• 통합자연과학논문집
• /
• 제5권4호
• /
• pp.246-252
• /
• 2012

Multivariate cumulative sum (CUSUM) control charts for simultaneously monitoring both means and variances under multivariate normal process are investigated. Performances of multivariate CUSUM schemes are evaluated for matched fixed sampling interval (FSI) and variable sampling interval (VSI) features in terms of average time to signal (ATS), average number of samples to signal (ANSS). Multivariate Shewhart charts are also considered to compare the properties of multivariate CUSUM charts. Numerical results show that presented CUSUM charts are more efficient than the corresponding Shewhart chart for small or moderate shifts and VSI feature with two sampling intervals is more efficient than FSI feature. When small changes in the production process have occurred, CUSUM chart with small reference values will be recommended in terms of the time to signal.

• 품질경영학회지
• /
• 제20권1호
• /
• pp.22-32
• /
• 1992

This thesis compares life test acceptance sampling plans under lifetime has an exponential distribution. Various practical considerations may lead a user adopt a two-stage, or double sampling, test procedure. Hewett and Spurrier(1983) provided a survey of two-stage methods, as well as examples of experiments for which a two-stage procedure would be appropriate. The plans are compared in terms of the expected number of failures, and the expected time required to reach a dicision. Computational experiments are conducted and the results are tabulated to provide guidelines for selecting an appropriate plan for a given situation.

• 품질경영학회지
• /
• 제23권4호
• /
• pp.13-27
• /
• 1995

This paper considers the design of life test sampling plans based on Type II censored accelerated life tests. The lifetime distribution of products is assumed to be exponential. An estimator of acceleration factor between use condition stress and an accelerated level of stress higher than use condition stress is assumed to be known. The critical value for lot acceptance and the number of failure before censoring which satisfy the producer's and consumer's risk requirements are determined. The properties of the proposed life test sampling plans are investigated.

• Korean Journal of Hydrosciences
• /
• 제4권
• /
• pp.51-63
• /
• 1993

This study is to verify the applicability of statistical models in predicting flood frequency at the stage gaging stations of which the flow is under natural condition in the Han River basin. The results of the study show that the statistical flood frequency models were proven to be fairly reasonable to apply in practice, and also were compared with sampling variance to calibrate the statistical efficiency of the estimators of the T year floods Q(T) by two different flood frequency models. As a result, it was showed that for return periods greater than about T = 10 years the annual exceedance series estimators of Q(T) has smaller sampling variance than the annual maximum series estimators. It was showed that for the range of return periods the partial duration series estimators of !(T) has smaller sampling variance than the annual maximum series estimate only if the POT model contains at least 2N(N : record length) items or more in order to estimate Q(T) more efficiently than the ANNMAX model.

• Communications for Statistical Applications and Methods
• /
• 제18권4호
• /
• pp.403-411
• /
• 2011

This paper deals with a group acceptance sampling plan for time truncated tests which are based on the total number of failures from the whole group assuming that the life time of an item follows the Dagum (inverse Burr) distribution. This study is developed when a multiple number of items as a group can be tested simultaneously in a tester. The minimum number of groups required for a given group size and acceptance number is determined such that the producer and consumer risks are satisfied simultaneously at the specified quality level, while the termination time and the number of testers are specified. Comparisons are made between the proposed plan and the existing plan on the basis of size of the groups. Two real examples are provided.

• 대한산업공학회지
• /
• 제20권1호
• /
• pp.15-25
• /
• 1994

The Bayesian approach to reliability acceptance sampling has several advantages over the non-Bayesian approach. For instance, the former usually requires less amount of testing time and smaller sample sizes than the latter. In this article, a Bayesian acceptance sampling plan(ASP) based on a failure-free period life test is developed under the assumption of exponential lifetime distribution, and is compared with the corresponding Bayesian hybrid ASP in terms of the expected completion time. It is found that the proposed ASP tends to have a smaller expected completion time than the Bayesian hybrid ASP as the prior assessment of the reliability of a lot becomes optimistic, and vice versa. Tables of failure-free period Bayesian ASP's are also included.

• 품질경영학회지
• /
• 제22권1호
• /
• pp.96-112
• /
• 1994

This article studies the design of Bayesian single attribute acceptance sampling plans under dependent production processes. An economic model is constructed by extending the mathematical model developed for non-Bayesian cases for Bayesian cases. The mathematical structure of the model is analyzed and it is used to prove that optimization of the model can be achieved by applying the solution method developed for non-Bayesian models directly. The effect of dependence patterns and the types of prior distributions on the design of sampling plans is also investigated through a computational study.

• 응용통계연구
• /
• 제8권1호
• /
• pp.27-38
• /
• 1995

본 논문에서는 사회적으로나 개인적으로 매우 민감한 조사에서 모집단이 양적속성을 갖는 여러 개의 층으로 구성되어 있을 때, 층의 크기를 모르는 경우 층화표본을 위하여 이중추출법을 이용하는 층화이중추출법에 의한 양적속성의 무관질문모형을 제안하였다. 그리고, 층화이중추출에 있어서 각 층의 표본배분에 관해 비례배분, 최적배분으로 나누어 각 층의 크기를 알고 있는 경우에 층화추출법에 의한 양적속성의 무관 질문모형과 그 효율성을 비교하였다.

• Structural Engineering and Mechanics
• /
• 제32권1호
• /
• pp.1-20
• /
• 2009

The present contribution addresses uncertainty quantification and uncertainty propagation in structural mechanics using stochastic analysis. Presently available procedures to describe uncertainties in load and resistance within a suitable mathematical framework are shortly addressed. Monte Carlo methods are proposed for studying the variability in the structural properties and for their propagation to the response. The general applicability and versatility of Monte Carlo Simulation is demonstrated in the context with computational models that have been developed for deterministic structural analysis. After discussing Direct Monte Carlo Simulation for the assessment of the response variability, some recently developed advanced Monte Carlo methods applied for reliability assessment are described, such as Importance Sampling for linear uncertain structures subjected to Gaussian loading, Line Sampling in linear dynamics and Subset simulation. The numerical example demonstrates the applicability of Line Sampling to general linear uncertain FE systems under Gaussian distributed excitation.

• Structural Engineering and Mechanics
• /
• 제32권1호
• /
• pp.21-36
• /
• 2009

An importance sampling method is presented for computing the first passage probability of elasto-plastic structures under stochastic excitations. The importance sampling distribution corresponds to shifting the mean of the excitation to an 'adapted' stochastic process whose future is determined based on information only up to the present. A stochastic control approach is adopted for designing the adapted process. The optimal control law is determined by a control potential, which satisfies the Bellman's equation, a nonlinear partial differential equation on the response state-space. Numerical results for a single-degree-of freedom elasto-plastic structure shows that the proposed method leads to significant improvement in variance reduction over importance sampling using design points reported recently.