• Communications for Statistical Applications and Methods
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• v.12 no.2
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• pp.285-294
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• 2005

This paper deals with the comparison of parameter estimation methods in a 3-parameter Kappa distribution which is sometimes used in flood frequency analysis. Method of moment estimation(MME), L-moment estimation(L-ME), and maximum likelihood estimation(MLE) are applied to estimate three parameters. The performance of these methods are compared by Monte-carlo simulations. Especially for computing MME and L-ME, three dimensional nonlinear equations are simplified to one dimensional equation which is calculated by the Newton-Raphson iteration under constraint. Based on the criterion of the mean squared error, L-ME (or MME) is recommended to use for small sample size( n$\le$100) while MLE is good for large sample size.

• Journal of Power System Engineering
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• v.10 no.4
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• pp.127-132
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• 2006

Pneumatic cylinders that are usually applied in the factory automation line have complicated failure cause because they are composed of various elements. In this study, we performed life test and performance test of double acting pneumatic cylinders according to the international standards and then analyzed the life and the main failure mode of the cylinders in the same load condition. On the basis of these processes, we can estimate shape parameter for the reliability estimation of pneumatic cylinders and their data analysis of life distribution.

• Proceedings of the Korea Water Resources Association Conference
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• 2012.05a
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• pp.258-258
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• 2012

In frequency analyses of hydrological data, it is necessary for the interested variables to be homogenous and independent. However, recent evidences have shown that the occurrence of extreme hydro-meteorological events is influenced by large-scale climate variability, and the assumption of homogeneity does not generally hold anymore. Therefore, in order to associate the non-homogenous characteristics of hydro-meteorological variables, we propose the parameter estimation method of probability models using meta-heuristic algorithms, specifically harmony search. All the weather stations in South Korea were employed to demonstrate the performance of the proposed approaches. The results showed that the proposed parameter estimation method using harmony search is a comparativealternative for the probability distribution of the non-homogenous hydro-meteorological variables data.

• Journal of Applied Reliability
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• v.17 no.4
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• pp.316-324
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• 2017

Purpose: The purpose of this study is to determine the replacement cycle applied age replacement policy by reliability analysis based on railway vehicle contactor's failure history data. Method: We performed reliability analysis based on railway vehicle contactor's failure history data. We found a suitable distribution by goodness of fit test and predicted the reliability through estimation of scale & shape parameter. Considering cost information we determined the replacement cycle that minimize the opportunity cost. Result: Suitable distribution was the Weibull and scale parameter & shape parameter are estimated by reliability analysis. The replacement cycle was predicted and MTTF, $B_6$ percentile life were suggested additionally. Conclusion: We confirmed that failure rate type of railway vehicle contactor is degradation model having a time dependent characteristic and examined the replacement cycle in our country's operating environment. We expect that this study result contribute to railway operation agency for maintenance policy decision.

• Communications for Statistical Applications and Methods
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• v.28 no.4
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• pp.351-368
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• 2021

For a probabilistic model with positively skewed data, a lognormal distribution is one of the key distributions that play a critical role. Several lognormal models can be found in various areas, such as medical science, engineering, and finance. In this paper, we propose a new estimator for a lognormal mean and depict the performance of the proposed estimator in terms of the relative mean squared error (RMSE) compared with Shen's estimator (Shen et al., 2006), which is considered the best estimator among the existing methods. The proposed estimator includes a tuning parameter. By finding the optimal value of the tuning parameter, we can improve the average performance of the proposed estimator over the typical range of σ². The bias reduction of the proposed estimator tends to exceed the increased variance, and it results in a smaller RMSE than Shen's estimator. A numerical study reveals that the proposed estimator has performance comparable with Shen's estimator when σ² is small and exhibits a meaningful decrease in the RMSE under moderate and large σ² values.

• Journal of the Korean Institute of Electrical and Electronic Material Engineers
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• v.30 no.9
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• pp.551-557
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• 2017

It is extremely important to improve methodologies for the lifetime assessment of porcelain insulators. While there has been a considerable amount of work regarding the phenomena of lifetime distributions, most of the studies assume that aging distributions follow the Weibull distribution. However, the true underlying distribution is unknown, giving rise to unrealistic inferences, such as parameter estimations. In this article, we review several distributions that are commonly used in reliability and survival analysis, such as the exponential, Weibull, log-normal, and gamma distributions. Some properties, including the characteristics of failure rates of these distributions, are presented. We use a Bayesian approach for model selection and parameter estimation procedures. A well-known measure, called the Bayes factor, is used to find the most plausible model among several contending models. The posterior mean can be used as a parameter estimate for unknown parameters, once a model with the highest posterior probability is selected. Extensive simulation studies are performed to demonstrate our methodologies.

• The Transactions of the Korean Institute of Electrical Engineers P
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• v.62 no.1
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• pp.18-22
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• 2013

This paper describes the information for quantitative simulation of weakly ionized plasma. We must grasp the meaning of the plasma state condition to utilize engineering application and to understand materials of plasma state. Using quantitative simulations of weakly ionized plasma, we can analyze gas characteristic. In this paper, the electron transport characteristic in $CH_4$ has been analysed over the E/N range 0.1~300[Td], at the 300[$_{\circ}\;K$] by the two term approximation Boltzmann equation method and Monte Carlo Simulation. Boltzmann equation method has also been used to predict swarm parameter using the same cross sections as input. The behavior of electron has been calculated to give swarm parameter for the electron energy distribution function has been analysed in $CH_4$ at E/N=10, 100 for a case of the equilibrium region in the mean energy. A set of electron collision cross section has been assembled and used in Monte Carlo simulation to predict values of swarm parameters. The result of Boltzmann equation and Monte Carlo Simulation has been compared with experimental data by Ohmori, Lucas and Carter. The swarm parameter from the swarm study are expected to sever as a critical test of current theories of low energy scattering by atoms and molecules.

• Structural Engineering and Mechanics
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• v.52 no.4
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• pp.663-686
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• 2014

This paper deals with free vibration analysis of bidirectional functionally graded annular plates resting on a two-parameter elastic foundation. The formulations are based on the three-dimensional elasticity theory. This study presents a novel 2-D six-parameter power-law distribution for ceramic volume fraction of 2-D functionally graded materials that gives designers a powerful tool for flexible designing of structures under multi-functional requirements. Various material profiles along the thickness and in the in-plane directions are illustrated by using the 2-D power-law distribution. The effective material properties at a point are determined in terms of the local volume fractions and the material properties by the Mori-Tanaka scheme. The 2-D differential quadrature method as an efficient and accurate numerical tool is used to discretize the governing equations and to implement the boundary conditions. The fast rate of convergence of the method is shown and the results are compared against existing results in literature. Some new results for natural frequencies of the plates are prepared, which include the effects of elastic coefficients of foundation, boundary conditions, material and geometrical parameters. The interesting results indicate that a graded ceramic volume fraction in two directions has a higher capability to reduce the natural frequency than conventional 1-D functionally graded materials.

• Communications for Statistical Applications and Methods
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• v.19 no.5
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• pp.697-704
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• 2012

The maximum likelihood(ML) estimation of the scale parameters of an exponential distribution based on progressive Type II censored samples is given. The sample is multiply censored (some middle observations being censored); however, the ML method does not admit explicit solutions. In this paper, we propose multiply progressive Type II censoring. This paper presents the statistical inference on the scale parameter for the exponential distribution when samples are multiply progressive Type II censoring. The scale parameter is estimated by approximate ML methods that use two different Taylor series expansion types ($AMLE_I$, $AMLE_{II}$). We also obtain the maximum likelihood estimator(MLE) of the scale parameter under the proposed multiply progressive Type II censored samples. We compare the estimators in the sense of the mean square error(MSE). The simulation procedure is repeated 10,000 times for the sample size n = 20 and 40 and various censored schemes. The $AMLE_{II}$ is better than MLE and $AMLE_I$ in the sense of the MSE.

• Journal of Information Technology Applications and Management
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• v.24 no.1
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• pp.25-32
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• 2017

For repairable software systems, the Mean Time Between Failure (MTBF) is used as a measure of software system stability. Therefore, the evaluation of software reliability requirements or reliability characteristics can be applied MTBF. In this paper, we want to compare MTBF in terms of parameter estimation using Makeham life distribution. The parameter estimates used the least square method which is regression analyzer method and the maximum likelihood method. As a result, the MTBF using the least square method shows a non-decreased pattern and case of the maximum likelihood method shows a non-increased form as the failure time increases. In comparison with the observed MTBF, MTBF using the maximum likelihood estimation is smallerd about difference of interval than the least square estimation which is regression analyzer method. Thus, In terms of MTBF, the maximum likelihood estimation has efficient than the regression analyzer method. In terms of coefficient of determination, the mean square error and mean error of prediction, the maximum likelihood method can be judged as an efficient method.