• 제목/요약/키워드: Reliability theory

검색결과 977건 처리시간 0.03초

On the Conditional Tolerance Probability in Time Series Models

  • Lee, Sang-Yeol
    • Journal of the Korean Statistical Society
    • /
    • 제26권3호
    • /
    • pp.407-416
    • /
    • 1997
  • Suppose that { $X_{i}$ } is a stationary AR(1) process and { $Y_{j}$ } is an ARX process with { $X_{i}$ } as exogeneous variables. Let $Y_{j}$ $^{*}$ be the stochastic process which is the sum of $Y_{j}$ and a nonstochastic trend. In this paper we consider the problem of estimating the conditional probability that $Y_{{n+1}}$$^{*}$ is bigger than $X_{{n+1}}$, given $X_{1}$, $Y_{1}$$^{*}$,..., $X_{n}$ , $Y_{n}$ $^{*}$. As an estimator for the tolerance probability, an Mann-Whitney statistic based on least squares residuars is suggested. It is shown that the deviations between the estimator and true probability are stochatically bounded with $n^{{-1}$2}/ order. The result may be applied to the stress-strength reliability theory when the stress and strength variables violate the classical iid assumption.umption.n.

  • PDF

Derivation of the Fisher Information Matrix for 4-Parameter Generalized Gamma Distribution Using Mathematica

  • Park, Tae Ryong
    • 통합자연과학논문집
    • /
    • 제7권2호
    • /
    • pp.138-144
    • /
    • 2014
  • Fisher information matrix plays an important role in statistical inference of unknown parameters. Especially, it is used in objective Bayesian inference where we calculate the posterior distribution using a noninformative prior distribution, and also in an example of metric functions in geometry. To estimate parameters in a distribution, we can use the Fisher information matrix. The more the number of parameters increases, the more its matrix form gets complicated. In this paper, by using Mathematica programs we derive the Fisher information matrix for 4-parameter generalized gamma distribution which is used in reliability theory.

퍼지 집합이론과 유전알고리즘을 이용한 일간 발전기 보수유지계획의 수립 (A Daily Scheduling of Generator Maintenance using Fuzzy Set Theory combined with Genetic Algorithm)

  • 오태곤;최재석;백웅기
    • 전기학회논문지
    • /
    • 제60권7호
    • /
    • pp.1314-1323
    • /
    • 2011
  • The maintenance of generating units is implicitly related with power system reliability and has a tremendous bearing on the operation of the power system. A technique using a fuzzy search method which is based on fuzzy multi-criteria function has been proposed for GMS (generator maintenance scheduling) in order to consider multi-objective function. In this study, a new technique using combined fuzzy set theory and genetic algorithm(GA) is proposed for generator maintenance scheduling. The genetic algorithm(GA) is expected to make up for that fuzzy search method might search the local solution. The effectiveness of the proposed approach is demonstrated by the simulation results on a practical size test systems.

The Effect of Multiple Energy Detector on Evidence Theory Based Cooperative Spectrum Sensing Scheme for Cognitive Radio Networks

  • Khan, Muhammad Sajjad;Koo, Insoo
    • Journal of Information Processing Systems
    • /
    • 제12권2호
    • /
    • pp.295-309
    • /
    • 2016
  • Spectrum sensing is an essential function that enables cognitive radio technology to explore spectral holes and resourcefully access them without any harmful interference to the licenses user. Spectrum sensing done by a single node is highly affected by fading and shadowing. Thus, to overcome this, cooperative spectrum sensing was introduced. Currently, the advancements in multiple antennas have given a new dimension to cognitive radio research. In this paper, we propose a multiple energy detector for cooperative spectrum sensing schemes based on the evidence theory. Also, we propose a reporting mechanism for multiple energy detectors. With our proposed system, we show that a multiple energy detector using a cooperative spectrum sensing scheme based on evidence theory increases the reliability of the system, which ultimately increases the spectrum sensing and reduces the reporting time. Also in simulation results, we show the probability of error for the proposed system. Our simulation results show that our proposed system outperforms the conventional energy detector system.

한의학 병리적 노화 척도와 치매 한의학적 변증진단 개발 및 신뢰도 평가 (Preliminary Study to Develop the Korean Medical Pathologic Aging Scale and Korean Medical Pattern Identification for Dementia)

  • 이고은;문광수;김남권;정선용;정인철;강형원
    • 대한한의학회지
    • /
    • 제38권3호
    • /
    • pp.111-123
    • /
    • 2017
  • Objectives: To develop and investigate the reliability of the pathologic aging scale based on korean medical theory and korean medical pattern identification for dementia. Methods: We searched the textbook of korean neurophychiatry and Donguibogam and selected items through professional consensus. We compared between dementia(n=40) and normal elderly(n=38) and tested the reliability of two scales. Results: After professional consensus, we drafted the Korean Medical Pathologic Aging Scale(12 items, Likert 3 scale) and Korean Medical Pattern Identification for Dementia(4 patterns, 28 items, Likert 5 scale). On Korean Medical Pathologic Aging Scale, There is no significant difference between two groups. We had good internal consistency(Cronbach's alpha = 0.6) and test-retest reliability(r=0.631) but low inter-rater reliability(r=0.430). On Korean Medical Pattern Identification for Dementia, dementia patients diagnosed with Qi deficiency are significantly more than those in normal group. We had fairly good internal consistency(Cronbach's alpha = 0.574) and excellent test-retest(kappa= .800) and inter-rater reliability(kappa = .733). Conclusions: Korean Medical Pattern Identification for Dementia is appropriate for diagnosing korean medical pattern. But Korean Medical Pathologic Aging Scale isn't appropriate to discriminate dementia from normal elderly because of many subjective items. Therefore objective measurement of sensory dysfunction would be needed to measure pathologic aging based on korean medical theory.

Re-conceptualization of Business Model for Marketing Nowadays: Theory and Implications

  • FIRMAN, Ahmad;PUTRA, Aditya Halim Perdana Kusuma;MUSTAPA, Zainuddin;ILYAS, Gunawan Bata;KARIM, Kasnaeny
    • The Journal of Asian Finance, Economics and Business
    • /
    • 제7권7호
    • /
    • pp.279-291
    • /
    • 2020
  • This study aims to develop the concept of innovation models with the marketing channel construct approach, marketing innovation, product segmentation, and customer insight; as well as improvements to the theory of resource-based combined with the method of service-dominant logic. This study approach is based on quantitative descriptive conducted with three stages of testing scenarios. The first test is the mapping of the innovation model construct through testing the validity and reliability with the moderation of customer orientation variables. The second scenario examines the relationship of influence between the independent variables on the dependent variable of 29 hypothetical analysis equation modeling. The unit of analysis was conducted on 497 SMEs involved in the food and beverage sectors, with the criteria being SMEs must have a rating of 4-5 points on the Go-Food applications software. The results shown that: 1) the construct used to develop an innovative model both directly and via moderation is positive and significant; 2) Through a complicated relationship that involves all components of the variable, it outlines a positive and significant effect except for the path of analysis (μ5). The theoretical and managerial implications state that the service-dominant logic approach and resource-based view theory have extreme reliability and interrelations.

The Reliability Estimation of Pipeline Using FORM, SORM and Monte Carlo Simulation with FAD

  • Lee, Ouk-Sub;Kim, Dong-Hyeok
    • Journal of Mechanical Science and Technology
    • /
    • 제20권12호
    • /
    • pp.2124-2135
    • /
    • 2006
  • In this paper, the reliability estimation of pipelines is performed by employing the probabilistic method, which accounts for the uncertainties in the load and resistance parameters of the limit state function. The FORM (first order reliability method) and the SORM (second order reliability method) are carried out to estimate the failure probability of pipeline utilizing the FAD (failure assessment diagram). And the reliability of pipeline is assessed by using this failure probability and analyzed in accordance with a target safety level. Furthermore, the MCS (Monte Carlo Simulation) is used to verify the results of the FORM and the SORM. It is noted that the failure probability increases with the increase of dent depth, gouge depth, operating pressure, outside radius, and the decrease of wall thickness. It is found that the FORM utilizing the FAD is a useful and is an efficient method to estimate the failure probability in the reliability assessment of a pipeline. Furthermore, the pipeline safety assessment technique with the deterministic procedure utilizing the FAD only is turned out more conservative than those obtained by using the probability theory together with the FAD. The probabilistic method such as the FORM, the SORM and the MCS can be used by most plant designers regarding the operating condition and design parameters.

통행시간변화를 고려하는 신뢰도통행배정모형 개발 (Development of the Reliability Traffic Assignment Model based on the Travel Time Variation)

  • 문병섭;이승재;임강원
    • 대한교통학회지
    • /
    • 제17권5호
    • /
    • pp.69-78
    • /
    • 1999
  • 교통혼잡이 만연된 도로와 교통혼잡이 발생하지 않는 도로에서는 운전자의 통행행태가 서로 다르다. 교통혼잡이 만연된 도로의 운전자는 자신이 선택할 경로가 혼잡으로 인해 발생할 통행시간변화를 우선 고려하여 경로를 선택한다. 본 연구에서는 통행시간변화를 고려하는 운전자의 경로선택행위를 모사하기 위하여 통행시간신뢰도를 새롭게 정의하고 신뢰도 통행배정모형을 정립하였다. 통행시간신뢰도는 통행시간변화의 정도에 의해서 결정되는 함수이며, 통행시간변화는 도로용량과 교통량의 함수이다. 본 연구에서는 신뢰도 통행배정모형을 이용하여 통행시간신뢰도를 극대화하기 위해 경로를 선택하는 운전자의 통행행태를 모사하였고, 그 해가 Wardrop의 균형상태를 만족시킴을 증명하였다. 그리고 가상 가로망을 대상으로 기존의 통행시간 통행배정모형과 비교, 분석하였다.

  • PDF

신뢰성지수를 이용한 효율적인 발파설계 (An Efficient Blast Design using Reliability Index)

  • 박연수;박선준;강성후
    • 소음진동
    • /
    • 제8권5호
    • /
    • pp.821-831
    • /
    • 1998
  • The actual ground vibrations due to NATM and foundation blasting at Seoul(weathered rock), Pusan(weathered rock) and Youngkwang(quartz andesite) have been measured, and the data were analyzed using reliability index($\beta$) to determinate the vibration equations and the maximum charge weight for efficient blast. These were suggested with the division of ultimate limit state($\beta$=0), serviceability limit state($\beta$=1.28) and safety state($\beta$=3), respectively. The reliability index 0 mean 50% data line obtained by the least squares best-fit line. The reliability index 1.28 and 3 represent bounds below 90% and 99.9% of the data, respectively. In this study, reliability index $\beta$=1.28 with security and economy was suggested. The maximum charge weight equations for efficient blast were obtained in W=(Vc/384.90)1.5151.D3(Seoul), W=(Vc/579.82)1.4706.D3(Pusan). W=(Vc/1654.01)1.3456.D3(Youngkwang), and the blast vibration equatiions in V=385(SD)-1.98(Seoul), V=580(SD)-2.04(Pusan), V=1654(SD)-2.23(Youngkwang), respectively. From this study, inference and analysis methods of vibration equations using reliability theory were established.

  • PDF