• Title/Summary/Keyword: statistical confidence

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Performance Uncertainty Estimation of a Nonlinear Vibration System Based on a Sampling Method (샘플 추출방법에 근거한 비선형 진동계의 성능 불확실성 예측)

  • Choi, Chan-Kyu;Yoo, Hong-Hee
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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    • 2009.10a
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    • pp.113-118
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    • 2009
  • A designer regards the vibration system as a linear system. However, in real world, nonlinearity of a vibration system should exist caused by various factors like manufacturing conditions or uncertain material properties. So, properties of a spring and a damper which are consisting the vibration system have statistical distribution. Therefore, a designer needs to analyze the statistical nonlinearity in a vibration system. In this paper, $1^{st}$ Taylor series expansion method and univariate dimension reduction method apply to a performance measure of nonlinear vibration system, and compare each result. And then, merits and demerits of each method are discussed. For apply more actual problem, a performance measure population is estimated based on design variable samples like properties of spring or damper.

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Bayesian Reliability Analysis Using Kriging Dimension Reduction Method (KDRM) (크리깅 기반 차원감소법을 이용한 베이지안 신뢰도 해석)

  • An, Da-Wn;Choi, Joo-Ho;Won, Jun-Ho
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 2008.04a
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    • pp.602-607
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    • 2008
  • A technique for reliability-based design optimization(RBDO) is developed based on the Bayesian approach, which can deal with the epistemic uncertainty arising due to the limited number of data. Until recently, the conventional RBDO was implemented mostly by assuming the uncertainty as aleatory which means the statistical properties are completely known. In practice, however, this is not the case due to the insufficient data for estimating the statistical information, which makes the existing RBDO methods less useful. In this study, a Bayesian reliability is introduced to take account of the epistemic uncertainty, which is defined as the lower confidence bound of the probability distribution of the original reliability. In this case, the Bayesian reliability requires double loop of the conventional reliability analyses, which can be computationally expensive. Kriging based dimension reduction method(KDRM), which is a new efficient tool for the reliability analysis, is employed to this end. The proposed method is illustrated using a couple of numerical examples.

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An advanced single-particle model for C3S hydration - validating the statistical independence of model parameters

  • Biernacki, Joseph J.;Gottapu, Manohar
    • Computers and Concrete
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    • v.15 no.6
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    • pp.989-999
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    • 2015
  • An advanced continuum-based multi-physical single particle model was recently introduce for the hydration of tricalcium silicate ($C_3S$). In this model, the dissolution and the precipitation events are modeled as two different yet simultaneous chemical reactions. Product precipitation involves a nucleation and growth mechanism wherein nucleation is assumed to happen only at the surface of the unreacted core and product growth is characterized via a two-step densification mechanism having rapid growth of a low density initial product followed by slow densification. Although this modeling strategy has been shown to nicely mimic all stages of $C_3S$ hydration - dissolution, dormancy (induction), the onset of rapid hydration, the transition to slow hydration and prolonged reaction - the major criticism is that many adjustable parameters are required. If formulated correctly, however, the model parameters are shown here to be statistically independent and significant.

An Economic Design of the Chart with Variable Sample Size Scheme

  • Park, Chang-Soon;Ji, Seon-Su
    • Journal of the Korean Statistical Society
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    • v.23 no.2
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    • pp.403-420
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    • 1994
  • An economic design of the $\bar{X}-R$ chart using variable sample size (VSS) scheme is proposed in this paper. In this design the sample size at each sampling time changes according to the values of the previous two sample statistics, sample mean and range. The VSS scheme uses large sample if the sample statistics appear near inside the control limits and smaller sample otherwise. The set of process parameters, such as the sampling interval, control limits and the sample sizes, are chosen to minimize the expected cost per hour. The efficiency of the VSS scheme is compared to the fixed sample size one for cases where there is multiple of assignable causes. Percent reductions of the expected cost in the VSS design are calculated for some given sets of cost parameters. It is shown that the VSS scheme improves the confidence of the procedure and performs statistically better in terms of the number of false alarms and the average time to signal, respectively.

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Median Control Chart using the Bootstrap Method

  • Lim, Soo-Duck;Park, Hyo-Il;Cho, Joong-Jae
    • Communications for Statistical Applications and Methods
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    • v.14 no.2
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    • pp.365-376
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    • 2007
  • This research considers to propose the control charts using median for the location parameter. In order to decide the control limits, we apply several bootstrap methods through the approach obtaining the confidence interval except the standard bootstrap method. Then we illustrate our procedure using an example and compare the performance among the various bootstrap methods by obtaining the length between control limits through the simulation study. The standard bootstrap may be apt to yield shortest length while the bootstrap-t method, the longest one. Finally we comment briefly about some specific features as concluding remarks.

Improved Confidence Intervals on Total Variance in a Regression Model with Unbalanced Nested Error Structure

  • 박동준;이수진
    • Proceedings of the Korean Statistical Society Conference
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    • 2004.11a
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    • pp.265-270
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    • 2004
  • 불균형중첩오차구조를 갖는 단순선형회귀모형에서 나타나는 두 분산의 합에 대한 신뢰구간을 구하기 위하여 Ting et al.(1990) 방법과 Graybill and Wang(1980) 방법과 Tsui and Weerahandi(1989)가 제안한 일반화 축량(generalized pivotal quantity)방법을 이용한 두 가지 방법 등 모두 네 가지 신뢰구간을 제안한다. 신뢰구간의 적절성을 판단하기 위하여 여러 가지 불균형 설계에 대하여 SAS/IML로 시뮬레이션을 실행하고 신뢰계수와 신뢰구간의 평균 길이를 비교한다. 불균형중첩오차구조를 갖는 단순선형회귀모형의 두 분산의 합에 대한 네 가지 신뢰구간들이 주샘플링 단위의 변화에 따라 어느 방법이 적절한 신뢰구간을 구축하는지 추천하고, 실제 예제를 적용하여 시뮬레이션의 결과와 일관성이 있는지를 확인한다.

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Asymptotic Properties of Nonlinear Least Absolute Deviation Estimators

  • Kim, Hae-Kyung;Park, Seung-Hoe
    • Journal of the Korean Statistical Society
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    • v.24 no.1
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    • pp.127-139
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    • 1995
  • This paper is concerned with the asymptotic properties of the least absolute deviation estimators for nonlinear regression models. The simple and practical sufficient conditions for the strong consistency and the asymptotic normality of the least absolute deviation estimators are given. It is confirmed that the extension of these properties to wide class of regression functions can be established by imposing some condition on the input values. A confidence region based on the least absolute deviation estimators is proposed and some desirable asymptotic properties including the asymptotic relative efficiency also discussed for various error distributions. Some examples are given to illustrate the application of main results.

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On the Interval Estimation of the Difference between Independent Proportions with Rare Events

  • im, Yongdai;Choi, Daewoo
    • Communications for Statistical Applications and Methods
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    • v.7 no.2
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    • pp.481-487
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    • 2000
  • When we construct an interval estimate of two independent proportions with rare events, the standard approach based on the normal approximation behaves badly in many cases. The problem becomes more severe when no success observations are observed on both groups. In this paper, we compare two alternative methods of constructing a confidence interval of the difference of two independent proportions by use of simulation. One is based on the profile likelihood and the other is the Bayesian probability interval. It is shown in this paper that the Bayesian interval estimator is easy to be implemented and performs almost identical to the best frequentist's method -the profile likelihood approach.

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Bootstrapping and DNA Marker Mining of ILSTS098 Microsatellite Locus in Hanwoo Chromosome 2

  • Lee, Jea-Young;Kwon, Jae-Chul
    • Communications for Statistical Applications and Methods
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    • v.13 no.3
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    • pp.525-535
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    • 2006
  • We describe tests for detecting and locating quantitative traits loci (QTL) for traits in Hanwoo. Lod scores and a permutation test have been described. From results of a permutation test to detect QTL, we select major DNA markers of ILSTS098 microsatellite locus in Hanwoo chromosome 2 for further analysis. K-means clustering analysis applied to four traits and eight DNA markers in ILSTS098 resulted in three cluster groups. We conclude that the major DNA markers of BMS1167 microsatellite locus in Hanwoo chromosome 2 are markers 105bp, 113bp and 115bp. Finally, bootstrap testing method has been adapted to calculate confidence intervals and for finding major DNA Markers.

Fatigue Behavior Analysis of Welded Rod/Knuckle Assembly for Hydraulic Cylinder (용접이음 된 유압 실린더용 로드/너클 조립체의 피로거동 해석)

  • Rhee, Hwanwoo
    • Journal of the Korean Society of Manufacturing Process Engineers
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    • v.12 no.4
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    • pp.93-99
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    • 2013
  • Parts and structures such as piston rod and knuckle joint for the use of hydraulic cylinder are often welded together in some fashion, usually due to cost and process effectiveness. Welding strongly affects the material by the process of heating and subsequent cooling as well as by the fusion process with additional filler material. Furthermore, a weld is usually far from being perfect, containing inclusions, pores, cavities, undercuts etc. As a consequence, fatigue failures appear in welded structures mostly at the welds rather than in the base metal, even if the latter contains notches. For this reason, fatigue analyses are of high practical interest for all welded structures under the action of cyclic loads. This paper describes the influence of welding parameters, material combinations and heat treatment on the fatigue behavior of welded cylinder rod. In addition, statistical characterization of stress-life response in weldment of hydraulic cylinder rod are presented.