• 제목/요약/키워드: non-exponential distribution

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Two Sequential Wilcoxon Tests for Scale Alternatives

  • Mishra, Prafulla-Chandra
    • Journal of the Korean Statistical Society
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    • 제30권4호
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    • pp.679-691
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    • 2001
  • Two truncated sequential tests are developed for the two-sample scale problem based on the usual Wilcoxon rank-sum statistic for two different dispersion indices - absolute median deviations, when the medians of the two populations X and Y are equal or known and sums of squared mean deviations, when the medians are either unknown or unequal. The first test is briefly called SWAMD test and the second SWSMD test. For the SWAMD test, the percentile points for both the one-sided and two-sided alternatives, (equation omitted) have been found by Wiener approximation and their values computed for a range of values of a and N; analytical expression for the power function has been derived through Wiener process and its performance studied for various sequential designs for exponential distribution. This test has been illustrated by a numerical example. All the results of the SWAMD test, being directly applicable to the SWSMD test, are not dealt with separately Both the tests are compared and their suitable applications indicated.

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On Testing Exponentiality Against NBURFR Class Of Life Distributions

  • Mahmoud, M.A.W.;Abdul Alim, N.A.
    • International Journal of Reliability and Applications
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    • 제4권2호
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    • pp.57-69
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    • 2003
  • A non-parametric test based on U-statistic for testing exponentiality against the new better than used renewal failure rate (NBURFR) alternatives is introduced and the percentiles of this test statistic are tabulated for sample size 5(1)50. Its properties are also discussed including the Pitman asymptotic efficiency relative to the tests of the new better than used and new better than used failure rate (Ahmed (1994) and Hendi (2000)). The powers of this test are also calculated for some used life distributions. An example from blood cancer patients demonstrates a practical application of our test in the medical sciences is presented. Finally the problem when right-censored data is available is handled.

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Reliability Analysis of the Man-Machine System Operating under Different Weather Conditions (기후조건을 고려한 인간-기계체계의 신속도)

  • 이길노;하석태
    • Journal of the military operations research society of Korea
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    • 제23권1호
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    • pp.76-87
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    • 1997
  • This paper deals with reliability and MTTF analysis of a non-repairable man-machine system operating under different weather conditions. The system consists of a hardware(machine) and a two-operator standby subsystem such as the air combat maneuvering of fighters with dual seat. The failure times for the subsystems follow the exponential distribution with constant parameter. By considering not only the effect on hardware component but also the weather conditions and human performance factors such as the operator's errors, a Markov model is presented as a method for evaluating the system reliability of time continuous operation tasks. Laplace transforms of the various state probabilities have been derived and then reliability of the system, at any time t, has been computed by inversion process. MTTF has also been computed.

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Analysis of Cournot Model of Electricity Market with Demand Response (수요반응자원이 포함된 전력시장의 쿠르노 경쟁모형 해석)

  • Lee, Kwang-Ho
    • The Transactions of The Korean Institute of Electrical Engineers
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    • 제66권1호
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    • pp.16-22
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    • 2017
  • In order to reduce costs of electricity energy at periods of peak demand, there has been an exponential interest in Demand Response (DR). This paper discusses the effect on the participants' behavior in response to DR. Under the assumption of perfect competition, the equilibrium point of the electricity market with DR is derived by modeling a DR curve, which is suitable for microeconomic analysis. Cournot model is used to analyze the electricity market of imperfect competition that includes strategic behavior of the generation companies. Strategic behavior with DR makes it harder to compute equilibrium point due to the non-differential function of payoff distribution. This paper presents a solution method for achieving the equilibrium point using the best response function of the strategic players. The effect of DR on the electricity market is illustrated using a test system.

Reliability Analysis of Multi-functional Multi-state Standby System Using Weibull Distribution (와이블 분포를 이용한 다기능 다중상태 대기시스템의 신뢰도 분석)

  • Kim, Ji-Hye;Chung, Young-Bae
    • Journal of Korean Society of Industrial and Systems Engineering
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    • 제40권3호
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    • pp.138-147
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    • 2017
  • As the functions and structure of the system are complicated and elaborated, various types of structures are emerging to increase reliability in order to cope with a system requiring higher reliability. Among these, standby systems with standby components for each major component are mainly used in aircraft or power plants requiring high reliability. In this study, we consider a standby system with a multi-functional standby component in which one standby component simultaneously performs the functions of several major components. The structure of a parallel system with multifunctional standby components can also be seen in real aircraft hydraulic pump systems and is very efficient in terms of weight, space, and cost as compared to a basic standby system. All components of the system have complete operation, complete failure, only two states, and the system has multiple states depending on the state of the component. At this time, the multi-functional standby component is assumed to be in a non-operating standby state (Cold Standby) when the main component fails. In addition, the failure rate of each part follows the Weibull distribution which can be expressed as increasing type, constant type, and decreasing type according to the shape parameter. If the Weibull distribution is used, it can be applied to various environments in a realistic manner compared to the exponential distribution that can be reflected only when the failure rate is constant. In this paper, Markov chain analysis method is applied to evaluate the reliability of multi-functional multi-state standby system. In order to verify the validity of the reliability, a graph was generated by applying arbitrary shape parameters and scale parameter values through Excel. In order to analyze the effect of multi-functional multi-state standby system using Weibull distribution, we compared the reliability based on the most basic parallel system and the standby system.

Copula modelling for multivariate statistical process control: a review

  • Busababodhin, Piyapatr;Amphanthong, Pimpan
    • Communications for Statistical Applications and Methods
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    • 제23권6호
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    • pp.497-515
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    • 2016
  • Modern processes often monitor more than one quality characteristic that are referred to as multivariate statistical process control (MSPC) procedures. The MSPC is the most rapidly developing sector of statistical process control and increases interest in the simultaneous inspection of several related quality characteristics. Most multivariate detection procedures based on a multi-normality assumptions are independent, but there are many processes that assume non-normality and correlation. Many multivariate control charts have a lack of related joint distribution. Copulas are tool to construct multivariate modelling and formalizing the dependence structure between random variables and applied in several fields. From copula literature review, there are a few copula to apply in MSPC that have multivariate control charts, and represent a successful tool to identify an out-of-control process. This paper presents various types of copulas modelling for the multivariate control chart. The performance measures of the control chart are the average run length (ARL) and the average number of observations to signal (ANOS). Furthermore, a Monte Carlo simulation is shown when the observations were from an exponential distribution.

The Study for Performance Analysis of Software Reliability Model using Fault Detection Rate based on Logarithmic and Exponential Type (로그 및 지수형 결함 발생률에 따른 소프트웨어 신뢰성 모형에 관한 신뢰도 성능분석 연구)

  • Kim, Hee-Cheul;Shin, Hyun-Cheul
    • The Journal of Korea Institute of Information, Electronics, and Communication Technology
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    • 제9권3호
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    • pp.306-311
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    • 2016
  • Software reliability in the software development process is an important issue. Infinite failure NHPP software reliability models presented in the literature exhibit either constant, monotonic increasing or monotonic decreasing failure occurrence rates per fault. In this paper, reliability software cost model considering logarithmic and exponential fault detection rate based on observations from the process of software product testing was studied. Adding new fault probability using the Goel-Okumoto model that is widely used in the field of reliability problems presented. When correcting or modifying the software, finite failure non-homogeneous Poisson process model. For analysis of software reliability model considering the time-dependent fault detection rate, the parameters estimation using maximum likelihood estimation of inter-failure time data was made. The logarithmic and exponential fault detection model is also efficient in terms of reliability because it (the coefficient of determination is 80% or more) in the field of the conventional model can be used as an alternative could be confirmed. From this paper, the software developers have to consider life distribution by prior knowledge of the software to identify failure modes which can be able to help.

Development of an Improved Numerical Methodology for Design and Modification of Large Area Plasma Processing Chamber

  • Kim, Ho-Jun;Lee, Seung-Mu;Won, Je-Hyeong
    • Proceedings of the Korean Vacuum Society Conference
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    • 한국진공학회 2014년도 제46회 동계 정기학술대회 초록집
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    • pp.221-221
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    • 2014
  • The present work proposes an improved numerical simulator for design and modification of large area capacitively coupled plasma (CCP) processing chamber. CCP, as notoriously well-known, demands the tremendously huge computational cost for carrying out transient analyses in realistic multi-dimensional models, because electron dissociations take place in a much smaller time scale (${\Delta}t{\approx}10-8{\sim}10-10$) than time scale of those happened between neutrals (${\Delta}t{\approx}10-1{\sim}10-3$), due to the rf drive frequencies of external electric field. And also, for spatial discretization of electron flux (Je), exponential scheme such as Scharfetter-Gummel method needs to be used in order to alleviate the numerical stiffness and resolve exponential change of spatial distribution of electron temperature (Te) and electron number density (Ne) in the vicinity of electrodes. Due to such computational intractability, it is prohibited to simulate CCP deposition in a three-dimension within acceptable calculation runtimes (<24 h). Under the situation where process conditions require thickness non-uniformity below 5%, however, detailed flow features of reactive gases induced from three-dimensional geometric effects such as gas distribution through the perforated plates (showerhead) should be considered. Without considering plasma chemistry, we therefore simulated flow, temperature and species fields in three-dimensional geometry first, and then, based on that data, boundary conditions of two-dimensional plasma discharge model are set. In the particular case of SiH4-NH3-N2-He CCP discharge to produce deposition of SiNxHy thin film, a cylindrical showerhead electrode reactor was studied by numerical modeling of mass, momentum and energy transports for charged particles in an axi-symmetric geometry. By solving transport equations of electron and radicals simultaneously, we observed that the way how source gases are consumed in the non-isothermal flow field and such consequences on active species production were outlined as playing the leading parts in the processes. As an example of application of the model for the prediction of the deposited thickness uniformity in a 300 mm wafer plasma processing chamber, the results were compared with the experimentally measured deposition profiles along the radius of the wafer varying inter-electrode gap. The simulation results were in good agreement with experimental data.

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Buckling behavior of smart MEE-FG porous plate with various boundary conditions based on refined theory

  • Ebrahimi, Farzad;Jafari, Ali
    • Advances in materials Research
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    • 제5권4호
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    • pp.279-298
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    • 2016
  • Present disquisition proposes an analytical solution method for exploring the buckling characteristics of porous magneto-electro-elastic functionally graded (MEE-FG) plates with various boundary conditions for the first time. Magneto electro mechanical properties of FGM plate are supposed to change through the thickness direction of plate. The rule of power-law is modified to consider influence of porosity according to two types of distribution namely even and uneven. Pores possibly occur inside FGMs due the result of technical problems that lead to creation of micro-voids in these materials. The variation of pores along the thickness direction influences the mechanical and physical properties. Four-variable tangential-exponential refined theory is employed to derive the governing equations and boundary conditions of porous FGM plate under magneto-electrical field via Hamilton's principle. An analytical solution procedure is exploited to achieve the non-dimensional buckling load of porous FG plate exposed to magneto-electrical field with various boundary condition. A parametric study is led to assess the efficacy of material graduation exponent, coefficient of porosity, porosity distribution, magnetic potential, electric voltage, boundary conditions, aspect ratio and side-to-thickness ratio on the non-dimensional buckling load of the plate made of magneto electro elastic FG materials with porosities. It is concluded that these parameters play remarkable roles on the dynamic behavior of porous MEE-FG plates. The results for simpler states are confirmed with known data in the literature. Presented numerical results can serve as benchmarks for future analyses of MEE-FG plates with porosity phases.

A Study on the Optimal Cut-off Point in the Cut-off Sampling Method (절사표본에서 최적 절사점에 관한 연구)

  • Lee, Sang Eun;Cho, Min Ji;Shin, Key-Il
    • The Korean Journal of Applied Statistics
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    • 제27권3호
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    • pp.501-512
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    • 2014
  • Modified cut-off sampling is widely used for highly skewed data. A serious drawback of modified cut-off sampling is the difficulty of adjustment of non-response in take-all stratum. Therefore, solutions of the problems of non-response in take-all stratum have been studied in various ways such as substitute of samples, imputation or re-weight method. In this paper, a new cut-off point based on minimizing MSE being used in exponential and power functions is suggested and it can be reduced the number of take-all stratum. We also investigate another cut-off point determination method with underlying distributions such as truncated log-normal and truncated gamma distributions. Finally we suggest the optimal cut-off point which has a minimum of take-all stratum size among suggested methods. Simulation studies are performed and Labor Survey data and simulated data are used for the case study.