• Title/Summary/Keyword: lognormal

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On the New Age Replacement Policy (새로운 연령교체 방식의 개발)

  • Seo, Sun-Keun
    • Journal of Applied Reliability
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    • v.16 no.4
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    • pp.280-286
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    • 2016
  • Purpose: Recently, Jiang defines the tradeoff B life to minimize a sum of life lost by preventive maintenance (PM) and corrective maintenance (CM) contribution parts and sets up an optimal replacement age of age replacement policy as this tradeoff life. In this paper, Jiang's model only considering the known lifetime distribution is extended by assigning different weights to two parts of PM and CM in order to reflect the practical maintenance situations in application. Methods: The new age replacement model is formulated and the meaning of a weight factor is expressed with the implied cost of failure under asymptotic expected cost model and also discussed with one-cycle expected cost criterion. Results: The proposed model is applied to Weibull and lognormal lifetime distributions and optimum PM replacement ages are derived with corresponding implied cost of failure. Conclusion: The new age replacement policy to escape the estimation of cost of failure in classical asymptotic expected cost criterion based on the renewal process is provided.

Intrinsic Priors for Testing Two Lognormal Populations with the Fractional Bayes Factor

  • Moon, Gyoung-Ae
    • Journal of the Korean Data and Information Science Society
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    • v.14 no.3
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    • pp.661-671
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    • 2003
  • The Bayes factors with improper noninformative priors are defined only up to arbitrary constants. So, it is known that Bayes factors are not well defined due to this arbitrariness in Bayesian hypothesis testing and model selections. The intrinsic Bayes factor by Berger and Pericchi (1996) and the fractional Bayes factor by O'Hagan (1995) have been used to overcome this problems. This paper suggests intrinsic priors for testing the equality of two lognormal means, whose Bayes factors are asymptotically equivalent to the corresponding fractional Bayes factors. Using proposed intrinsic priors, we demonstrate our results with real example and a simulated dataset.

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Statistical Analysis of Degradation Data under a Random Coefficient Rate Model (확률계수 열화율 모형하에서 열화자료의 통계적 분석)

  • Seo, Sun-Keun;Lee, Su-Jin;Cho, You-Hee
    • Journal of Korean Society for Quality Management
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    • v.34 no.3
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    • pp.19-30
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    • 2006
  • For highly reliable products, it is difficult to assess the lifetime of the products with traditional life tests. Accordingly, a recent approach is to observe the performance degradation of product during the test rather than regular failure time. This study compares performances of three methods(i.e. the approximation, analytical and numerical methods) to estimate the parameters and quantiles of the lifetime when the time-to-failure distribution follows Weibull and lognormal distributions under a random coefficient degradation rate model. Numerical experiments are also conducted to investigate the effects of model error such as measurements in a random coefficient model.

Analysis of Field Reliability Data with Supplementary Information on Degradation Data and Covariates (열화자료와 설명변수 정보를 고려한 사용현장 신뢰성 자료의 분석)

  • 서순근;하천수
    • Journal of Applied Reliability
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    • v.2 no.2
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    • pp.63-83
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    • 2002
  • Degradation data can provide more reliability information than traditional failure-time data, especially products with few or no failures. This paper is concerned with a method of estimating lifetime distribution from field data with supplementary information on degradation data and covariates. When a distribution of degradation rate obtained by follow-up study for a portion of products that survive after-warranty follows a reciprocal-Weibull or lognormal distribution. A time-to-failure distribution of the product follows Weibull or lognormal distribution, respectively. A method of estimating lifetime parameters for this kind of data and their asymptotic properties are studied. Effects of after-warranty report probability, follow-up rate, and proportion of degradation data on pseudo maximum likelihood estimators of these parameters are investigated.

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Bayesian Testing for the Equality of Two Lognormal Populations with the fractional Bayes factor (부분 베이즈요인을 이용한 로그정규분포의 상등에 관한 베이지안검정)

  • Moon, Kyoung-Ae;Kim, Dal-Ho
    • Journal of the Korean Data and Information Science Society
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    • v.12 no.1
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    • pp.51-59
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    • 2001
  • We propose the Bayesian testing for the equality of two Lognormal population means. Specially we use the fractional Bayesian factors suggested by O'Hagan (1995) based on the noninformative priors for the parameters. In order to investigate the usefulness of the proposed Bayesian testing procedures, we compare it with classical tests via both real data analysis and simulations.

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Design of Accelerated Life Tests and Small Sample Study under Continuous and Intermittent Inspections for Lognormal Failure Distribution (수명이 대수정규분포를 따를 때 연속 및 간헐적 검사하에서 가속수명시험의 설계와 소표본 연구)

  • Seo, Sun-Keun;Chung, Won-Kee
    • Journal of Korean Institute of Industrial Engineers
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    • v.23 no.1
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    • pp.177-196
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    • 1997
  • In this paper, statistically optimal accelerated life test(ALT) plans considering statistical efficiency only and new compromise ALT plans to sacrifice some statistical efficiency in return for improved overall properties including estimobility probability and robustness for the model assumptions are developed under the assumptions of constant stress, intermittent inspection, Type I censoring and lognormal failure distribution which has been one of the popular choices of failure distributions in the extensive engineering applications of ALT. Computational experiments are conducted to compare with four ALT plans including two proposed ones under continuous and intermittent inspections over a range of parameter values in terms of asymptotic variance, sensitivities for guessed input values, and proportion of estimable samples, etc. The small and moderate sample properties for the proposed ALT plans designed under asymptotic criterion are also investigated by Monte Carlo simulation.

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Reliability Estimation of Series-Parallel Systems Using Component Failure Data (부품의 고장자료를 이용하여 직병렬 시스템의 신뢰도를 추정하는 방법)

  • Kim, Kyung-Mee O.
    • IE interfaces
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    • v.22 no.3
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    • pp.214-222
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    • 2009
  • In the early design stage, system reliability must be estimated from life testing data at the component level. Previously, a point estimate of system reliability was obtained from the unbiased estimate of the component reliability after assuming that the number of failed components for a given time followed a binomial distribution. For deriving the confidence interval of system reliability, either the lognormal distribution or the normal approximation of the binomial distribution was assumed for the estimator of system reliability. In this paper, a new estimator is used for the component level reliability, which is biased but has a smaller mean square error than the previous one. We propose to use the beta distribution rather than the lognormal or approximated normal distribution for developing the confidence interval of the system reliability. A numerical example based on Monte Carlo simulation illustrates advantages of the proposed approach over the previous approach.

Selection of a Probability Distribution for Modeling Labor Productivity during Overtime

  • Woo, Sung-Kwon
    • Korean Journal of Construction Engineering and Management
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    • v.6 no.1 s.23
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    • pp.49-57
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    • 2005
  • Construction labor productivity, which is the greatest source of variation in overall construction productivity, is the critical factor for determining the project performance in terms of time and cost, especially during scheduled overtime when extra time and cost are invested. The objective of this research is to select an appropriate type of probability distribution function representing the variability of daily labor productivity during overtime. Based on the results of statistical data analysis of labor performance during different weekly work hours, lognormal distribution is selected in order to take advantage of easiness of generating correlated random numbers. The selected lognormal distribution can be used for development of a simulation model in construction scheduling, cost analysis, and other applications areas where representation of the correlations between variables are essential.

Bayesian Testing for the Equality of Two Lognormal Populations (로그정규분포의 상등에 관한 베이지안 검정)

  • Moon, Kyoung-Ae;Shin, Im-Hee;Kim, Dal-Ho
    • Journal of the Korean Data and Information Science Society
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    • v.11 no.2
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    • pp.269-277
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    • 2000
  • We propose the Bayesian testing for the equality of two log-normal population means. Specifically we use the intrinsic Bayes factors suggested by Berger and Perichi (1996, 1998) based on the noninformative priors for the parameters. In order to investigate the usefulness of the proposed Bayesian testing procedures, we compare it with classical tests via both real data analysis and simulation.

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Reliability Assessment of Anticorrosive Paints with Accelerated Degradation Test (가속열화시험에 의한 건축용 도료의 신뢰성 평가)

  • Kwon, Young-Il;Kim, Seung-Jin
    • Journal of Applied Reliability
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    • v.9 no.4
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    • pp.291-302
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    • 2009
  • Accelerated and field degradation tests are performed for reliability assessment of an anticorrosive paint for steel structures. Test data were analyzed to obtain the degradation model and the life time distributions of the paint. A power law degradation model and lognormal performance distribution were used to predict the lifetime of the anticorrosive paint and the method of finding an acceleration factor is provided.

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