• Title/Summary/Keyword: Weibull statistics

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Statistical Studies on the Derivation of Design Low Flows (II) (설계갈수량의 유도를 위한 수문통계학적 연구(II))

  • 이순혁;박명근;박종국
    • Magazine of the Korean Society of Agricultural Engineers
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    • v.34 no.4
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    • pp.39-47
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    • 1992
  • Derivation of reasonable design low flows was attempted by comparative analysis of design low flows was derived by Power and SMEMAX transformations for the normalizations of skewed distribution and by Type m extremal distribution presented in the first report of this study with annual low flows in the five watersheds of main river basins in Korea. The results were anslyzed and summarized as follows. 1.Basic statistics of annual low flows for the selected watersheds were calculated by using Power and SMEMAX transformations. 2.Power thansformation has found to be the best for the normalization of skewed distribution among others including log, square root and SMEMAX transformations. 3.Design low flows for the selected watersheds were derived by the Power and SMEMAX transformations. 4.Judging by the relative suitabilities of the Type III extremal distribution, Power and SMEMAX transformation, it was found that design low flows of all methods are closer to the observed data within 10 years of the return period and those of Power transformation can be acknowledzed as a reasonable one among others from the viewpoint of the median between values of Type m extremal distribution and SMEMAX transformation in addition to closing the observed than others over 10 years of the return period.

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Alternative robust estimation methods for parameters of Gumbel distribution: an application to wind speed data with outliers

  • Aydin, Demet
    • Wind and Structures
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    • v.26 no.6
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    • pp.383-395
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    • 2018
  • An accurate determination of wind speed distribution is the basis for an evaluation of the wind energy potential required to design a wind turbine, so it is important to estimate unknown parameters of wind speed distribution. In this paper, Gumbel distribution is used in modelling wind speed data, and alternative robust estimation methods to estimate its parameters are considered. The methodologies used to obtain the estimators of the parameters are least absolute deviation, weighted least absolute deviation, median/MAD and least median of squares. The performances of the estimators are compared with traditional estimation methods (i.e., maximum likelihood and least squares) according to bias, mean square deviation and total mean square deviation criteria using a Monte-Carlo simulation study for the data with and without outliers. The simulation results show that least median of squares and median/MAD estimators are more efficient than others for data with outliers in many cases. However, median/MAD estimator is not consistent for location parameter of Gumbel distribution in all cases. In real data application, it is firstly demonstrated that Gumbel distribution fits the daily mean wind speed data well and is also better one to model the data than Weibull distribution with respect to the root mean square error and coefficient of determination criteria. Next, the wind data modified by outliers is analysed to show the performance of the proposed estimators by using numerical and graphical methods.

A Study of the effective approach method for median control chart of non-normally distributed process (비정규분포공정에서 계량치관리를 위한 메디안 특수 관리도의 모형설계와 그 적용에 관한 실용에 연구)

  • 신용백
    • Journal of the Korean Professional Engineers Association
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    • v.21 no.4
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    • pp.19-32
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    • 1988
  • Whereas is non-symmetrical distribution manufacturing process the traditional X-chart by Shewhart is not plotted relatively on the central line but plotted on the skew of upper-hand side or lower-hand side. That is to say, for the purpose of producing either upper-specification-oriented items or lower-specification-oriented items, and when we carry out tighter control so as to have them pass only its specifications, the distribution shape naturally has a non-normal distribution. In the Shewhart X-chart, which is the most widely used one in Korea, such skewed distributions make tile plots to be inclined below or above the central line or outside the control limits although no assignable causes can be found. To overcome such short comings is non-normally distributed processes, a distribution-free type of confidence interval can be used, which should be haled on order statistics. This thesis is concerned with the design of control chart based on a sample median which is easy to use in practical situation and therefore properties for non-normal distributions, such as Gamma, Beta, Lognormal, Weibull, Pareto, and Truncated-normal distributions, may be easily analyzed. To enhance this improvement, I proved the property of practical applications of control chart method by comparing and analyzing the case studies of practical application of special purpose control chart method, and also by introducing the new designed median control chart.

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Bayesian Model Selection of Lifetime Models using Fractional Bayes Factor with Type ?$\pm$ Censored Data (제2종 중단모형에서 FRACTIONAL BAYES FACTOR를 이용한 신뢰수명 모형들에 대한 베이지안 모형선택)

  • 강상길;김달호;이우동
    • The Korean Journal of Applied Statistics
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    • v.13 no.2
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    • pp.427-436
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    • 2000
  • In this paper, we consider a Bayesian model selection problem of lifetime distributions using fractional Bayes factor with noninformative prior when type II censored data are given. For a given type II censored data, we calculate the posterior probability of exponential, Weibull and lognormal distributions and select the model which gives the highest posterior probability. Our proposed methodology is explained and applied to real data and simulated data.

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Electrical Breakdown and Flashover Characteristics of Gaseous Helium at Cryogenic Temperature (극저온 헬륨가스의 절연파괴 및 연면방전 특성)

  • Kwag, Dong-Soon
    • Progress in Superconductivity and Cryogenics
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    • v.14 no.3
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    • pp.38-42
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    • 2012
  • Fixtures such as bushings in terminations of high temperature superconducting(HTS) power cable systems are subjected to high voltages, which have to transition from ambient to cryogenic temperatures. As such it is imperative to ensure the integrity of the dielectrics under all operating conditions, including thermal aspects brought about by the passage of current. Gaseous helium(GHe) at high pressure is regarded as a potential coolant for superconducting cables. The dielectric aspects of cryogenic helium gas are both complex and demanding. In this experimental study we looked at the interface between a smooth epoxy surface and high pressure helium gas in a homogeneous electric field. The alternating current(AC) flashover voltages of epoxy samples are presented. The results have been analyzed by using Weibull statistics. In addition to the behavior of the epoxy in gaseous helium as a function of pressure and temperature we also present data of the characteristics of the epoxy in mineral oil and in liquid nitrogen($LN_2$). The breakdown characteristics of a uniform field gap in gaseous helium as a function of pressure and temperature under AC, direct current(DC) and lightning impulse voltages are also given. Electric field calculations have been made for one of the experimental geometries in an attempt to explain some of the anomalies in the experimental results.

Preventive maintenance model following the expiration of NFRRW (비재생무료교체-수리보증이 종료된 이후의 예방보전모형)

  • Jung, Ki-Mun
    • Journal of the Korean Data and Information Science Society
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    • v.22 no.4
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    • pp.775-784
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    • 2011
  • In this paper, we consider the periodic preventive maintenance model for repairable system following the expiration of non-renewing free replacement-repair warranty (NFRRW). Under this preventive maintenance model, we derive the expressions for the expected cycle length, the expected total cost and the expected cost rate per unit time. Also, we determine the optimal preventive maintenance period and the optimal preventive maintenance number by minimizing the expected cost rate per unit time. Finally, the optimal periodic preventive maintenance policy is given for Weibull distribution case.

Preventive maintenance model with extended warranty (연장된 보증을 갖는 예방보전모형)

  • Jung, Ki Mun
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.4
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    • pp.773-781
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    • 2013
  • Recently, an extended warranty of the system following the expiration of the basic warranty is becoming increasingly popular to the user. In this respect, we suggest a preventive maintenance model following the expiration of extended warranty with minimal repair warranty from the user's point of view in this paper. Under basic warranty and extended warranty, the failed system is minimally repaired by the manufacturer at no cost to the user. For the preventive maintenance model, we derive the expressions for the expected cycle length, the expected total cost and the expected cost rate per unit time. Also, we determine the optimal preventive maintenance period and the optimal preventive maintenance number by minimizing the expected cost rate per unit time. Finally, the numerical examples are presented to illustrate the purpose when the failure time of the system has a Weibull distribution.

Preventive Maintenance Model after Minimal Repair Warranty (최소수리보증 이후의 예방보전모형)

  • Jung, Ki-Mun
    • Communications for Statistical Applications and Methods
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    • v.17 no.6
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    • pp.865-877
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    • 2010
  • This paper considers the periodic preventive maintenance model for a repairable system following warranty expiration. We consider three types of warranty policies: free repair warranty, pro-rata repair warranty, and combination repair warranty. Under these preventive maintenance models, we derive the expressions for the expected cycle length, the total expected cost, and the expected cost rate per unit time. In addition, we explain the optimal preventive maintenance period and the optimal preventive maintenance number by minimizing the expected cost rate per unit time. Finally, the optimal periodic preventive maintenance policy is given for a Weibull distribution case.

Design of Median Control Chart for Nonnormally Distributed Processes (비정규분포공정(非正規分布工程)에서 메디안특수관리도(特殊管理圖)의 모형설계(模型設計))

  • Sin, Yong-Baek
    • Journal of Korean Society for Quality Management
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    • v.15 no.2
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    • pp.10-19
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    • 1987
  • Statistical control charts are useful tools to monitor and control the manufacturing processes and are widely used in most Korean industries. Many Korean companies, however, do not always obtain desired results from the traditional control charts by Shewhart such as the $\overline{X}$-chart, X-chart, $\widetilde{X}$-chart, etc. This is partly because the quality charterstics of the process are not distributed normally but are skewed due to the intermittent production, small lot size, etc. In the Shewhart $\overline{X}$-chart, which is the most widely used one in Korea, such skewed distributions make the plots to be inclined below or above the central line or outside the control limits although no assignable causes can be found. To overcome such shortcomings in nonnormally distributed processes, a distribution-free type of confidence interval can be used, which should be based on order statistics. This thesis is concerned with the design of control chart based on a sample median which is easy to use in practical situation and therefore properties for nonnormal distributions may be easily analyzed. Control limits and central lines are given for the more famous nonnormal distributions, such as Gamma, Beta, Lognormal, Weibull, Pareto, and Truncated-normal distributions.

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Analytical Approximation Algorithm for the Inverse of the Power of the Incomplete Gamma Function Based on Extreme Value Theory

  • Wu, Shanshan;Hu, Guobing;Yang, Li;Gu, Bin
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.15 no.12
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    • pp.4567-4583
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    • 2021
  • This study proposes an analytical approximation algorithm based on extreme value theory (EVT) for the inverse of the power of the incomplete Gamma function. First, the Gumbel function is used to approximate the power of the incomplete Gamma function, and the corresponding inverse problem is transformed into the inversion of an exponential function. Then, using the tail equivalence theorem, the normalized coefficient of the general Weibull distribution function is employed to replace the normalized coefficient of the random variable following a Gamma distribution, and the approximate closed form solution is obtained. The effects of equation parameters on the algorithm performance are evaluated through simulation analysis under various conditions, and the performance of this algorithm is compared to those of the Newton iterative algorithm and other existing approximate analytical algorithms. The proposed algorithm exhibits good approximation performance under appropriate parameter settings. Finally, the performance of this method is evaluated by calculating the thresholds of space-time block coding and space-frequency block coding pattern recognition in multiple-input and multiple-output orthogonal frequency division multiplexing. The analytical approximation method can be applied to other related situations involving the maximum statistics of independent and identically distributed random variables following Gamma distributions.