• 제목/요약/키워드: Weibull parameters

검색결과 324건 처리시간 0.023초

Joint Modeling of Death Times and Counts Using a Random Effects Model

  • Park, Hee-Chang;Klein, John P.
    • Journal of the Korean Data and Information Science Society
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    • 제16권4호
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    • pp.1017-1026
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    • 2005
  • We consider the problem of modeling count data where the observation period is determined by the survival time of the individual under study. We assume random effects or frailty model to allow for a possible association between the death times and the counts. We assume that, given a random effect, the death times follow a Weibull distribution with a rate that depends on some covariates. For the counts, given the random effect, a Poisson process is assumed with the intensity depending on time and the covariates. A gamma model is assumed for the random effect. Maximum likelihood estimators of the model parameters are obtained. The model is applied to data set of patients with breast cancer who received a bone marrow transplant. A model for the time to death and the number of supportive transfusions a patient received is constructed and consequences of the model are examined.

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Bayesian Method on Sequential Preventive Maintenance Problem

  • Kim Hee-Soo;Kwon Young-Sub;Park Dong-Ho
    • Communications for Statistical Applications and Methods
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    • 제13권1호
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    • pp.191-204
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    • 2006
  • This paper develops a Bayesian method to derive the optimal sequential preventive maintenance(PM) policy by determining the PM schedules which minimize the mean cost rate. Such PM schedules are derived based on a general sequential imperfect PM model proposed by Lin, Zuo and Yam(2000) and may have unequal length of PM intervals. To apply the Bayesian approach in this problem, we assume that the failure times follow a Weibull distribution and consider some appropriate prior distributions for the scale and shape parameters of the Weibull model. The solution is proved to be finite and unique under some mild conditions. Numerical examples for the proposed optimal sequential PM policy are presented for illustrative purposes.

New generalized inverse Weibull distribution for lifetime modeling

  • Khan, Muhammad Shuaib;King, Robert
    • Communications for Statistical Applications and Methods
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    • 제23권2호
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    • pp.147-161
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    • 2016
  • This paper introduces the four parameter new generalized inverse Weibull distribution and investigates the potential usefulness of this model with application to reliability data from engineering studies. The new extended model has upside-down hazard rate function and provides an alternative to existing lifetime distributions. Various structural properties of the new distribution are derived that include explicit expressions for the moments, moment generating function, quantile function and the moments of order statistics. The estimation of model parameters are performed by the method of maximum likelihood and evaluate the performance of maximum likelihood estimation using simulation.

Development of Optimal Accelerated Life Test Plans for Weibull Distribution Under Intermittent Inspection

  • Seo, Sun-Keun
    • 품질경영학회지
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    • 제17권1호
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    • pp.89-106
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    • 1989
  • For Weibull distributed lifetimes, this paper presents asymptotically optimal accelerated life test plans for practical applications under intermittent inspection and type-I censoring. Computational results show that the asymptotic variance of a low quantile at the design stress as optimal criterion is insensitive to the number of inspections at overstress levels. Sensitivity analyses indicate that optimal plans are robust enough to moderate departures of estimated failure probabilities at the design and high stresses as input parameters to plan accelerated life tests from their true values. Monte Carlo simulation for small sample study on optimal accelerated life test plans developed by the asymptotic maximum likelihood theory is conducted. Simulation results suggest that optimal plans are satisfactory for sample size in practice.

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국내의 풍력자원 특성 분석 (Characteristics Analysis of Domestic Wind Energy Resources)

  • 박경호;김건훈;정헌생
    • 태양에너지
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    • 제10권2호
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    • pp.3-9
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    • 1990
  • 최근 전 세계적으로 풍력발전 기술의 급속한 발달로 인하여 풍력발전의 경제성이 과거보다 점차 향상되고 있으며, 이에 국내에서의 풍력발전 가능성을 재확인하기 위한 사업의 일환으로 기상대에서 지난 10년간 관측한 풍속데이타를 Weibull 함수로 특성화하여 우리나라 전역의 풍황과 풍력자원 변화 및 분포 특성을 시간별, 월별, 계절별 및 년도별로 거시적으로 분석하였다.

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2-파라미터 바이블 분포에 대한 MLE와 BLUE의 성능에 관한 연구 (A Study on the Performance of MLE and BLUE for the 2 Parameter Weibull Distribution)

  • 이상권;고중혁;김인수;김태훈;김양수;성영권
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 1998년도 하계학술대회 논문집 A
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    • pp.396-398
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    • 1998
  • Two estimators for the scale (${\delta}$) and shape (${\beta}$) parameters and percentiles of the Weibull distribution were compared. These estimators are maximum likelihood estimator (MLE) and the best linear unbiased estimator (BLUE). The performance of these estimators are compared by mean square error and studied in complete and type II censored samples of size 10 and 25. The overall performance of the MLE was similar to that of the BLUE.

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A Two-Plan Sampling System for Life Testing Under Weibull Distribution

  • Aslam, Muhammad;Balamurali, Saminathan;Jun, Chi-Hyuck;Ahmad, Munir
    • Industrial Engineering and Management Systems
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    • 제9권1호
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    • pp.54-59
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    • 2010
  • A two-plan sampling system is proposed for a failure-censored life testing when the lifetime follows a Weibull distribution with known shape parameter. The proposed sampling system is based on a switching rule, for switching between the tightened and the normal inspection levels when lots are submitted for inspection in the order of production or in some other systematic way. The design parameters of the proposed sampling system are determined by the two-point approach considering the producer's risks and the consumer's at the specified acceptable reliability level and the lot tolerance reliability level, respectively. It has been observed that the proposed system requires only a single failure for the observation.

하도망의 기하학적 특성을 이용한 지형학적 순간단위도 해석 (The Analysis of Geomorphologic Instantaneous Unit Hydrougraph by the Channel Network)

  • 조홍제;이상배
    • 물과 미래
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    • 제23권1호
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    • pp.89-98
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    • 1990
  • 유역 수문학에 있어서 하도망의 지형학적 특성을 하천유출해석에 적용시키는 방법을 지형학적 순간단위도를 이용해서 검토하였다. 유역의 지형학적 특성은 Shreve link분류법과 Kirkby가 제안한 거리함수를 이용하여 정량적으로 표현 하였다. 거리함수는 해석적으로 유도된 확률모델로서 Weibull분포를 사용하였으며, 분석대상유역에 대한 거리함수의 확률모델과 하도망으 구조적 특성 및 기타 지형인자등을 분석하였다.

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이변량 와이블분포에서 시스템 신뢰도 추정 (Estimation for System Reliability under a Bivariate Weibull Distribution)

  • 윤상철;김미영;박병구
    • 한국산업정보학회논문지
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    • 제4권2호
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    • pp.51-56
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    • 1999
  • 한 성분이 먼저 고장 나면 다른 하나의 성분에 부하가 걸린다는 가정에서 두 성분의 수명이 이변량 와이블모형을 따르는 병렬시스템의 신뢰도와 성질을 연구한다. 또한 신뢰도와 고장률의 최우추정량을 제시하고 모의실험을 통해 신뢰도의 편의와 평균제곱오차 관점에서 그 효과를 비교 연구한다.

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소프트웨어 신뢰도의 적정 파라미터 도출 기법에 관한 연구 (A Study on the Optimum Parameter Estimation of Software Reliability)

  • 최규식;문명호
    • Journal of Information Technology Applications and Management
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    • 제13권4호
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    • pp.1-12
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    • 2006
  • Many software reliability growth models(SRGM) have been proposed since the software reliability issue was raised in 1972. The technology to estimate and grow the reliability of developing S/W to target value during testing phase were developed using them. Most of these propositions assumed the S/W debugging testing efforts be constant or even did not consider them. A few papers were presented as the software reliability evaluation considering the testing effort was important afterwards. The testing effort forms which have been presented by this kind of papers were exponential, Rayleigh, Weibull, or logistic functions, and one of these 4 types was used as a testing effort function depending on the S/W developing circumstances. I propose the methology to evaluate the SRGM using least square estimator and maximum likelihood estimator for those 4 functions, and then examine parameters applying actual data adopted from real field test of developing S/W.

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