• 제목/요약/키워드: Hazard Rate

검색결과 743건 처리시간 0.026초

다항 위험함수에 근거한 NHPP 소프트웨어 신뢰성장모형에 관한 연구 (A Study for NHPP software Reliability Growth Model based on polynomial hazard function)

  • 김희철
    • 디지털산업정보학회논문지
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    • 제7권4호
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    • pp.7-14
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    • 2011
  • Infinite failure NHPP models presented in the literature exhibit either constant, monotonic increasing or monotonic decreasing failure occurrence rate per fault (hazard function). This infinite non-homogeneous Poisson process is model which reflects the possibility of introducing new faults when correcting or modifying the software. In this paper, polynomial hazard function have been proposed, which can efficiency application for software reliability. Algorithm for estimating the parameters used to maximum likelihood estimator and bisection method. Model selection based on mean square error and the coefficient of determination for the sake of efficient model were employed. In numerical example, log power time model of the existing model in this area and the polynomial hazard function model were compared using failure interval time. Because polynomial hazard function model is more efficient in terms of reliability, polynomial hazard function model as an alternative to the existing model also were able to confirm that can use in this area.

Cox 비례위험모형을 이용한 변액연금 해지율의 추정 (Estimation of lapse rate of variable annuities by using Cox proportional hazard model)

  • 김유미;이항석
    • Journal of the Korean Data and Information Science Society
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    • 제24권4호
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    • pp.723-736
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    • 2013
  • 해약율의 추정은 최근 보험제도의 변화 (국제회계기준의 도입에 따른 현금흐름방식의 가격산출체계 시행, 무해약환급금 보험상품의 판매 허용 등)에 따라 보험료의 결정과 손익분석 그리고 리스크 관리 등에 있어서 중요한 요소로 부각되고 있다. 특히, 변액연금은 최저보증옵션으로 인하여 보험계약자의 해약요소가 중요시되고 다른 보험 상품에 비해 복잡하므로 차별성 있는 통계모형의 선택과 분석이 필요하다. 기존의 해약률 연구는 실태분석 또는 회귀분석을 위주로 모형화하는 것에 초점이 맞추어져 있었으나 본 연구에서는 변액연금 계약과 관련된 여러 변수와 최저보증옵션을 반영하기 위하여 생존분석기법 중 하나인 Cox 비례위험모형을 이용하여 해지율을 추정하였다. 변액연금 해지율에 영향을 미치는 주요변수로는 납입방법, 보험료, 보험기간 대비 유지기간, 계약자적립금 대비 최소보증금, 계약자연령이 있으며 본 연구에서는 이에 관하여 분석해보았다.

Survival analysis of bank loan repayment rate for customers of Hawassa commercial bank of Ethiopaia

  • Kitabo, Cheru Atsmegiorgis;Kim, Jong Tae
    • Journal of the Korean Data and Information Science Society
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    • 제25권6호
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    • pp.1591-1598
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    • 2014
  • The reviews of the balance sheet of commercial banks showed that loan item constitutes the largest portion of bank's assets. Although the sector has highest rate of profit, it possesses the greatest risk. Identifying factors that can contribute in lifting-up the loan repayment rate of customers of Hawassa district commercial bank is the major goal of this study. A sample of 183 customers who took loan from October, 2005 to April, 2012 was taken from the bank record. Kaplan-Meier estimation method and univariate Cox proportional hazard model were applied to identify factors affecting bank loan repayment rate. The result from Kaplan-Meier survival estimation revealed that the loan repayment rate is significantly related with loan type, and previous loan experience, educational level and mode of repayment. The log-rank test indicates that the survival probability of loan customers is not statistically different in repaying the loan among groups classified by sex. Moreover, the univariate Cox proportional hazard model result portrayed that educational level, having previous loan experience, mode of repayment, collateral type and purpose of loan are significantly related with loan repayment rate of customers commercial bank. Hence, banks should design loan strategies giving special emphasis on the significant factors while they are giving loans to their customers.

Weibull형 고장분포를 갖는 선박용 부품의 최적 보전시기의 결정수법에 관한 연구 (A Study on the Decision of an Optimal Maintenance Period for Ship's Machinery Items using the Cumulative Hazard Rate Function for Weibull Distribution)

  • 유희한
    • Journal of Advanced Marine Engineering and Technology
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    • 제24권2호
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    • pp.90-96
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    • 2000
  • The technology of preventive maintenance and corrective maintenance is widely applied to ships in order to maintain the good voyageable condition. One of the most important fields of marine engineering is to seek the maximum availability and to solve the stochastic maintenance problem such that the cost for corrective maintenance is minimized. Accordingly, for the purpose of making the most suitable maintenance schedule which minimizes the expected cost function, this paper suggests the method to grasp the failure characteristics by the ship's maintenance data that are collected from the past. And, suggests the method to estimate the optimal maintenance interval by using the dynamic programming and the cumulative hazard rate function attained from the maintenance data.

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상수형 고장률 관리도 (Control Chart for Constant Hazard Rate)

  • 이재만;차영준;홍연웅
    • Journal of the Korean Data and Information Science Society
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    • 제10권2호
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    • pp.437-444
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    • 1999
  • 상수형 고장률을 갖는 시스템에 대하여 일정한 구간별로 비복원(복원)으로 시스템의 고장여부를 관찰하여 얻은 수명자료를 이용한 시스템 고장률 관리도를 제안하고 OC곡선(operating-characteristic curve)을 이용하여 제안된 관리도의 성능을 고찰하였다.

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스트레스함수가 감마분포인 가속수명시험 (Accelerated Life Tests under Gamma Stress Distribution)

  • 원영철
    • 대한안전경영과학회지
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    • 제4권3호
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    • pp.59-66
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    • 2002
  • This paper presents accelerated life tests for Type I censoring data under probabilistic stresses. Probabilistic stress, S, is the random variable for stress influenced by test environments, test equipments, sampling devices and use conditions. The hazard rate, $\theta$ is a random variable of environments and a function of probabilistic stress. In detail, it is assumed that the hazard rate is linear function of the stress, the general stress distribution is a gamma distribution and the life distribution for the given hazard rate, $\theta$is an exponential distribution. Maximum likelihood estimators of model parameters are obtained, and the mean life in use stress condition is estimated. A hypothetical example is given to show its applicability.

직장암 데이터에 대한 위험률 함수 추정 및 위험률 변화점 추정 (Estimation of hazard function and hazard change-point for the rectal cancer data)

  • 이시은;심병용;김재희
    • Journal of the Korean Data and Information Science Society
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    • 제26권6호
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    • pp.1225-1238
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    • 2015
  • 본 연구에서는 직장암 환자들의 수술 후 재발까지의 시간 데이터에 대해 집단 간 생존함수 양상에 차이가 있는지 로그 순위 검정 결과 유의수준 10%에서 포도당 단일수송체 (GLUT1)의 수준, 수술 전 병기 (cstage), 수술 후 병기 (ypstage)에 따른 차이가 유의하며, Cox 비례위험률 모형을 이용하여 검정한 결과 가장 유의한 공변량은 포도당 단일수송체와 수술 후 병기였다. 지수분포를 따른다고 가정할 경우, 우도함수를 기반한 여러 가지 위험률 변화점을 추정하였다.

Bayes Estimation for the Rayleigh Failure Model

  • Ko, Jeong-Hwan;Kang, Sang-Gil;Shin, Jae-Kyoung
    • Journal of the Korean Data and Information Science Society
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    • 제9권2호
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    • pp.227-235
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    • 1998
  • In this paper, we consider a hierarchical Bayes estimation of the parameter, the reliability and hazard rate function based on type-II censored samples from a Rayleigh failure model. Bayes calculations can be implemented easily by means of the Gibbs sampler. A numerical study is provided.

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Moments of Order Statistics from Doubly Truncated Linear-Exponential Distribution

  • Saran, Jagdish;Pushkarna, Narinder
    • Journal of the Korean Statistical Society
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    • 제28권3호
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    • pp.279-296
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    • 1999
  • In this paper we establish some recurrence relations for both single and product moments of order statistics from a doubly truncated linear- exponential distribution with increasing hazard rate. These recurrence relations would enable one to compute all the higher order moments of order statistics for all sample sizes from those of the lower order in a simple recursive way. In addition, percentage points of order statistics are also discussed. These generalize the corresponding results for the linear- exponential distribution with increasing hazard rate derived by Balakrishnan and Malik(1986)

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Bayes Estimation for the Reliability and Hazard Rate the Burr Type X Failure Model

  • Jang Sik Cho;Hee Jae Kim;Sang Gil Kang
    • Communications for Statistical Applications and Methods
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    • 제5권3호
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    • pp.723-731
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    • 1998
  • In this paper, we consider a hierarchical Bayes estimation of the parameter, the reliability and hazard rate function based on samples from a Burr type X failure model. Bayes calculations can be implemented by means of the Gibbs sampler and a numerical study us provided.

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