• 품질경영학회지
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• 제27권3호
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• pp.125-141
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• 1999

Bayesian inference and model selection method for software reliability growth models are studied. Software reliability growth models are used in testing stages of software development to model the error content and time intervals between software failures. In this paper, we could avoid the multiple integration by the use of Gibbs sampling, which is a kind of Markov Chain Monte Carlo method to compute the posterior distribution. Bayesian inference and model selection method for Jelinski-Moranda and Goel-Okumoto and Schick-Wolverton models in software reliability with Poisson prior information are studied. For model selection, we explored the relative error.

• 품질경영학회지
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• 제32권4호
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• pp.169-183
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• 2004

The synthetic control chart (SCC) proposed by Wu and Spedding (2000) is to detect shifts in the process mean. The performance was re-evaluated by Davis and Woodall (2002), and the steady-state average run length (ARL) performance was shown to be inferior to cumulative sum (CUSUM) or exponentially weighted moving average (EWMA) chart This paper proposes a simple adaptive scheme to improve the performance of the synthetic control chart. That is, once a non-conforming (NC) sample occurs, we investigate the next L-consecutive samples with larger sample sizes and shorter sampling intervals. We employ a Markov chain model to derive the ARL and the average time to s19na1 (ATS). We also propose a statistical design procedure for determining decision variables. Comprehensive comparative study shows that the proposed control chart is uniformly superior to the original SCC or double sampling (DS) Χ chart and comparable to the EWMA chart in ATS performance.

• Communications for Statistical Applications and Methods
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• 제8권2호
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• pp.383-394
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• 2001

This paper is a generalization of single and two-level skip-lot sampling plans to n-level. On every skipping inspection of the n-level skip-lot sampling plan, not only the number of consecutive lots to be accepted but also the fraction of lots to be inspected can be freely choosed. The general formulas of the operating characteristic function, average fraction inspected, average sample number and average outgoing quality in n-level skip-lot sampling plan are derived. The operating characteristic curves, average sample number and average outgoing quality of a reference plan, two-level and five-level skip-lot sampling plans are compared.

• 한국통계학회:학술대회논문집
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• 한국통계학회 2002년도 추계 학술발표회 논문집
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• pp.135-140
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• 2002

변량추출비 관리도는 현재의 관측값에 기초하여 다음 시점의 표본크기와 표본추출간격을 변화시키면서 공정의 변화를 탐지하는 관리도 절차이다. 만일 공정에서 추출한 현재의 관측값을 살펴볼 때 공정변화의 징후가 있는 경우에는 다음 시점의 표본추출비를 증가시켜, 즉 표본크기를 크게 하고 표본추출간격을 작게 하여 예상되는 공정변화를 더 빠르고 정확하게 탐지함으로보다 효율적인 공정관리를 수행하는 것이다. 본 연구는 변량추출비 ${\bar{X}}$ 관리도에서 사용하는 표본크기와 표본추출간격의 수를 달리하며 각각의 경우에 대한 통계적 효율을 계산하고 이를 비교하고자 한다.

• Journal of applied mathematics & informatics
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• 제6권2호
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• pp.553-568
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• 1999

This paper is of concern to queueing analysis of the dynamic rate leaky bucket(LB) scheme in which the token generation interval changes according to the buffer state at a token generation epoch. Cell arrivals are assumed to follow a Markovian arrival process (MAP) which is weakly dense in the class of the stationary point processes. By using the embedded Markov chain method we obtain the probability distribution of the system state at a token generation epoch and an arbitrary time. Some simple numerical examples also are provided to show the effects of the proposed LB scheme.

• 산업공학
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• 제17권4호
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• pp.440-449
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• 2004

The OERA(Offensive Earned-Run Average) is a methodology for the performance evaluation of baseball players, which is based on a well- known Markov chain model. The DEA(Data Envelopment Analysis) is an LP-based evaluation technique for performance analysis of DMUs (Decision Making Units), whose production activities are characterized by multiple inputs and outputs. In this paper, the performances of Korean professional baseball players are analytically evaluated using both OERA and DEA methods. We discuss methodological strengths and drawbacks of two kinds of baseball evaluation techniques, by comparing both results. Finally to overcome the shortcomings of both methods, we develop a new analytical approach for baseball evaluation by combining OERA with DEA.

• 한국경영과학회지
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• 제34권1호
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• pp.29-37
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• 2009

This paper proposes a curtailed-sequential probability ratio test (SPRT) control chart. For using the conventional SPRT control chart, the number of items inspected in a sampling point should have no restriction since items in a sampling point are inspected one by one until an SPRT Is terminated. The number of observations taken in a sampling point, however, has an upper bound since sampling and testing of an item is time-consuming or expensive. When the sample size reaches the upper bound without evidence of an in-control or out-of-control state of a process, the proposed chart makes a decision using the sample mean of all observations taken in a sampling point. The properties of the Proposed chart are obtained by a Markov chain approach and the performance of the chart is compared with fixed sample size (FSS) and variable sample size (VSS) control charts. A comparative study shows that the proposed chart performs better than VSS control charts as well as conventional FSS control charts.

• 한국경영과학회지
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• 제39권3호
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• pp.1-5
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• 2014

We study the paper Zhernovyi and Zhernovyi [Zhernovyi, K.Y. and Y.V. Zhernovyi, "An $M^{\Theta}/G/1/m$ system with two-threshold hysteresis strategy of service intensity switching," Journal of Communications and Electronics, Vol.12, No.2(2012), pp.127-140]. In the paper, authors used the Korolyuk potential method to obtain the stationary queue length distribution. Instead, our note makes an attempt to apply the most frequently used methods : the embedded Markov chain and the supplementary variable method. We derive the queue length distribution at a customer's departure epoch and then at an arbitrary epoch.

• 대한수학회보
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• 제46권4호
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• pp.673-689
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• 2009

We analyze $MAP_1,\;MAP_2$/G/1 finite queues with service scheduling function dependent upon queue lengths. The customers are classified into two types. The arrivals of customers are assumed to be the Markovian Arrival Processes (MAPs). The service order of customers in each buffer is determined by a service scheduling function dependent upon queue lengths. Methods of embedded Markov chain and supplementary variable give us information for queue length of two buffers. Finally, the performance measures such as loss probability and mean waiting time are derived. Some numerical examples also are given with applications in telecommunication networks.

• 대한전기학회:학술대회논문집
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• 대한전기학회 2005년도 제36회 하계학술대회 논문집 A
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• pp.133-135
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• 2005

태양광 발전 시스템은 환경오염을 최소화하고 송 배전선에 손실을 줄이는 등 여러 가지 이점으로 많이 연구되고 있다. 지금까지의 태양광 발전 시스템에 대한 연구는 독립형 소규모 발전에 적용되어 연구되었다. 하지만 본 논문에서는 태양광 발전 시스템이 계통에 연계되었을 시 전체적인 신뢰도를 평가하고자 한다. 본 논문에서는 11년치($1992{\sim}2002$) 일사량 데이터를 가지고 확률밀도 함수를 생성하여 배터리 저장상태에 따른 태양광 발전 시스템의 발전 확률을 계산하였다. 또한 태양광발전 시스템이 계통 연계시에 대해 Markov Chain 모델을 적용하여 해석하였으며, 이 값을 모의법을 통해 비교 확인하였다.