• Title/Summary/Keyword: mixture exponential reliability

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RELIABILITY ESTIMATION OF A MIXTURE EXPONENTIAL MODEL USIGN GIBBS SAMPLER

  • Kim, Hee-Cheul;Kim, Pyong-Koo
    • Journal of applied mathematics & informatics
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    • v.6 no.2
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    • pp.661-668
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    • 1999
  • Reliability estimation using Gibbs sampler considered for modeling mixture exponential reliability problems. Gibbs sampler is developed to compute the features of the posterior distribution. Bayesian estimation of complicated functions requires simpler esti-mation techniques due to the mathematical difficulties involved in the Bayes approach. The Maximum likelihood estimator and the Gibbs estimator of reliability of the system are derived. By simula-tion risk behaviors of derived estimators are compared. model de-termination based on relative error is considered. A numerical study with a simulated data set is provided.

Reliability Estimation of a Two Mixture Exponential Model Using Gibbs sampler

  • Kim, Hee-Cheul;Kim, Pyong-Koo
    • Proceedings of the Korean Society for Quality Management Conference
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    • 1998.11a
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    • pp.225-232
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    • 1998
  • A Markov Chain Monte Carlo method with data augmentation is developed to compute the features of the posterior distribution. This data augmentation approach facilitates the specification of the transitional measure in the Markov Chain. Bayesian analysis of the mixture exponential model discusses using the Gibbs sampler. Parameter and reliability estimators are obtained. A numerical study is provided.

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On NBUL class at specific age

  • Mahmoud, M.A.W.;Moshref, M.E.;Gadallah, A.M.
    • International Journal of Reliability and Applications
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    • v.15 no.1
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    • pp.11-22
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    • 2014
  • New classes of life distributions called new better (worse) than used at age $t_0$ in Laplace transform order, NBUL- $t_0$(NWUL - $t_0$) are introduced. For the classes NBUL - $t_0$(NWUL - $t_0$), preservation under convolution, mixture, mixing and the homogeneous Poisson shock model are studied. In the sequel, we obtain a test for $H_0$ : F is exponential versus $H_1$ : F is NBUL - $t_0$ and not exponential. The critical values and the powers of this test are calculated to assess the performance of the test. It is shown that the proposed test has high efficiencies for some commonly used distributions in reliability. Sets of real data are used as examples to elucidate the use of the proposed test for practical problems.

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Reliability Equivalence Factors of Non-identical Components Series System with Mixture Failure Rates

  • Mustafa, A.;El-Desouky, B.S.;El-Dawoody, M.
    • International Journal of Reliability and Applications
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    • v.10 no.1
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    • pp.17-32
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    • 2009
  • The aim of this work is to generalize reliability equivalence technique to apply it to a system consists of n independent and non-identical components connected in series system, that have mixing constant failure rates. We shall improve the system by using some reliability techniques: (i) reducing some failure rates; (ii) add hot reduncy components; (iii) add cold reduncy components; (iv) add cold reduncy components with imperfect switches. We start by establishing two different types of reliability equivalence factors, the survival equivalence (SRE), and mean reliability equivalence (MRE) factors. Also, we introduced some numerical results.

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A Class of Bivariate Linear Failure Rate Distributions and Their Mixtures

  • Sarhan, Ammar M.;El-Gohary, A.;El-Bassiouny, A.H.;Balakrishnan, N.
    • International Journal of Reliability and Applications
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    • v.10 no.2
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    • pp.63-79
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    • 2009
  • A new bivariate linear failure rate distribution is introduced through a shock model. It is proved that the marginal distributions of this new bivariate distribution are linear failure rate distributions. The joint moment generating function of the bivariate distribution is derived. Mixtures of bivariate linear failure rate distributions are also discussed. Application to a real data is given.

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Infinite Failure NHPP Software Mixture Reliability Growth Model Base on Record Value Statistics (기록값 통계량에 기초한 무한고장 NHPP 소프트웨어 혼합 신뢰성장 모형에 관한 연구)

  • Kim, Hee-Cheul;Shin, Hyun-Cheul;Kim, Kyung-Soo
    • Convergence Security Journal
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    • v.7 no.3
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    • pp.51-60
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    • 2007
  • Infinite failure NHPP models presented in the literature exhibit either constant, monotonic increasing or monotonic decreasing failure occurrence rates per fault. In this paper, exponential distribution and Rayleigh distribution model was reviewed, proposes the mixture reliability model, which made out efficiency substituted for situation for failure time Algorithm to estimate the parameters used to maximum likelihood estimator and bisection method, model selection based on SSE and Kolmogorov distance, for the sake of efficient model, was employed. Analysis of failure using S27 data set for the sake of proposing shape parameter of the mixture distribution was employed. This analysis of failure data compared with the mixture distribution model and the existing model(using arithmetic and Laplace trend tests, bias tests) is presented.

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The Comparative Study for ENHPP Software Reliability Growth Model based on Modified Coverage Function (변형 커버리지 함수를 고려한 ENHPP 소프트웨어 신뢰성장 모형에 관한 비교 연구)

  • Kim, Hee-Cheul;Kim, Pyong-Koo
    • Journal of the Korea Society of Computer and Information
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    • v.12 no.6
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    • pp.89-96
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    • 2007
  • Finite failure NHPP models presented in the literature exhibit either constant. monotonic increasing or monotonic decreasing failure occurrence rates per fault. Accurate predictions of software release times. and estimation of the reliability and availability of a software product require quality of a critical element of the software testing process : test coverage. This model called Enhanced non-homogeneous Poission process(ENHPP). In this paper, exponential coverage and S-type model was reviewed, proposes modified(the superosition and mixture) model, which make out efficiency application for software reliability. Algorithm to estimate the parameters used to maximum likelihood estimator and bisection method. model selection based on SSE statistics for the sake of efficient model, was employed.

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Reliability Modeling and Analysis for a Unit with Multiple Causes of Failure (다수의 고장 원인을 갖는 기기의 신뢰성 모형화 및 분석)

  • Baek, Sang-Yeop;Lim, Tae-Jin;Lie, Chang-Hoon
    • Journal of Korean Institute of Industrial Engineers
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    • v.21 no.4
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    • pp.609-628
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    • 1995
  • This paper presents a reliability model and a data-analytic procedure for a repairable unit subject to failures due to multiple non-identifiable causes. We regard a failure cause as a state and assume the life distribution for each cause to be exponential. Then we represent the dependency among the causes by a Markov switching model(MSM) and estimate the transition probabilities and failure rates by maximum likelihood(ML) method. The failure data are incomplete due to masked causes of failures. We propose a specific version of EM(expectation and maximization) algorithm for finding maximum likelihood estimator(MLE) under this situation. We also develop statistical procedures for determining the number of significant states and for testing independency between state transitions. Our model requires only the successive failure times of a unit to perform the statistical analysis. It works well even when the causes of failures are fully masked, which overcomes the major deficiency of competing risk models. It does not require the assumption of stationarity or independency which is essential in mixture models. The stationary probabilities of states can be easily calculated from the transition probabilities estimated in our model, so it covers mixture models in general. The results of simulations show the consistency of estimation and accuracy gradually increasing according to the difference of failure rates and the frequency of transitions among the states.

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