetime. In stead, cumulative incidence function is shown to be useful. Some graphs using the cumulative incidence functions are also shown to be informative.

Competing Risks Regression Analysis (경쟁적 위험하에서의 회귀분석)

  • Baik, Jaiwook
    • Journal of Applied Reliability
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    • v.18 no.2
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    • pp.130-142
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    • 2018
  • Purpose: The purpose of this study is to introduce regression method in the presence of competing risks and to show how you can use the method with hypothetical data. Methods: Survival analysis has been widely used in biostatistics division. But the same method has not been utilized in reliability division. Especially competing risks, where more than a couple of causes of failure occur and the occurrence of one event precludes the occurrence of the other events, are scattered in reliability field. But they are not utilized in the area of reliability or they are analysed in the wrong way. Specifically Kaplan-Meier method is used to calculate the probability of failure in the presence of competing risks, thereby overestimating the real probability of failure. Hence, cumulative incidence function is introduced. In addition, sample competing risks data are analysed using cumulative incidence function along with some graphs. Lastly we compare cumulative incidence functions with regression type analysis briefly. Results: We used cumulative incidence function to calculate the survival probability or failure probability in the presence of competing risks. We also drew some useful graphs depicting the failure trend over the lifetime. Conclusion: This research shows that Kaplan-Meier method is not appropriate for the evaluation of survival or failure over the course of lifetime in the presence of competing risks. Cumulative incidence function is shown to be useful in stead. Some graphs using the cumulative incidence functions are also shown to be informative.

A study on estimating background concentration of groundwater for water quality assessment in non-water supply district (상수도 미보급 지역의 지하수 수질상태 평가를 위한 배경농도 산정방법에 관한 연구)

  • Yea, Young-Do;Seo, Yong-Gyo;Kim, Rak-Hyeon;Cho, Dong-Jun;Kim, Kwang-Shik;Cho, Wook-Sang
    • Journal of Korean Society of Water and Wastewater
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    • v.28 no.3
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    • pp.345-358
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    • 2014
  • For introducing the groundwater quality assessment using background concentration of groundwater, several methods had been studied to estimate the background concentration of groundwater and to suggest the background concentration of study area. Some methods such as Box whisker plot, Percentile and Cumulative probability distribution had been adopted to estimate background concentration, and it was evaluated that the Cumulative probability distribution method presents more reasonable background concentration because it can consider the data distribution. So we estimated the background concentration of study area using cumulative probability distribution method. We suggested the background concentration for each hydrogeology respectively in case hydrogeological water quality similarity is very low.

Calculation of the Detection Range for a Given Cumulative Probability in Airborne Surveillance Radars (탐색 레이다에서 누적확률에 기인한 탐지거리 계산에 관한 연구)

  • Kim, Eun Hee;Roh, Ji-Eun
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
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    • v.29 no.1
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    • pp.24-27
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    • 2018
  • The performance measure of airborne radars is the range at which the cumulative probability of detection has some specified value, because the per-scan detection probability is an oscillatory function of the target range in airborne radars operating with the dynamic clutter environment. As a result, no one range, at which the per-scan detection probability has a given value, can give a meaningful description of the range performance. In this paper, we provide the equation to calculate the cumulative detection probability and show that the result of Monte Carlo simulation is same as the calculated value in a simple scenario. This verified Monte Carlo model will be used to evaluate the performance of airborne radars in various operating scenarios, at which the numerical calculation is difficult.

Seismic reliability analysis of structures based on cumulative damage failure mechanism

  • Liu, Qiang;Wang, Miaofang
    • Earthquakes and Structures
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    • v.18 no.4
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    • pp.519-526
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    • 2020
  • Non-stationary random seismic response and reliability of multi-degree of freedom hysteretic structure system are studied based on the cumulative damage failure mechanism. First, dynamic Eqs. of multi-degree of freedom hysteretic structure system under earthquake action are established. Secondly, the random seismic response of a multi-degree freedom hysteretic structure system is investigated by the combination of virtual excitation and precise integration. Finally, according to the damage state level of structural, the different damage state probability of high-rise frame structure is calculated based on the boundary value of the cumulative damage index in the seismic intensity earthquake area. The results show that under the same earthquake intensity and the same floor quality and stiffness, the lower the floor is, the greater the damage probability of the building structure is; if the structural floor stiffness changes abruptly, the weak layer will be formed, and the cumulative damage probability will be the largest, and the reliability index will be relatively small. Meanwhile, with the increase of fortification intensity, the reliability of three-level structure fortification is also significantly reduced. This method can solve the problem of non-stationary random seismic response and reliability of high-rise buildings, and it has high efficiency and practicability. It is instructive for structural performance design and estimating the age of the structure.

Noncentral F-Distribution for an M-ary Phase Shift Keying Wedge-Shaped Region

  • Kim, Jung-Su;Chong, Jong-Wha
    • ETRI Journal
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    • v.31 no.3
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    • pp.345-347
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    • 2009
  • This letter presents an alternative analytical expression for computing the probability of an M-ary phase shift keying (MPSK) wedge-shaped region in an additive white Gaussian noise channel. The expression is represented by the cumulative distribution function of known noncentral F-distribution. Computer simulation results demonstrate the validity of our analytical expression for the exact computation of the symbol error probability of an MPSK system with phase error.

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Measure of Effectiveness for Detection and Cumulative Detection Probability (탐지효과도 및 누적탐지확률)

  • Cho, Jung-Hong;Kim, Jea Soo;Lim, Jun-Seok;Park, Ji-Sung
    • Journal of the Korea Institute of Military Science and Technology
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    • v.15 no.5
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    • pp.601-614
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    • 2012
  • Since the optimized use of sonar systems available for detection is a very practical problem for a given ocean environment, the measure of mission achievability is needed for operating the sonar system efficiently. In this paper, a theory on Measure Of Effectiveness(MOE) for specific mission such as detection is described as the measure of mission achievability, and a recursive Cumulative Detection Probability(CDP) algorithm is found to be most efficient from comparing three CDP algorithms for discrete glimpses search to reduce computation time and memory for complicated scenarios. The three CDPs which are MOE for sonar-maneuver pattern are calculated as time evolves for comparison, based on three different formula depending on the assumptions as follows; dependent or independent glimpses, unimodal or non-unimodal distribution of Probability of Detection(PD) as a function of observation time interval for detection. The proposed CDP algorithm which is made from unimodal formula is verified and applied to OASPP(Optimal Acoustic Search Path Planning) with complicated scenarios.

Evaluation of life Expectancy of Power System Equipment Using Probability Distribution (확률분포를 이용한 전력설비의 기대여명 추정)

  • Kim, Gwang-Won;Hyun, Seung-Ho
    • Journal of the Korean Institute of Illuminating and Electrical Installation Engineers
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    • v.22 no.10
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    • pp.49-55
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    • 2008
  • This paper presents a novel evaluation method of life expectancy of power system equipment. The life expectancy means expected remaining lifetime; it can be usefully utilized to maintenance planning, equipment replacement planning, and reliability assessment. The proposed method is composed of three steps. Firstly, a cumulative probability for future years is evaluated for targeted age year. Secondly, the cumulative probability is modeled by well-blown cumulative distribution function(CDF) such as Weibull distribution. Lastly, life expectancy is evaluated as the mean value of the model. Since the model CDF is established in the proposed method, it can also evaluate the probability of equipment retirement within specific years. The developed method is applied to examples of generators of combined cycle power plants to show its effectiveness.

Measure of Effectiveness Analysis of Active SONAR for Detection (능동소나 탐지효과도 분석)

  • Park, Ji-Sung;Kim, Jea-Soo;Cho, Jung-Hong;Kim, Hyoung-Rok;Shin, Kee-Cheol
    • Journal of the Korea Institute of Military Science and Technology
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    • v.16 no.2
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    • pp.118-129
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    • 2013
  • Since the obstacles and mines are of the risk factors for operating ships and submarines, the active sonar system is inevitably used to avoid the hazards in ocean environment. In this paper, modeling and simulation algorithm is used for active sonar systemto quantify the measure of mission achievability, which is known as Measure of Effectiveness(MOE), specifically for detection in this study. MOE for detection is directly formulated as a Cumulative Detection Probability(CDP) calculated from Probability of Detection(PD) in range and azimuth. The detection probability is calculated from Transmission Loss(TL) and the sonar parameters such asDirectivity Index (DI) calculated from the shape of transmitted and received array, steered beam patterns, and Reverberation Level (RL). The developed code is applied to demonstrating its applicability.

Measure of Effectiveness Analysis of Passive SONAR System for Detection (수동소나시스템에서 탐지효과도 분석)

  • Cho, Jung-Hong;Kim, Jea-Soo
    • Journal of the Korea Institute of Military Science and Technology
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    • v.15 no.3
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    • pp.272-287
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    • 2012
  • The optimal use of sonar systems for detection is a practical problem in a given ocean environment. In order to quantify the mission achievability in general, measure of effectiveness(MOE) is defined for specific missions. In this paper, using the specific MOE for detection, which is represented as cumulative detection probability(CDP), an integrated software package named as Optimal Acoustic Search Path Planning(OASPP) is developed. For a given ocean environment and sonar systems, the discrete observations for detection probability(PD) are used to calculate CDP incorporating sonar and environmental parameters. Also, counter-detection probability is considered for vulnerability analysis for a given scenario. Through modeling and simulation for a simple case for which an intuitive solution is known, the developed code is verified.