• Journal of Korea Society of Digital Industry and Information Management
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• v.7 no.4
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• pp.7-14
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• 2011

Infinite failure NHPP models presented in the literature exhibit either constant, monotonic increasing or monotonic decreasing failure occurrence rate per fault (hazard function). This infinite non-homogeneous Poisson process is model which reflects the possibility of introducing new faults when correcting or modifying the software. In this paper, polynomial hazard function have been proposed, which can efficiency application for software reliability. Algorithm for estimating the parameters used to maximum likelihood estimator and bisection method. Model selection based on mean square error and the coefficient of determination for the sake of efficient model were employed. In numerical example, log power time model of the existing model in this area and the polynomial hazard function model were compared using failure interval time. Because polynomial hazard function model is more efficient in terms of reliability, polynomial hazard function model as an alternative to the existing model also were able to confirm that can use in this area.

• Journal of the Korean Data and Information Science Society
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• v.24 no.4
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• pp.723-736
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• 2013

The importance of lapse rate is highly increasing due to the introduction of Cash Flow Pricing system, non-refund-of-reserve insurance policy, and IFRS (International Financial Reporting System) to the Korean insurance market. Researches on lapse rate have mainly focused on simple data analysis and regression analysis, etc. However, lapse rate can be analyzed by survival analysis and can be well explained in terms of several covariates with Cox proportional hazard model. Guaranteed minimum benefits embedded in variable annuities require more elegant statistical analysis of lapse rate. Hence, this paper analyzes data of policyholders with variable annuities by using Cox proportional hazard model. The key variables of policy holder that influences the lapse rate are payment method, premium, lapse insured to term insured, reserve-GMXB ratio, and age.

• Journal of the Korean Data and Information Science Society
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• v.25 no.6
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• pp.1591-1598
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• 2014

The reviews of the balance sheet of commercial banks showed that loan item constitutes the largest portion of bank's assets. Although the sector has highest rate of profit, it possesses the greatest risk. Identifying factors that can contribute in lifting-up the loan repayment rate of customers of Hawassa district commercial bank is the major goal of this study. A sample of 183 customers who took loan from October, 2005 to April, 2012 was taken from the bank record. Kaplan-Meier estimation method and univariate Cox proportional hazard model were applied to identify factors affecting bank loan repayment rate. The result from Kaplan-Meier survival estimation revealed that the loan repayment rate is significantly related with loan type, and previous loan experience, educational level and mode of repayment. The log-rank test indicates that the survival probability of loan customers is not statistically different in repaying the loan among groups classified by sex. Moreover, the univariate Cox proportional hazard model result portrayed that educational level, having previous loan experience, mode of repayment, collateral type and purpose of loan are significantly related with loan repayment rate of customers commercial bank. Hence, banks should design loan strategies giving special emphasis on the significant factors while they are giving loans to their customers.

• Journal of Advanced Marine Engineering and Technology
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• v.24 no.2
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• pp.90-96
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• 2000

The technology of preventive maintenance and corrective maintenance is widely applied to ships in order to maintain the good voyageable condition. One of the most important fields of marine engineering is to seek the maximum availability and to solve the stochastic maintenance problem such that the cost for corrective maintenance is minimized. Accordingly, for the purpose of making the most suitable maintenance schedule which minimizes the expected cost function, this paper suggests the method to grasp the failure characteristics by the ship's maintenance data that are collected from the past. And, suggests the method to estimate the optimal maintenance interval by using the dynamic programming and the cumulative hazard rate function attained from the maintenance data.

• Journal of the Korean Data and Information Science Society
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• v.10 no.2
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• pp.437-444
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• 1999

We propose control charts for constant hazard rate by using the number of failures based on the non-placement(replacement) life test. Also we study the sensitivity of the control chart from the operating characteristic curve.

• Journal of the Korea Safety Management & Science
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• v.4 no.3
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• pp.59-66
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• 2002

This paper presents accelerated life tests for Type I censoring data under probabilistic stresses. Probabilistic stress, S, is the random variable for stress influenced by test environments, test equipments, sampling devices and use conditions. The hazard rate, $\theta$ is a random variable of environments and a function of probabilistic stress. In detail, it is assumed that the hazard rate is linear function of the stress, the general stress distribution is a gamma distribution and the life distribution for the given hazard rate, $\theta$is an exponential distribution. Maximum likelihood estimators of model parameters are obtained, and the mean life in use stress condition is estimated. A hypothetical example is given to show its applicability.

• Journal of the Korean Data and Information Science Society
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• v.26 no.6
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• pp.1225-1238
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• 2015

In this research, we fit various survival models and conduct tests and estimation for the hazard change-point with the rectal cancer data. By the log-rank tests, at significance level ${\alpha}=0.10$, survival functions are significantly different according to the uniporter of glucose (GLUT1), clinical stage (cstage) and pathologic stage (ypstage). From the Cox proportional hazard model, the most significant covariates are GLUT1 and ypstage. Assuming that the rectal cancer data follows the exponential distribution, we estimate one hazard change-point using Matthews and Farewell (1982), Henderson (1990) and Loader (1991) methods.

• 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.

• Journal of the Korean Statistical Society
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• v.28 no.3
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• pp.279-296
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• 1999

In this paper we establish some recurrence relations for both single and product moments of order statistics from a doubly truncated linear- exponential distribution with increasing hazard rate. These recurrence relations would enable one to compute all the higher order moments of order statistics for all sample sizes from those of the lower order in a simple recursive way. In addition, percentage points of order statistics are also discussed. These generalize the corresponding results for the linear- exponential distribution with increasing hazard rate derived by Balakrishnan and Malik(1986)

• 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.