• 제목/요약/키워드: bayesian reliability

검색결과 241건 처리시간 0.025초

베이지안 기법을 적용한 Incomplete data 기반 신뢰성 성장 모델의 모수 추정 (Parameter Estimation of Reliability Growth Model with Incomplete Data Using Bayesian Method)

  • 박천건;임지성;이상철
    • 한국항공우주학회지
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    • 제47권10호
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    • pp.747-752
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    • 2019
  • 신뢰성 성장 시험을 수행하며 획득하게 되는 고장 정보와 누적 시험수행시간을 이용하면 신뢰성 성장 모델의 모수 추정이 가능하며, 모수 추정을 통해 해당 제품의 MTBF를 예측할 수 있다. 그러나 시험에 대한 비용, 시간 혹은 제품의 특성 등의 여러 제약으로 인해 고장 정보가 구간적으로 획득되거나, 획득한 고장 정보의 샘플 데이터(Sample Data)의 수가 작을 수 있다. 이는 신뢰성 성장 모델의 모수 추정의 오차를 커지게 하는 원인이 될 수 있다. 본 논문에서는 샘플 데이터의 수가 작을 경우 신뢰성 성장 모델의 모수 추정 시 베이지안 기법 기반의 모수 추정 방법의 적용에 대해 연구를 수행하였다. 시뮬레이션 결과 신뢰성 성장 모델의 모수를 추정할 때, MLE를 적용하여 추정하는 방법보다 베이지안 기법을 적용하는 방법이 추정 정확도가 높음을 확인하였다.

Bayesian estimation in the generalized half logistic distribution under progressively type-II censoring

  • Kim, Yong-Ku;Kang, Suk-Bok;Se, Jung-In
    • Journal of the Korean Data and Information Science Society
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    • 제22권5호
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    • pp.977-989
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    • 2011
  • The half logistic distribution has been used intensively in reliability and survival analysis especially when the data is censored. In this paper, we provide Bayesian estimation of the shape parameter and reliability function in the generalized half logistic distribution based on progressively Type-II censored data under various loss functions. We here consider conjugate prior and noninformative prior and corresponding posterior distributions are obtained. As an illustration, we examine the validity of our estimation using real data and simulated data.

Bayesian estimations on the exponentiated half triangle distribution under Type-I hybrid censoring

  • Kim, Yong-Ku;Kang, Suk-Bok;Seo, Jung-In
    • Journal of the Korean Data and Information Science Society
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    • 제22권3호
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    • pp.565-574
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    • 2011
  • The exponenetiated distribution has been used in reliability and survival analysis especially when the data is censored. In this paper, we derive Bayesian estimation of shape parameter and reliability function in the exponenetiated half triangle distribution based on Type-I hybrid censored data. Here we consider conjugate prior and noninformative prior and obtained corresponding posterior distributions. As an illustration, the mean square errors of the estimates are computed. Comparisons are made between these estimators using Monte Carlo simulation study.

베타-이항분포의 공액성을 근거로 한 유한 모집단의 신뢰성 입증 시험 (Reliability Demonstration Test for a Finite Population Based on the Conjugacy of the Beta-Binomial Distribution)

  • 전종선;안선응
    • 산업경영시스템학회지
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    • 제35권2호
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    • pp.98-105
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    • 2012
  • This paper describes the Bayesian approach for reliability demonstration test based on the samples from a finite population. The Bayesian approach involves the technical method about how to combine the prior distribution and the likelihood function to produce the posterior distribution. In this paper, the hypergeometric distribution is adopted as a likelihood function for a finite population. The conjugacy of the beta-binomial distribution and the hypergeometric distribution is shown and is used to make a decision about whether to accept or reject the finite population judging from a viewpoint of faulty goods. A numerical example is also given.

Bayesian Estimations on the Exponentiated Distribution Family with Type-II Right Censoring

  • Kim, Yong-Ku;Kang, Suk-Bok;Seo, Jung-In
    • Communications for Statistical Applications and Methods
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    • 제18권5호
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    • pp.603-613
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    • 2011
  • Exponentiated distribution has been used in reliability and survival analysis especially when the data is censored. In this paper, we derive Bayesian estimation of the shape parameter, reliability function and failure rate function in the exponentiated distribution family based on Type-II right censored data. We here consider conjugate prior and noninformative prior and corresponding posterior distributions are obtained. As an illustration, the mean square errors of the estimates are computed. Comparisons are made between these estimators using Monte Carlo simulation study.

Bayesian analysis of a repairable system subject to overhauls with bounded failure intensity

  • Preeti Wanti, Srivastava;Nidhi, Jain
    • International Journal of Reliability and Applications
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    • 제14권2호
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    • pp.55-70
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    • 2013
  • This paper deals with the Bayesian analysis of the failure data of a repairable mechanical system subject to minimal repairs and periodic overhauls. The effect of overhauls on the reliability of the system is modeled by a proportional age reduction model and the failure process between two successive overhauls is assumed to be 2-parameter Engelhardt-Bain process (2-EBP). Power Law Process (PLP) model has a disadvantage which 2-EBP can overcome. On the basis of the observed data and of a number of suitable prior densities, point and interval estimation of model parameters, as well as quantities of relevant interest are found. Also hypothesis tests on the effectiveness of performed overhauls have been developed using Bayes factor. Sensitivity analysis of improvement parameter is carried out. Finally, a numerical application is used to illustrate the proposed method.

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게임 소프트웨어의 확인 및 검증에 대한 신뢰도 영향 분석 (Reliability Effect Analysis for Game Software Verification and Validation)

  • 손한성;노창현
    • 한국게임학회 논문지
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    • 제11권6호
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    • pp.53-60
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    • 2011
  • 게임 서비스를 위한 소프트웨어의 경우 그 신뢰도에 대한 중요성은 지속적으로 증가하고 있다. 따라서 소프트웨어 신뢰도에 대한 평가 또한 매우 중요하다. 본 연구에서는 개발 공정에 대한 대표 활동인 확인 및 검증이 소프트웨어 신뢰도에 어떠한 영향을 미치는가를 정량적으로 분석하기 위하여 실험을 수행하였다. 이러한 실험 결과는, BBN (Bayesian Belief Network) 기반 신뢰도 평가와 같이, 개발 공정에 근거하여 신뢰도를 평가할 때 매우 유용한 근거 자료로 활용될 것이다.

A SOFTWARE RELIABILITY ESTIMATION METHOD TO NUCLEAR SAFETY SOFTWARE

  • Park, Gee-Yong;Jang, Seung Cheol
    • Nuclear Engineering and Technology
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    • 제46권1호
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    • pp.55-62
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    • 2014
  • A method for estimating software reliability for nuclear safety software is proposed in this paper. This method is based on the software reliability growth model (SRGM), where the behavior of software failure is assumed to follow a non-homogeneous Poisson process. Two types of modeling schemes based on a particular underlying method are proposed in order to more precisely estimate and predict the number of software defects based on very rare software failure data. The Bayesian statistical inference is employed to estimate the model parameters by incorporating software test cases as a covariate into the model. It was identified that these models are capable of reasonably estimating the remaining number of software defects which directly affects the reactor trip functions. The software reliability might be estimated from these modeling equations, and one approach of obtaining software reliability value is proposed in this paper.

DIAGNOSING CARDIOVASCULAR DISEASE FROM HRV DATA USING FP-BASED BAYESIAN CLASSIFIER

  • Lee, Heon-Gyu;Lee, Bum-Ju;Noh, Ki-Yong;Ryu, Keun-Ho
    • 대한원격탐사학회:학술대회논문집
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    • 대한원격탐사학회 2006년도 Proceedings of ISRS 2006 PORSEC Volume II
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    • pp.868-871
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    • 2006
  • Mortality of domestic people from cardiovascular disease ranked second, which followed that of from cancer last year. Therefore, it is very important and urgent to enhance the reliability of medical examination and treatment for cardiovascular disease. Heart Rate Variability (HRV) is the most commonly used noninvasive methods to evaluate autonomic regulation of heart rate and conditions of a human heart. In this paper, our aim is to extract a quantitative measure for HRV to enhance the reliability of medical examination for cardiovascular disease, and then develop a prediction method for extracting multi-parametric features by analyzing HRV from ECG. In this study, we propose a hybrid Bayesian classifier called FP-based Bayesian. The proposed classifier use frequent patterns for building Bayesian model. Since the volume of patterns produced can be large, we offer a rule cohesion measure that allows a strong push of pruning patterns in the pattern-generating process. We conduct an experiment for the FP-based Bayesian classifier, which utilizes multiple rules and pruning, and biased confidence (or cohesion measure) and dataset consisting of 670 participants distributed into two groups, namely normal and patients with coronary artery disease.

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변곡 S-형 소프트웨어 신뢰도성장모형의 베이지안 모수추정 (Bayesian Estimation for Inflection S-shaped Software Reliability Growth Model)

  • 김희수;이종형;박동호
    • 품질경영학회지
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    • 제37권4호
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    • pp.16-22
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    • 2009
  • The inflection S-shaped software reliability growth model (SRGM) proposed by Ohba(1984) is one of the most commonly used models and has been discussed by many authors. The main purpose of this paper is to estimate the parameters of Ohba's SRGM within the Bayesian framework by applying the Markov chain Monte Carlo techniques. While the maximum likelihood estimates for these parameters are well known, the Bayesian method for the inflection S-shaped SRGM have not been discussed in the literature. The proposed methods can be quite flexible depending on the choice of prior distributions for the parameters of interests. We also compare the Bayesian methods with the maximum likelihood method numerically based on the real data.