• Title/Summary/Keyword: distribution parameter

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The Effect of Scale Parameter in Designing Reliability Demonstration Test for Lognormal Lifetime Distribution (대수정규 수명분포를 갖는 제품에 대한 신뢰성 입증시험에서 척도모수의 영향분석)

  • Kwon, Young Il
    • Journal of Applied Reliability
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    • v.14 no.1
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    • pp.53-57
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    • 2014
  • In the fields of reliability application, the most commonly used test methods for reliability demonstration are zero-failure acceptance tests since they require fewer test samples and less test time compared to other test methods that guarantee the same reliability with a given confidence level. For products with lognormal lifetime distribution, the value of scale parameter is usually assumed to be known in designing reliability demonstration tests. It is important to select correct values of scale parameters to guarantee the specified reliability with given confidence level exactly. The effect of using wrong values of scale parameters in designing reliability demonstration test for products with lognormal lifetime distribution is examined and selecting proper values of scale parameters for conservative reliability demonstration is discussed.

A Study of Probability Functions of Best Fit to Distribution of Annual Runoff -on the Nakdong River Basin- (년유출량의 적정확률 분포형에 관한 연구 -낙동강 유역을 중심으로-)

  • 조규상;이순탁
    • Water for future
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    • v.7 no.2
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    • pp.107-111
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    • 1974
  • Annual runoff in the Nakdong river basin has been analyzed to find the probability functions of best fit to distribution of historical annual runoff. The results obtained are as follows; (1) Log-normal 3-parameter disrtibution is believed as the probability function of best fit to historical distribution (2) Log-normal 3-parameter disrtibution is believed as the best fit probability function among Log-normal dist-ributions. (3) In the test of goodness of fit, $x^2-test$ shows that probability of $x^2-valus$ in Log-normal 3-parameter distribution is nearly more than 90%. But in the Simirnov-Kolmogorov test, hypotheses for the probability distributions cannot be rejected at significance level 5% & 1%. (4) Among 7 gauging stations, Dongchon & Koryung-Bridge's records show lower fitness to the theoretical probability functions than other 5 gauging station's

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Characterization of the Asymptotic Distributions of Certain Eigenvalues in a General Setting

  • Hwang, Chang-Ha
    • Journal of the Korean Statistical Society
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    • v.23 no.1
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    • pp.13-32
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    • 1994
  • Let A(n) and B(n) be sequences of $m \times m$ random matrices with a joint asymptotic distribution as $n \to \infty$. The asymptotic distribution of the ordered roots of $$\mid$A(n) - f B(n)$\mid$ = 0$ depends on the multiplicity of the roots of a determinatal equation involving parameter roots. This paper treats the asymptotic distribution of the roots of the above determinantal equation in the case where some of parameter roots are zero. Furthermore, we apply our results to deriving the asymptotic distributions of the eigenvalues of the MANOVA matrix in the noncentral case when the underlying distribution is not multivariate normal and some parameter roots are zero.

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Prole likelihood estimation of generalized half logistic distribution under progressively type-II censoring

  • Kim, Yong-Ku;Kang, Suk-Bok;Han, Song-Hui;Seo, Jung-In
    • Journal of the Korean Data and Information Science Society
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    • v.22 no.3
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    • pp.597-603
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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 prole likelihood estimation of the shape parameter and scale parameter in the generalized half logistic distribution based on progressively Type-II censored data. We also introduce approximate maximum prole likelihood estimates for the scale parameter. As an illustration, we examine the validity of our estimation using real data and simulated data.

A Evaluation of P-S-N Curve of Low Pressure Steam Turbine Blade Steel (저압 증기 터빈블레이드 강의 P-S-N 선도 평가)

  • Kim, Chul-Su;Jung, Hwa-Young;Kim, Jung-Kyu
    • Proceedings of the KSME Conference
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    • 2001.11a
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    • pp.272-277
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    • 2001
  • In order to evaluate variation of fatigue data of the LP steam turbine blade steel, it is important to estimate P - S - N curves to accurately define the probability distributions. In this study, new procedure is introduced to determine the expression of P - S - N curves. For this purpose, 3-parameter Weibull distribution was found to be most appropriate among assumed distributions when the probability distributions of the fatigue life were examined by the proposed analysis. Furthermore, parameter estimation for P - S - N curves was performed using various optimization to maximize the correlation coefficient. As a result of this, sequential linear programing method is used for estimation of P - S - N curves.

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Mathematical representation to assess the wind resource by three parameter Weibull distribution

  • Sukkiramathi, K.;Rajkumar, R.;Seshaiah, C.V.
    • Wind and Structures
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    • v.31 no.5
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    • pp.419-430
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    • 2020
  • Weibull distribution is a conspicuous distribution known for its accuracy and its usage for wind energy analysis. The two and three parameter Weibull distributions are adopted in this study to fit wind speed data. The daily mean wind speed data of Ennore, Tamil Nadu, India has been used to validate the procedure. The parameters are estimated using maximum likelihood method, least square method and moment method. Four statistical tests namely Root mean square error, R2 test, Kolmogorov-Smirnov test and Anderson-Darling test are employed to inspect the fitness of Weibull probability density functions. The value of shape factor, scale factor, wind speed and wind power are determined at a height of 100m using extrapolation of numerical equations. Also, the value of capacity factor is calculated mathematically. This study provides a way to evaluate feasible locations for wind energy assessment, which can be used at any windy site throughout the world.

Noninformative priors for the common location parameter in half-t distributions

  • Kang, Sang-Gil;Kim, Dal-Ho;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.6
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    • pp.1327-1335
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    • 2010
  • In this paper, we want to develop objective priors for the common location parameter in two half-t distributions with unequal scale parameters. The half-t distribution is a non-regular class of distribution. One can not develop the reference prior by using the algorithm of Berger of Bernardo (1989). Specially, we derive the reference priors and prove the propriety of joint posterior distribution under the developed priors. Through the simulation study, we show that the proposed reference prior matches the target coverage probabilities in a frequentist sense.

A Protective Effectiveness Measure for Distribution Systems (배전계통 보호시스템의 보호능력의 평가방법)

  • 현승호;이승재;임성일;최인선;신재항;최면송
    • The Transactions of the Korean Institute of Electrical Engineers A
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    • v.53 no.5
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    • pp.249-256
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    • 2004
  • This paper suggests a novel evaluation scheme of protective effectiveness in distribution systems. The adequacy of every parameter in a protective device is evaluated for the setting or correction rules. Then, the protective effectiveness of a device, device-wise effectiveness, is obtained by the combination of the parametric evaluation results. The coordination-wise effectiveness between devices can be calculated by evaluating the parameters which contribute the performance of coordination. The protective effectiveness of the whole system can be obtained by combining the device-wise and coordination-wise effectiveness values. The rules, in this paper, are categorized into three groups; rules for single parameter, rules for coordination between parameters, and rules for coordination between protective devices to form a hierarchical calculation model. The proposed method is applied to a typical distribution network to show its effectiveness.

Effectiveness of Sensitivity Analysis for Parameter Selection in CLIMEX Modeling of Metcalfa pruinosa Distribution

  • Byeon, Dae-hyeon;Jung, Sunghoon;Mo, Changyeun;Lee, Wang-Hee
    • Journal of Biosystems Engineering
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    • v.43 no.4
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    • pp.410-419
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    • 2018
  • Purpose: CLIMEX, a species distribution modeling tool, includes various types of parameters representing climatic conditions; the estimation of these parameters directly determines the model accuracy. In this study, we investigated the sensitivity of parameters for the climatic suitability calculated by CLIMEX for Metcalfa pruinosa in South Korea. Methods: We first changed 12 parameters and identified the three significant parameters that considerably affected the CLIMEX simulation response. Results: The result indicated that the simulation was highly sensitive to changes in lower optimal temperatures, lower soil moisture thresholds, and cold stress accumulation rate based on the sensitivity index, suggesting that these were the fundamental parameters to be used for fitting the simulation into the actual distribution. Conclusion: Sensitivity analysis is effective for estimating parameter values, and selecting the most important parameters for improving model accuracy.

Fixed-accuracy confidence interval estimation of P(X > c) for a two-parameter gamma population

  • Zhuang, Yan;Hu, Jun;Zou, Yixuan
    • Communications for Statistical Applications and Methods
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    • v.27 no.6
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    • pp.625-639
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    • 2020
  • The gamma distribution is a flexible right-skewed distribution widely used in many areas, and it is of great interest to estimate the probability of a random variable exceeding a specified value in survival and reliability analysis. Therefore, the study develops a fixed-accuracy confidence interval for P(X > c) when X follows a gamma distribution, Γ(α, β), and c is a preassigned positive constant through: 1) a purely sequential procedure with known shape parameter α and unknown rate parameter β; and 2) a nonparametric purely sequential procedure with both shape and rate parameters unknown. Both procedures enjoy appealing asymptotic first-order efficiency and asymptotic consistency properties. Extensive simulations validate the theoretical findings. Three real-life data examples from health studies and steel manufacturing study are discussed to illustrate the practical applicability of both procedures.