• 한국신뢰성학회지:신뢰성응용연구
• /
• 제17권3호
• /
• pp.264-271
• /
• 2017

Purpose: Field operation data contains missing values or outliers due to various causes of the data collection process, so caution is required when utilizing RAM analysis results by field operation data. The purpose of this study is to present a method to minimize the RAM analysis error of the field data to improve the accuracy. Methods: Statistical methods are presented for processing of the outliers and the missing values of the field operating data, and after analyzing the RAM, the differences between before and after applying the technique are discussed. Results: The availability is estimated to be lower by 6.8 to 23.5% than that before processing, and it is judged that the processing of the missing values and outliers greatly affect the RAM analysis result. Conclusion: RAM analysis of OO weapon system was performed and suggestions for improvement of RAM analysis were presented through comparison with the new and current method. Data analysis results without appropriate treatment of error values may result in incorrect conclusions leading to inappropriate decisions and actions.

• Journal of the Korean Statistical Society
• /
• 제29권1호
• /
• pp.17-27
• /
• 2000

In this paper, we develop noninformative priors that are used for estimating the reliability of stress-strength system under the Burr-type X model. A class of priors is found by matching the coverage probabilities of one-sided Bayesian credible interval with the corresponding frequentist coverage probabilities. It turns out that the reference prior as well as the Jeffreys prior are the second order matching prior. The propriety of posterior under the noninformative priors is proved. The frequentist coverage probabilities are investigated for samll samples via simulation study.

• Journal of the Korean Data and Information Science Society
• /
• 제4권
• /
• pp.65-74
• /
• 1993

Suppose that we have two populations(or systems), say ${\Pi}_{1}\;and\;{\Pi}_{2}$, to be tested. A random sample of size n from each population is taken and the test for each system will be terminated when the first r failures among n random samples are observed. This kind of test is caned the type-II censored (or item-censored) testing without replacement. Under this scheme we consider the problem of estimating the unknown parameters of interests and the reliability for a given time t for each population.

• 한국수자원학회:학술대회논문집
• /
• 한국수자원학회 2009년도 학술발표회 초록집
• /
• pp.540-544
• /
• 2009

Hydrologic pattern under climate change has been paid attention to as one of the most important issues in hydrologic science group. Rainfall and runoff is a key element in the Earth's hydrological cycle, and associated with many different aspects such as water supply, flood prevention and river restoration. In this regard, a main objective of this study is to evaluate design flood using simulation techniques which can consider a full spectrum of uncertainty. Here we utilize a weather state based stochastic multivariate model as conditional probability model for simulating the rainfall field. A major premise of this study is that large scale climatic patterns are a major driver of such persistent year to year changes in rainfall probabilities. Uncertainty analysis in estimating design flood is inevitably needed to examine reliability for the estimated results. With regard to this point, this study applies a Bayesian Markov Chain Monte Carlo scheme to the NWS-PC rainfall-runoff model that has been widely used, and a case study is performed in Soyang Dam watershed in Korea. A comprehensive discussion on design flood under climate change is provided.

• 한국원자력학회:학술대회논문집
• /
• 한국원자력학회 1997년도 춘계학술발표회논문집(1)
• /
• pp.527-533
• /
• 1997

문헌자료 간의 종속성을 고려한 베이지안(Bayesian) 방법을 개발하였으며, 이를 바탕으로 원자력발전소의 일반 기기 신뢰도 데이타 베이스를 구축하였다. 기존에 개발되어 사용되어 온 3단계 베이지안 자료 분석 코드인 MPRDP (Multi-Purpose Reliability Data Process) [1,2,3]는 기존의 신뢰도 데이타 베이스 계산 코드들과는 달리 문헌자료를 2단계에서 처리한 후 3단계에서 발전소 고유 자료를 처리하여 계산하도록 개발되었다. 그러나 이전에는 일반 자료들간의 종속성을 고려하지 못하고 동일한 자료원을 근거로 만들어진 여러 자료원들을 모두 독립적인 것으로 처리하였다. 본 논문에서는 모수적 선험적 베이지안 방법의 일종인 ML-IIl(Type II Maximum Likelihood) 방법을 이용하여 자료들 간의 종속성을 처리[5]하였다. 솔레노이드 구동밸브를 예로 종속성 처리에 따른 분석 결과의 차이를 보여 주었으며, 또한 일부 기기에 대한 국내 고유 자료를 바탕으로 MPRDP를 통한 기기 신뢰도를 추정하였다.

• Structural Engineering and Mechanics
• /
• 제54권2호
• /
• pp.363-378
• /
• 2015

Estimation of geotechnical properties is an essential but challenging task since they are major components governing the safety and reliability of the entire structural system. However, due to time and budget constraints, reliable geotechnical properties estimation using traditional site characterization approach is difficult. In view of this, an alternative efficient and cost effective approach to address the overall uncertainty is necessary to facilitate an economical, safe and reliable geotechnical design. In this paper a probabilistic approach is proposed for real-time updating by incorporating new geotechnical information from the underlying project site. The updated model obtained from the proposed method is advantageous because it incorporates information from both existing database and the site of concern. An application using real data from a site in Hong Kong will be presented to demonstrate the proposed method.

• 산업경영시스템학회지
• /
• 제22권51호
• /
• pp.53-61
• /
• 1999

평균치에 적용되는 credibility formula를 분산에도 적용하여 응용 할 수 있는 extended credibility formula를 개발한다. 간단한 베이지안 신뢰도 예측모형을 구축하고 이 모형에 extended credibility formula를 적용한다. 감마 사전분포 - 포아송 우도의 경우와 베타 사전분포 - 이항분포 우도의 경우에 대해 extended credibility formula를 적용해 관측치에 주어진 가중치에 따라 사후 분산이 어떻게 변화하는지를 분석한다. 사후분산도 사후평균과 마찬가지로 사전값과 관측값의 가중평균으로 표시될 수 있다는 것을 증명한다. 가중치와 불확실성 감소율간의 관계도 연구된다. 이와 같은 가중치에 따른 사전 및 사후분포의 변화 양식에 대한 이해는 올바른 사전분포를 설정하는데 큰 도움이 될 수 있다.

• 한국전산구조공학회:학술대회논문집
• /
• 한국전산구조공학회 2007년도 정기 학술대회 논문집
• /
• pp.645-650
• /
• 2007

According to most studies, assessment of aging structure is trend to detect flaw size by sensor than using existing subjective evaluation by expert for objective evaluation. But Uncertainties existing in the sensor make difference between measured flaw size and actual flaw size, In this paper, Probability of Detection(POD) have been used to quantify the uncertainties and POD is updated by relationship measured flaw size and actual flaw size (Heasler, 1990), also we proposed probabilistic updating approach method to improve measurement accuracy(the difference of measured PDF and actual PDF) by using updated POD.

• Journal of the Korean Data and Information Science Society
• /
• 제2권
• /
• pp.23-39
• /
• 1991

The maximum likelihood estimators and Bayes estimators of the parameters and reliability function for the two-parameter Weibull distribution under the type-II progressively censoring schemes are derived when a shape parameter is known and unknown, respectively. Efficiencies for above estimators are also compared each other in terms of the mean square errors, and Bayes risk sensitivities of the Bayes estimators are investigated.

• 대한조선학회논문집
• /
• 제57권1호
• /
• pp.1-7
• /
• 2020

In general, an inspection schedule is established based on the long-term fatigue life during the design stage. However, in the design stage, it is difficult to clearly identify the uncertainty factors affecting long-term fatigue life. In this study, the probabilistic fatigue life assessment was conducted in accordance with the methodology of DNV-GL. Firstly, The initial crack distribution estimated through the initial crack propagation analysis was updated by reflecting the results of crack inspection. Secondly, the updated crack distribution was compared with the initial crack distribution, and the probability of failure was updated with the effect of crack inspection.