• 품질경영학회지
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• 제24권4호
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• pp.14-28
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• 1996

We consider optimal designs of partially accelerated life testing which is deviced for parallel systems with the considerably long life time. In partially step-stress life testing, test items are first run simultaneously at use condition for a specified time, and the surviving items are then run at accelerated condition until a predetermined censoring time. In partially constant-stress life testing, test items are run at either use or accelerated condition only until a specified censoring time. The optimal criterion for each test is to minimize either the generalized asymptotic variance of maximum likelihood(ML) estimators of the hazard rates at use condition and the acceleration factors or the asymptotic variance of the ML estimators of the acceleration factors.

• 한국경영과학회지
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• 제21권1호
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• pp.163-170
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• 1996

An errors-in-variables model (EVM) differs from the classical regression model in that in the former the independent variable is also subject to error. This paper shows that to assess the applicability of the ordinary least squares (OLS) estimation procedure to the EVM, the relative dispersion of the independent variable to its error variance must be also considered in addition to Mandel's criterion. The effect of physically reducing the variance of errors in the independent variable on the performance of the OLS slope estimator is also discussed.

• 대한산업공학회지
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• 제19권2호
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• pp.15-21
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• 1993

This paper considers the optimal design of accelerated life test in which the stress is linearly increased. It discusses the special case when the life distribution under constant stress follows an exponential distribution and the accelerated equation satisfies the inverse power law. It is assumed that cumulative damage is linear, that is, the remaining life of test units depends only on the current cumulative fraction failed and current stress(cumulative exposure model). The optimization criterion is the asymptotic variance of the maximum likelihood estimator of the log mean life at a design stress. The optimal increasing rate is obtained to minimize the asymptotic variance. Table of sensitivity analysis is given for the prior estimators of model parameters.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 2005년도 ICCAS
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• pp.2516-2520
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• 2005

In this paper, finite impulse response (FIR) smoothers are proposed for discrete-time systems. The proposed FIR smoother is designed under the constraints of linearity, unbiasedness, FIR structure, and independence of the initial state information. It is also obtained by directly minimizing the performance criterion with unbiased constraints. The approach to the MVF smoother proposed in this paper is logical and systematic, while existing results have heuristic assumption, such as infinite covariance of the initial state. Additionally, the proposed MVF smoother is based on the general system model that may have the singular system matrix and has both system and measurement noises. Thorough simulation studies, it is shown that the proposed MVF smoother is more robust against modeling uncertainties numerical errors than fixed-lag Kalman smoother which is infinite impulse response (IIR) type estimator.

• 대한산업공학회지
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• 제24권3호
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• pp.367-379
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• 1998

This paper considers two modes of partially accelerated life tests for items having Weibull lifetime distributions. In a use-to-acclerated mode each item is first run at use condition and, if it does not fail for a specified time, then it is run at accelerated condition until a predetermined censoring time. In an accelerated-to-use mode each one is first run at accelerated condition and, if it does not fail for a specified time, then it is run at use condition. Maximum likelihood estimators of the parameters of the lifetime distribution at use condition, and the 'acceleration factor' are obtained. The stress change time for each mode is determined to minimize the asymptotic variance of the acceleration factor, and the two modes are compared. For selected values of the design parameters the optimum plans are obtained, and the effects of the incorrect pre-estimates of the design parameters are investigated. Minimizing the generalized asymptotic variance of the estimators of the model parameters is also considered as an optimality criterion.

• Journal of the Korean Statistical Society
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• 제32권3호
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• pp.271-288
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• 2003

In this paper, when the variance of the normal distribution is related to the mean, we develop noninformative priors such as matching priors and reference priors. We prove that the second order matching prior matches alternative coverage probabilities up to the same order and also it is a HPD matching prior. It turns out that one-at-a-time reference prior satisfies a second order matching criterion. Then using these noninformative priors, we develop a Bayesian test procedure for the equality of the means and variances of two independent normal distributions using fractional Bayes factor. Some simulation study is performed, and a real data example is also provided.

• Asian-Australasian Journal of Animal Sciences
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• 제28권8호
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• pp.1090-1094
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• 2015

The aim of the study was to select traits that may constitute a prospective criterion for breeding value prediction of young horses. The results of 1,232 starts of 894 four-, five-, six-, and seven-year-old horses, obtained during jumping championships for young horses which had not been evaluated in, alternative to championships, training centres were analyed. Nine traits were chosen of those recorded: ranking in the championship, elimination (y/n), conformation, rating of style on day one, two, and three, and penalty points on day one, two, and three of a championship. (Co)variance components were estimated via the Gibbs sampling procedure and adequate (co)variance component ratios were calculated. Statistical classifications were trait dependent but all fitted random additive genetic and permanent environment effects. It was found that such characteristics as penalty points and jumping style are potential indicators of jumping ability, and the genetic variability of the traits was within the range of 14% to 27%. Given the low genetic correlations between the conformation and other results achieved on the parkour, the relevance of assessment of conformation in four-years-old horses has been questioned.

• 한국국방경영분석학회지
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• 제29권2호
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• pp.13-25
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• 2003

The lack of consideration for statistical properties in Taguchi's three­level linear graphs is rectified. We propose a new set of linear graphs for the three­level orthogonal arrays according to the maximum resolution criterion. In the presence of two­factor interactions however, the serious bias of all the estimated effects as well as the estimated variance shows that these designs should not be employed. The various alternative designs are discussed.

• 한국경영과학회지
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• 제20권1호
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• pp.179-193
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• 1995

A multi-objective, single-stage scheduling problem with stochastic processing times is considered where the objective is to simultaneously minimize the expected value and the variance of total flowtime, and the mean probability of tardiness. In cases where processing times follow normal distributions, a method using pairwise interchange of two jobs(PITJ) is proposed to generate a set of the approximate efficient schedules. The efficient schedules are not dominated by the criterion vectors of any other permutation schdules in the feasible region. Numerical experiments performed to ascertain the effectiveness of PITJ algorithm are also reported in the results.

• 응용통계연구
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• 제7권1호
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• pp.75-82
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• 1994

일반화 선형모형에서도 회귀모형에서와 마찬가지로 다공선성이 존재할 경우 여러가지 문제가 발생한다. 이를 극복하기 위한 한가지 방법으로 능형형태의 추정량과 그의 축소 모수를 결정하는 방법에 대하여 다루었다.