• Title/Summary/Keyword: distribution parameter

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Three-Parameter Gamma Distribution and Its Significance in Structural Reliability

  • Zhao, Yan-Gang;Alfredo H-S. Ang
    • Computational Structural Engineering : An International Journal
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    • v.2 no.1
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    • pp.1-10
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    • 2002
  • Information on the distribution of the basic random variables is essential for the accurate evaluation of structural reliability. The usual method for determining the distribution is to fit a candidate distribution to the histogram of available statistical data of the variable and perform appropriate goodness-of-fit tests. Generally, such candidate distributions would have two parameters that may be evaluated from the mean value and standard deviation of the statistical data. In the present paper, a-parameter Gamma distribution, whose parameters can be directly defined in terms of the mean value, standard deviation and skewness of available data, is suggested. The flexibility and advantages of the distribution in fitting statistical data and its significance in structural reliability evaluation are identified and discussed. Numerical examples are presented to demonstrate these advantages.

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Estimations of the skew parameter in a skewed double power function distribution

  • Kang, Jun-Ho;Lee, Chang-Soo
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.4
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    • pp.901-909
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    • 2013
  • A skewed double power function distribution is defined by a double power function distribution. We shall evaluate the coefficient of the skewness of a skewed double power function distribution. We shall obtain an approximate maximum likelihood estimator (MLE) and a moment estimator (MME) of the skew parameter in the skewed double power function distribution, and compare simulated mean squared errors for those estimators. And we shall compare simulated MSEs of two proposed reliability estimators in two independent skewed double power function distributions with different skew parameters.

Cubic normal distribution and its significance in structural reliability

  • Zhao, Yan-Gang;Lu, Zhao-Hui
    • Structural Engineering and Mechanics
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    • v.28 no.3
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    • pp.263-280
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    • 2008
  • Information on the distribution of the basic random variable is essential for the accurate analysis of structural reliability. The usual method for determining the distributions is to fit a candidate distribution to the histogram of available statistical data of the variable and perform approximate goodness-of-fit tests. Generally, such candidate distribution would have parameters that may be evaluated from the statistical moments of the statistical data. In the present paper, a cubic normal distribution, whose parameters are determined using the first four moments of available sample data, is investigated. A parameter table based on the first four moments, which simplifies parameter estimation, is given. The simplicity, generality, flexibility and advantages of this distribution in statistical data analysis and its significance in structural reliability evaluation are discussed. Numerical examples are presented to demonstrate these advantages.

A Study on the Attribute Analysis of Software Reliability Model with Shape Parameter Change of Infinite Fault NHPP Lomax Life Distribution (무한고장 NHPP Lomax 수명분포의 형상모수 변화에 따른 소프트웨어 신뢰성 모형의 속성 분석에 관한 연구)

  • Min, Kyung-il
    • Journal of Convergence for Information Technology
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    • v.9 no.8
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    • pp.20-26
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    • 2019
  • In this study, the optimal shape parameter condition is presented after analyzing the attributes of the software reliability model according to the change of the shape parameter of Loma life distribution with infinite fault NHPP. In order to analyze the software failure phenomena, the parametric estimation method was applied to the Maximum Likelihood Estimation method, and the nonlinear equation was applied to the bisection method. As a result, it was found that when the attributes according to the change of the shape parameter are compared, the smaller the shape parameter is, the better the prediction ability of the true value, and reliability attributes are efficient. Through this study, it is expected that software developers can increase reliability by preliminarily grasping the type of software failure based on shape parameter, and can be used as basic information to improve the software reliability attributes.

Evolutionary Programming of Applying Estimated Scale Parameters of the Cauchy Distribution to the Mutation Operation (코시 분포의 축척 매개변수를 추정하여 돌연변이 연산에 적용한 진화 프로그래밍)

  • Lee, Chang-Yong
    • Journal of KIISE:Software and Applications
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    • v.37 no.9
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    • pp.694-705
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    • 2010
  • The mutation operation is the main operation in the evolutionary programming which has been widely used for the optimization of real valued function. In general, the mutation operation utilizes both a probability distribution and its parameter to change values of variables, and the parameter itself is subject to its own mutation operation which requires other parameters. However, since the optimal values of the parameters entirely depend on a given problem, it is rather hard to find an optimal combination of values of parameters when there are many parameters in a problem. To solve this shortcoming at least partly, if not entirely, in this paper, we propose a new mutation operation in which the parameter for the variable mutation is theoretically estimated from the self-adaptive perspective. Since the proposed algorithm estimates the scale parameter of the Cauchy probability distribution for the mutation operation, it has an advantage in that it does not require another mutation operation for the scale parameter. The proposed algorithm was tested against the benchmarking problems. It turned out that, although the relative superiority of the proposed algorithm from the optimal value perspective depended on benchmarking problems, the proposed algorithm outperformed for all benchmarking problems from the perspective of the computational time.

The Prediction of Fatigue Life According to the Determination of the Parameter in Residual Strength Degradation Model (잔류강도 저하모델의 파라미터결정법에 따른 피로수명예측)

  • 김도식;김정규
    • Transactions of the Korean Society of Mechanical Engineers
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    • v.18 no.8
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    • pp.2053-2061
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    • 1994
  • The static and fatigue tensile tests have been conduted to predict the fatigue life of 8-harness satin woven and plain woven carbon/epoxy composite plates containing a circular hole. A fatigue residual strength degradation model, based on the assumption that the residual strength for unnotched specimen decreases monotonically, has been applied to predict statistically the fatigue life of materials used in this study. To determine the parameters(c, b and K) of the residual strength degradation model, the minimization technique and the maximum likelihood method are used. Agreement of the converted ultimate strength by using the minimization technique with the static ultimate strength is reasonably good. Therefore, the minimization technique is more adjustable in the determination of the parameter and the prediction of the fatigue life than the maximum likelihood method.

A Study on the Lifetime Prediction of Device by the Method of Bayesian Estimate (베이지안 추정법에 의한 소자의 수명 예측에 관한 연구)

  • 오종환;오영환
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.19 no.8
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    • pp.1446-1452
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    • 1994
  • In this paper, Weibull distribution is applied to the lifetme distribution of a device. The method of Bayesian estimate used to estimate requiring parameter in order to predict lifetime of device using accelerated lifetime test data, namely failure time of device. The method of Bayesian estimate needs prior information in order to estimate parameter. But this paper proposed the method of parameter estimate without prior information. As stress is temperature, Arrhenius model is applied and the method of linear estimate is applied to predict lifetime of device at the state of normal operation.

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Development of Integrated Model for Accelerated Life Test Using Linkage Parameter (연계모수를 이용한 가속수명시험 통합모형의 개발)

  • Choi, Sung-Woon
    • Journal of the Korea Safety Management & Science
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    • v.9 no.5
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    • pp.43-48
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    • 2007
  • This paper is to present linkage parameter to integrate statistical models and physical models for accelerated life test. Statistical models represent the relationship of probability distribution and life. Physical models show the relationship of life and stress. Moreover, this study proposes the four steps for construction of integrated models for accelerated life test using linkage parameter. Finally, this paper develops new integrated models such as extreme value distribution-general Eyring, linearly increasing failure rate function-general Eyring, etc., and estimates various reliability measures.