• Title/Summary/Keyword: estimation reliability

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Bayes Estimation for the Rayleigh Failure Model

  • Ko, Jeong-Hwan;Kang, Sang-Gil;Shin, Jae-Kyoung
    • Journal of the Korean Data and Information Science Society
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    • v.9 no.2
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    • pp.227-235
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    • 1998
  • In this paper, we consider a hierarchical Bayes estimation of the parameter, the reliability and hazard rate function based on type-II censored samples from a Rayleigh failure model. Bayes calculations can be implemented easily by means of the Gibbs sampler. A numerical study is provided.

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A Bayes Reliability Estimation from Life Test in a Stress-Strength Model

  • Park, Sung-Sub;Kim, Jae-Joo
    • Journal of the Korean Statistical Society
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    • v.12 no.1
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    • pp.1-9
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    • 1983
  • A stress-strength model is formulated for s out of k system of identical components. We consider the estimation of system reliability from survival count data from a Bayesian viewpoint. We assume a quadratic loss and a Dirichlet prior distribution. It is shown that a Bayes sequential procedure can be established. The Bayes estimator is compared with the UMVUE obtained by Bhattacharyya and with an estimator based on Mann-Whitney statistic.

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Bayes Estimation for the Reliability and Hazard Rate the Burr Type X Failure Model

  • Jang Sik Cho;Hee Jae Kim;Sang Gil Kang
    • Communications for Statistical Applications and Methods
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    • v.5 no.3
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    • pp.723-731
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    • 1998
  • In this paper, we consider a hierarchical Bayes estimation of the parameter, the reliability and hazard rate function based on samples from a Burr type X failure model. Bayes calculations can be implemented by means of the Gibbs sampler and a numerical study us provided.

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Exponential Lifetime Estimation with Unequal Interval Censoring (불균등 구간검사를 이용한 지수수명시간의 추정)

  • 이태섭;윤상운
    • Journal of Applied Reliability
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    • v.2 no.2
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    • pp.113-119
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    • 2002
  • The estimation of mean lifetimes in presence of interval censoring with replacement procedure are examined when the distributions of lifetimes are exponential. It is assumed that, due to physical restrictions and/or economic constraints, the number of failures is investigated only at several inspection times during the lifetime test. The maximum likelihood estimator is found in an implicit form. The Cramer-Rao lower bounds of the estimates are found in places of variances and by simulations the properties of the estimates are examined.

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Nonparametric Estimation of Pr[X>Y] from Random Censored Data (임의절단 자료에서의 Pr[X>Y]의 비모수적 추정)

  • Jeong, Hai-Sung;Kim, Jae-Joo
    • Journal of Korean Society for Quality Management
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    • v.23 no.2
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    • pp.91-102
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    • 1995
  • For two independent random variables X and Y, the functional R=Pr[X>Y] is of practical importance in reliability. X can be interpreted as the strength of a component subjected to a stress Y, and R is the component's reliability. In this paper nonparametric approach to estimation of R based on censored observations in the strength variables is analyzed and compared by simulations in the moderate sample sizes.

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Comparison of error estimation methods and adaptivity for plane stress/strain problems

  • Ozakca, Mustafa
    • Structural Engineering and Mechanics
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    • v.15 no.5
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    • pp.579-608
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    • 2003
  • This paper deals with adaptive finite element analysis of linearly elastic structures using different error estimators based on flux projection (or best guess stress values) and residual methods. Presentations are given on a typical h-type adaptive analysis, a mesh refinement scheme and the coupling of adaptive finite element analysis with automatic mesh generation. Details about different error estimators are provided and their performance, reliability and convergence are studied using six node quadratic triangular elements. Several examples are presented to demonstrate the reliability of different error estimators.

Statistical Analysis of Bending-Strength Data of Ceramic Matrix Composites : Estimation of Weibull Shape Parameter (세라믹 복합체의 굽힘강도 데이터의 통계적분석 : 와이블 형상모수의 추정과 비교를 중심으로)

  • 전영록
    • Journal of Applied Reliability
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    • v.1 no.1
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    • pp.17-33
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    • 2001
  • The characteristics of Weibull distribution are investigated as a function of shape parameter. The statistical estimation methods of the shape parameter and statistical comparison methods of two or more shape parameters are studied. Assuming Weibull distribution, statistical analysis of bending-strength data of alumina titanium carbide ceramic matrix composites machined two different methods are performed.

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Parametric Empirical Bayes Estimation of A Constant Hazard with Right Censored Data

  • Mashayekhi, Mostafa
    • International Journal of Reliability and Applications
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    • v.2 no.1
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    • pp.49-56
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    • 2001
  • In this paper we consider empirical Bayes estimation of the hazard rate and survival probabilities with right censored data under the assumption that the hazard function is constant over the period of observation and the prior distribution is gamma. We provide an estimator of the first derivative of the prior moment generating function that converges at each point to the true value in $L_2$ and use it to obtain, easy to compute, asymptotically optimal estimators under the squared error loss function.

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Leverage in Regression Models with MA(1) Errors (오차항이 MA(1) 과정을 따르는 회귀모형에서의 Leverage)

  • 이종협
    • Journal of Applied Reliability
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    • v.3 no.2
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    • pp.127-136
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    • 2003
  • This paper investigates the effect of individual observations in regression models with MA(1) errors through the 'hat matrix' It shows that the first observation has the largest hat matrix diagonal component for $\theta$<0 in the regression model with an intercept. This provides additional evidence for retaining the first observation in performing estimation in this setting. When the regression model goes to the origin and the independent variable has a deterministic trend, the last observation has the greatest leverage for │$\theta$│<1 and may have potentially large impact on parameter estimation.

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Component Replacement Ordering Evaluation for Proper Reliability Maintenance in Power Distribution System (배전계통 적정 신뢰도 유지를 위한 설비교체 순위 평가)

  • Lee, Hee-Tae;Kim, Jae-Chul;Moon, Jong-Fil;Chu, Cheol-Min
    • Proceedings of the KIEE Conference
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    • 2005.07a
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    • pp.48-50
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    • 2005
  • New environment change of electric power system focused in consumer's energy supply and demand. But electric power reliability preservation and reliability improvement countermeasure also need for long-term. It is need that change equipments that is composing electric power system in well-timed time and by maintaining, prevent breakdown beforehand and prevent consumer's power interruption by equipment fail. However, as only quantitative estimation is available by reliability estimation method that is presented in existing, it is no to use in dictionary fault prevention. Therefore, applied optimum reliability preservation through existent equipment fault data analysis of electric power system in equipment replace side, and this when maintain equipment replace of electric power system for reliability preservation using responsiveness analysis to base ordering evaluate. In existing about main equipment plain that this paper is power system the valued failure rate use this by score and precedence of electric power system equipment for replace of system considered expense.

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