• Journal of the Korean Data and Information Science Society
• /
• 제16권4호
• /
• pp.923-931
• /
• 2005

The two parameter generalized exponential distribution was recently introduced by Gupta and Kundu (1999). It is observed that the generalized exponential distribution can be used quite effectively to analyze skewed data set. This paper develops the accelerated life test model using generalized exponential distribution and considers maximum likelihood estimation of parameters under the tampered random variable model. To show the performance of proposed maximum likelihood estimates, some simulation will be performed. Using a real data set, an example will be given.

• International Journal of Reliability and Applications
• /
• 제6권1호
• /
• pp.13-29
• /
• 2005

This paper deals with the stochastic analysis of a three-states semi-Markov reliability model. Using both the maximum likelihood and Bayes procedures, the parameters included in this model are estimated. Next, assuming that the lifetime and repair time are generalized exponential random variables, the reliability function of this system is obtained. Then, the distribution of the first passage time of this system is discussed. Finally, some of the obtained results are compared with those available in the literature.

• 한국산업정보학회논문지
• /
• 제4권2호
• /
• pp.39-43
• /
• 1999

임의중도절단자료(randomly censored data)를 갖는 일반화된 지수회귀모헝을 고려하여 이 모형에서 모수를 추정하는 수정된 피선 점수화(modified Fisher scoring)방법을 제안한다. 이를 위해 우도방정식(likelihood equations)이 유도되고 추정알고리즘(estimating algorithm)이 개발된다. 실제의 자료를 통해 제안된 방법을 예증한다.

• Journal of the Korean Statistical Society
• /
• 제35권1호
• /
• pp.79-90
• /
• 2006

We consider the subdiagonal bilinear model and ARMA model with subdiagonal bilinear errors. Sufficient conditions for geometric ergodicity of associated Markov chains are derived by using results on generalized random coefficient autoregressive models and then strict stationarity and ,a-mixing property with exponential decay rates for given processes are obtained.

• Journal of the Korean Data and Information Science Society
• /
• 제17권2호
• /
• pp.487-492
• /
• 2006

Jackknife estimators for parameters in the left truncated exponential model are presented. And we show that the generalized jackknife estimators are more efficient than others in terms of the bias and the mean squared error.

• Communications for Statistical Applications and Methods
• /
• 제18권4호
• /
• pp.467-475
• /
• 2011

This paper develops the noninformative priors for the stress-strength reliability from one parameter generalized exponential distributions. When this reliability is a parameter of interest, we develop the first, second order matching priors, reference priors in its order of importance in parameters and Jeffreys' prior. We reveal that these probability matching priors are not the alternative coverage probability matching prior or a highest posterior density matching prior, a cumulative distribution function matching prior. In addition, we reveal that the one-at-a-time reference prior and Jeffreys' prior are actually a second order matching prior. We show that the proposed reference prior matches the target coverage probabilities in a frequentist sense through a simulation study and a provided example.

• 한국결정성장학회지
• /
• 제13권6호
• /
• pp.284-289
• /
• 2003

내부에 열을 가하여 원하는 온도를 유지하는 전기로는, 정확하게 제어하고 모델링을 하기 힘든 시스템이다. 왜냐하면 시스템 변수와 응답 지연 시간이 온도와 위치가 변함에 따라 변하기 때문이다. 이번 연구에서 항상 폐루프 시스템에서 안정성을 보증하고, 내부가 불안정한 시스템에 효과적으로 적용될 수 있는 가중계수를 갖는 일반형 예측 제어가 세라믹 전기로에 적용되었고, 실험을 통해 온도 추적 이행을 보임으로서 확인하였다.

• Journal of the Korean Data and Information Science Society
• /
• 제25권2호
• /
• pp.393-402
• /
• 2014

수명시간 분석에서 자주 이용되는 분포 중 하나는 지수분포이다. 본 논문에서는 임의중도절단 자료의 분석에서 중도절단모형이 지수분포의 모수추정에 어떤 영향을 주는지에 대해서 알아보았다. 고려한 중도절단모형은 Koziol-Green 모형과 일반화 지수분포 모형으로 이들은 의미상 매우 다른 모형이다. 모의실험을 통해서 살펴본 결과 중도절단모형이 모수의 평균적인 추정값에는 크게 영향을 주지 않는다고 보이나 가정한 모형이 실제의 모형과 차이가 심하게 나는 경우 추정량의 MSE가 커지는 경향을 보였다.

• 터널과지하공간
• /
• 제8권1호
• /
• pp.1-7
• /
• 1998

In order to get the information of the deformational behavior of rock masses with time in waste disposal repository, it is necessary to measure the relationships between stress and strain and time for temperature. A creep law is used in conjunction with the elastic moduli to calculate stress and displacement following waste emplacement. Exponential-time law's parameters consist of stress and temperature. In this study, thermal creep test was carried out for Whangdeung granite. The measured creep deformation behavior was well explained by exponential time law and generalized Kelvin's rheological model. Mechanicla coefficients for exponential-time creep law showed the clear tendency of temperature dependent while those for Kelvein's model didn't.

• Journal of the Korean Data and Information Science Society
• /
• 제8권1호
• /
• pp.31-39
• /
• 1997

we shall propose some Bayes estimators and some generalized maximum likelihood estimators for reliability of a two-unit hot standby system with perfect switch based upon a complete sample of failure times observed from the exponential model and compare the peformances of the proposed estimators in terms of mean squared error.