• Title/Summary/Keyword: Weibull distribution model

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Extreme Value Analysis of Statistically Independent Stochastic Variables

  • Choi, Yongho;Yeon, Seong Mo;Kim, Hyunjoe;Lee, Dongyeon
    • Journal of Ocean Engineering and Technology
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    • v.33 no.3
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    • pp.222-228
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    • 2019
  • An extreme value analysis (EVA) is essential to obtain a design value for highly nonlinear variables such as long-term environmental data for wind and waves, and slamming or sloshing impact pressures. According to the extreme value theory (EVT), the extreme value distribution is derived by multiplying the initial cumulative distribution functions for independent and identically distributed (IID) random variables. However, in the position mooring of DNVGL, the sampled global maxima of the mooring line tension are assumed to be IID stochastic variables without checking their independence. The ITTC Recommended Procedures and Guidelines for Sloshing Model Tests never deal with the independence of the sampling data. Hence, a design value estimated without the IID check would be under- or over-estimated because of considering observations far away from a Weibull or generalized Pareto distribution (GPD) as outliers. In this study, the IID sampling data are first checked in an EVA. With no IID random variables, an automatic resampling scheme is recommended using the block maxima approach for a generalized extreme value (GEV) distribution and peaks-over-threshold (POT) approach for a GPD. A partial autocorrelation function (PACF) is used to check the IID variables. In this study, only one 5 h sample of sloshing test results was used for a feasibility study of the resampling IID variables approach. Based on this study, the resampling IID variables may reduce the number of outliers, and the statistically more appropriate design value could be achieved with independent samples.

Parametric survival model based on the Lévy distribution

  • Valencia-Orozco, Andrea;Tovar-Cuevas, Jose R.
    • Communications for Statistical Applications and Methods
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    • v.26 no.5
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    • pp.445-461
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    • 2019
  • It is possible that data are not always fitted with sufficient precision by the existing distributions; therefore this article presents a methodology that enables the use of families of asymmetric distributions as alternative probabilistic models for survival analysis, with censorship on the right, different from those usually studied (the Exponential, Gamma, Weibull, and Lognormal distributions). We use a more flexible parametric model in terms of density behavior, assuming that data can be fit by a distribution of stable distribution families considered unconventional in the analyses of survival data that are appropriate when extreme values occur, with small probabilities that should not be ignored. In the methodology, the determination of the analytical expression of the risk function h(t) of the $L{\acute{e}}vy$ distribution is included, as it is not usually reported in the literature. A simulation was conducted to evaluate the performance of the candidate distribution when modeling survival times, including the estimation of parameters via the maximum likelihood method, survival function ${\hat{S}}$(t) and Kaplan-Meier estimator. The obtained estimates did not exhibit significant changes for different sample sizes and censorship fractions in the sample. To illustrate the usefulness of the proposed methodology, an application with real data, regarding the survival times of patients with colon cancer, was considered.

A new approach for quantitative damage assessment of in-situ rock mass by acoustic emission

  • Kim, Jin-Seop;Kim, Geon-Young;Baik, Min-Hoon;Finsterle, Stefan;Cho, Gye-Chun
    • Geomechanics and Engineering
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    • v.18 no.1
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    • pp.11-20
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    • 2019
  • The purpose of this study was to propose a new approach for quantifying in situ rock mass damage, which would include a degree-of-damage and the degraded strength of a rock mass, along with its prediction based on real-time Acoustic Emission (AE) observations. The basic approach for quantifying in-situ rock mass damage is to derive the normalized value of measured AE energy with the maximum AE energy, called the degree-of-damage in this study. With regard to estimation of the AE energy, an AE crack source location algorithm of the Wigner-Ville Distribution combined with Biot's wave dispersion model, was applied for more reliable AE crack source localization in a rock mass. In situ AE wave attenuation was also taken into account for AE energy correction in accordance with the propagation distance of an AE wave. To infer the maximum AE energy, fractal theory was used for scale-independent AE energy estimation. In addition, the Weibull model was also applied to determine statistically the AE crack size under a jointed rock mass. Subsequently, the proposed methodology was calibrated using an in situ test carried out in the Underground Research Tunnel at the Korea Atomic Energy Research Institute. This was done under a condition of controlled incremental cyclic loading, which had been performed as part of a preceding study. It was found that the inferred degree-of-damage agreed quite well with the results from the in situ test. The methodology proposed in this study can be regarded as a reasonable approach for quantifying rock mass damage.

A Study on the Optimum Design Flowrate for Tunnel-Type Small Hydro-Power Plants (터널식 소수력 발전소의 최적 설계유량에 관한 연구)

  • 이철형;박완순
    • Water for future
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    • v.24 no.1
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    • pp.63-71
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    • 1991
  • This study represents the methodology for feasibility analysis of small hydro power plants. Cumulative density function of Weibull distribution and Thi-essen method were adopted to beside flow duration curve at candidate sites. The performance prediction model and construction cost estimation model for tunnel-type small hydro power plants were developed. Eight candidate sites existing on Han river selected and surveyed for actual sites reconnaissance. The performance characteristics and economical feasibility for these sites were analyzed by using developed models. As a result, it was found that the optimum design flowrates with the lowest unit generation cost for tunnel-type small hydro power plants were the flowrate concerning with between 20 % and 30 % of time ratio on the flow duration curve. Additionally, primary design specifications such as design flowrate, effective head, capacity, annual average load factor, annual electricity production were estimated and discussed for surveyed sites.

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Reliability Analysis of Exhaust Bellows Based on ALT (가속 수명 시험을 이용한 자동차용 배기 벨로우즈의 수명 해석)

  • Kim, Hyung-Min;Wee, Shin-Hwan;Kim, Tae-Soo;Kim, Sung-Hyun
    • Proceedings of the KSME Conference
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    • 2007.05a
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    • pp.1667-1672
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    • 2007
  • In order to assess the reliability of the exhaust bellows for automobiles, accelerated life test model and procedure are developed. By using this method, failure mechanism and life distribution are analyzed. The main results are as follows; i) the main failure mechanism is crack or breakage of inner flexible tube by shaken displacement at shear direction. ii) temperature is a second factor to affect a failure. iii) the life distribution of exhaust bellows is fitted well to Weibull life distribution and the shape parameter is 13.3 on condition of shaken displacement and $600^{\circ}C$

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PWF-GPH method for the statistical analysis of failure time data (고장시간 자료의 통계적 분석을 위한 PWF-GPH 방법)

  • 김선영;윤복식
    • Journal of the military operations research society of Korea
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    • v.22 no.1
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    • pp.114-128
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    • 1996
  • In this paper, a life distribution fitting method based on generalized phase-type distributions(GPH) is presented. By fitting the life distribution to a GPH, we can utilize various useful properties of the GPH. Two different approaches are used according to the properties of the given failure time data. One is an approximation to a GPH through the piecewise Weibull failure rate(PWF) model and the other is a direct approximation to a GPH using the empirical distribution function. Two numerical examples are also presented. In the first example, both of the two approaches are utilized and compared for an incomplete data set. And in the second example, the direct approximation method from an empirical distribution is utilized for the analysis of a complete data set. In both cases, we could confirm the validity of the proposed method.

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Life Testing of Failure Rate Increasing Items for Reliability Analysis (신뢰도(信賴度) 분석(分析)을 위한 고장률(故障率) 증가품목(增加品目)에 대한 수명검정(壽命檢定))

  • Seo, Nam-Su
    • Journal of Korean Institute of Industrial Engineers
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    • v.12 no.1
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    • pp.139-146
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    • 1986
  • This study is concerned with the development of statistical life test plans for the mean lifetime of an item whose underlying lifetime distribution is a two parameter Weibull, which is perhaps the most widely used lifetime model. For this purpose, I used the likelihood ratio test method, and I verified the developed test plans and determined the sampling size and censoring number by computer similation.

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Optimum Free Warranty Interval for Repairable Items (수리가능한 아이템의 최적무상보증기간)

  • 정영배
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.21 no.45
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    • pp.301-307
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    • 1998
  • This paper proposes free warranty interval for repairable items when the failure types of item are considered. Failure types are classified into major failure and minor failure. If major failure occurs during warranty period, the item is replaced and if minor failure occurs during warranty period, the item is minimally repaired. This paper determines the optimum free warranty interval which minimizes total expected cost of the free warranty cost model. Numerical example is shown in which failure time of item has weibull distribution.

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The Study for NHPP Software Reliability Growth Model based on Exponentiated Exponential Distribution (지수화 지수 분포에 의존한 NHPP 소프트웨어 신뢰성장 모형에 관한 연구)

  • Kim, Hee-Cheul
    • Journal of the Korea Society of Computer and Information
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    • v.11 no.5 s.43
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    • pp.9-18
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    • 2006
  • Finite failure NHPP models presented in the literature exhibit either constant, monotonic increasing or monotonic decreasing failure occurrence rates per fault. In this paper, Goel-Okumoto and Yamada-Ohba-Osaki model was reviewed, proposes the exponentiated exponential distribution reliability model, which maked out efficiency substituted for gamma and Weibull model(2 parameter shape illustrated by Gupta and Kundu(2001) Algorithm to estimate the parameters used to maximum likelihood estimator and bisection method, model selection based on SSE, AIC statistics and Kolmogorov distance, for the sake of efficient model, was employed. Analysis of failure using NTDS data set for the sake of proposing shape parameter of the exponentiated exponential distribution was employed. This analysis of failure data compared with the exponentiated exponential distribution model and the existing model (using arithmetic and Laplace trend tests, bias tests) is presented.

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Reliability evaluation of brittle structures under thermal shocks (열충격이 작용하는 취성구조의 신뢰성 평가)

  • 이치우;장건익;김종태
    • Journal of Ocean Engineering and Technology
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    • v.12 no.1
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    • pp.58-64
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    • 1998
  • An analysis method for the reliability of ceramic structures subjected to thermal shocks is presented. Flaws with the size of given probability distribution function are assumed to be distributed at random with a certain density per unit volume in the structures. Criterions for crack instability are derived for brittle solids under general thermal stresses. A probabilistic failure model is presented to study the probability of crack instability for brittle solids containing cracks with uncertain size. The reliabilities of brittle structures are evaluated based on the weakest-link hypothesis, which states that a structure fails when the cracks in any differential volume become unstable. A numerical example is given to demonstrate the application of the proposed method.

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