• 제목/요약/키워드: weighted expected loss

검색결과 16건 처리시간 0.029초

ESTIMATION OF SCALE PARAMETER AND P(Y < X) FROM RAYLEIGH DISTRIBUTION

  • Kim, Chan-Soo;Chung, Youn-Shik
    • Journal of the Korean Statistical Society
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    • 제32권3호
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    • pp.289-298
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    • 2003
  • We consider the estimation problem for the scale parameter of the Rayleigh distribution using weighted balanced loss function (WBLF) which reflects both goodness of fit and precision. Under WBLF, we obtain the optimal estimator which creates a kind of balance between Bayesian and non-Bayesian estimation. We also deal with the estimation of R = P(Y < X) when Y and X are two independent but not identically distributed Rayleigh distribution under squared error loss function.

Finding Cost-Effective Mixtures Robust to Noise Variables in Mixture-Process Experiments

  • Lim, Yong B.
    • Communications for Statistical Applications and Methods
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    • 제21권2호
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    • pp.161-168
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    • 2014
  • In mixture experiments with process variables, we consider the case that some of process variables are either uncontrollable or hard to control, which are called noise variables. Given the such mixture experimental data with process variables, first we study how to search for candidate models. Good candidate models are screened by the sequential variables selection method and checking the residual plots for the validity of the model assumption. Two methods, which use numerical optimization methods proposed by Derringer and Suich (1980) and minimization of the weighted expected loss, are proposed to find a cost-effective robust optimal condition in which the performance of the mean as well as the variance of the response for each of the candidate models is well-behaved under the cost restriction of the mixture. The proposed methods are illustrated with the well known fish patties texture example described by Cornell (2002).

Incorporation of collapse safety margin into direct earthquake loss estimate

  • Xian, Lina;He, Zheng;Ou, Xiaoying
    • Earthquakes and Structures
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    • 제10권2호
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    • pp.429-450
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    • 2016
  • An attempt has been made to incorporate the concept of collapse safety margin into the procedures proposed in the performance-based earthquake engineering (PBEE) framework for direct earthquake loss estimation, in which the collapse probability curve obtained from incremental dynamic analysis (IDA) is mathematically characterized with the S-type fitting model. The regressive collapse probability curve is then used to identify non-collapse cases and collapse cases. With the assumed lognormal probability distribution for non-collapse damage indexes, the expected direct earthquake loss ratio is calculated from the weighted average over several damage states for non-collapse cases. Collapse safety margin is shown to be strongly related with sustained damage endurance of structures. Such endurance exhibits a strong link with expected direct earthquake loss. The results from the case study on three concrete frames indicate that increase in cross section cannot always achieve a more desirable output of collapse safety margin and less direct earthquake loss. It is a more effective way to acquire wider collapse safety margin and less direct earthquake loss through proper enhancement of reinforcement in structural components. Interestingly, total expected direct earthquake loss ratio seems to be insensitive a change in cross section. It has demonstrated a consistent correlation with collapse safety margin. The results also indicates that, if direct economic loss is seriously concerned, it is of much significance to reduce the probability of occurrence of moderate and even severe damage, as well as the probability of structural collapse.

지연 제한 트래픽 흐름에 대한 측정 기반 패킷 손실률 보장에 관한 연구 (Study on the Measurement-Based Packet Loss Rates Assuring for End-to-End Delay-Constrained Traffic Flow)

  • 김태준
    • 한국멀티미디어학회논문지
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    • 제20권7호
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    • pp.1030-1037
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    • 2017
  • Traffic flows of real-time multimedia services such as Internet phone and IPTV are bounded on the end-to-end delay. Packets violating their delay limits will be dropped at a router because of not useful anymore. Service providers promise the quality of their providing services in terms of SLA(Service Level Agreement), and they, especially, have to guarantee the packet loss rates listed in the SLA. This paper is about a method to guarantee the required packet loss rate of each traffic flow keeping the high network resource utilization as well. In details, it assures the required loss rate by adjusting adaptively the timestamps of packets of the flow according to the difference between the required and measured loss rates in the lossy Weighted Fair Queuing(WFQ) scheduler. The proposed method is expected to be highly applicable because of assuring the packet loss rates regardless of the fluctuations of offered traffic load in terms of quality of services and statistical characteristics.

잠재적고객요구개선지수를 이용한 교육서비스품질 기대손실평가 모형에 관한 연구 (A Study on Education Service Quality's Expected Loss Evaluation Model with Potential Customer Satisfaction Improvement Index)

  • 장용혁;조유진;강경식
    • 대한안전경영과학회지
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    • 제21권2호
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    • pp.15-23
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    • 2019
  • Among service industries of knowledge based economic era, the roles of educational service field are becoming more important and standard of educational service makes a direct effect on economic development and social growth. Therefore, accurate measurement of service quality is the most important assignment and the measurement of the service quality remains difficult assignment. So, this researcher classified quality attributes applying weighted value and found potential satisfaction level(PSL) and potential customer demand improvement index(PCDI) for trainees participating in national manpower business so as to suggest measurement of service quality and easiness of use and then, calculated satisfaction position and opportunity cost by quality factor with Taguchi's loss fraction. And, improvable satisfaction level was measured, opportunity cost by degree of customer dissatisfaction was quantitatively measured, and a model that can indicate with economic factors was suggested. In addition, methodology of measuring quality cost that can be reduced by quality improvement and direction of strategic decision-making for deciding items to be improved preferentially were suggested with qualitative index that can indicate the degree of customers' dissatisfaction by loss.

인터넷에서 정보시스템의 생존성 관리 모델 (A Study on Survivability Management Model for Information Systems Over Internet)

  • 김황래;박진섭
    • 한국산학기술학회논문지
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    • 제7권6호
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    • pp.1185-1193
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    • 2006
  • 차세대 인터넷과 같은 무한 네트워크에서 정보시스템은 다양한 공격과 사고의 발생으로 손상을 입고 그 사용자들은 막대한 비용의 손실을 입는다. 본 논문에서는 보안 시스템의 비용효과 측면에서 적정수준의 투자를 할 수 있는 효과적인 의사결정을 지원할 수 있도록 하는 정보시스템의 생존성 관리 모델을 제안하였다. 시뮬레이션을 통하여 서비스 가중치를 고려한 비용에 따라 생존성이 어떻게 변화하는지를 검사하였다. 방어 비용이 방어 수준에 따라 변화하기 때문에 비용/생존성과 서비스 가중치/생존성 그래프를 도출하여 관리자가 적정 수준의 보안을 유지하는 방어 비용을 결정할 있도록 하였다.

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전문가 의견을 고려한 다특성치 파라미터 설계에 관한 연구 (The Parameter Design of Multiple Characteristics with Engineer's Opinions)

  • 조용욱;박명규
    • 품질경영학회지
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    • 제27권2호
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    • pp.218-236
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    • 1999
  • The purpose of parameter design is to determine optimal settings of design parameters of a product or a process such that the performance characteristics of a product exhibit small variabilities around their target values. Taguchi made significant contributions in this area. However, his analysis of the problem focused on only one performance characteristic or response, although in product and process design, multiple characteristics are more common. The critical problem in dealing with multiple characteristics is how to compromise the conflict among the selected levels of the design parameters for each individual characteristic. In this paper, Methodology using SN ratio optimized by univariate technique is proposed and a parameter design procedure to achieve the optimal balance among several different response variables is developed. Existing case studies are solved by the proposed method and the results are compared with ones by the sum of SN ratios, the expected weighted loss, the desirability function, and EXTOPSIS model.

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특성치 중요도를 고려한 다중특성치 파라미터 설계에 관한 연구 (A Study on the Parameter Design of Multiple Characteristics Considering Characteristical Importance)

  • 김용범;조용욱;김우열
    • 한국국방경영분석학회지
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    • 제25권2호
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    • pp.62-72
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    • 1999
  • Taguchi´s parameter design is to determine the optimal settings of design parameters of a product or a process such that the characteristics of a product exhibit small variabilities around their targer values. His analysis of the problem has focused only on a single characteristic or response. However the quality of most products is seldom defined by a characteristic, and is rather the composite of a great number of characteristics which are often interrelated and nearly always measured in a variety of units. The critical problem in dealing with multiple characteristics is how to compromise the conflict among the selected levels of the design parameters for each individual characteristic. In this paper, Methodology using SN ratio optimized by unvariate technique is proposed and a parameter design procedure to achieve the optimal compromise among several different response variables is developed. One existing case study is solved by the proposed method and the results are compared with ones by the sum of SN ratios, the expected weighted loss, the desirability functions, and EXTOPSIS model.

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다특성치 파라미터 설계에 관한 방법론 연구(사례 연구 중심으로) (A Study on the Methodology of The Parameter Design of Multiple Characteristics)

  • 조용욱;박명규
    • 산업경영시스템학회지
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    • 제22권50호
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    • pp.171-181
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    • 1999
  • Taguchi's robust design methodology has focus only a single characteristic or response, but the quality of most products is seldom defined by a characteristics, and is rather the composite of a family of characteristics which are often interrelated and nearly always measured in a variety of units. The multiple characteristics problem is how to compromise the conflicts among the selected levels of the design parameters for each individual characteristic. In this paper, Methodology using SN ratio optimized by univariate technique is proposed and a parameter design procedure to achive the optimal compromise among several different response variables is developed. One new case studies are solved by the proposed method and the results are compared with ones by the sum of SN ratios, the expected weighted loss, the desirability function, and EXTOPSIS model.

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다성능(多性能) 특성치(特性値)에 관한 안정성설계(安定性設計) (Robust Parameter Design for Multiple Performance Characteristics)

  • 서순근;최종덕
    • 품질경영학회지
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    • 제22권3호
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    • pp.34-53
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    • 1994
  • Taguchi's robust design methodology has focused only on a single performance characteristic or response, but the quality of most products is seldom defined by a characteristic, and is rather the composite of a family of characteristics which are often interrelated and nearly always measured in a variety of units. The multiple performance characteristics problem is how to compromise the conflicts among the selected levels of the design parameters for each individual performance characteristic. In this paper, the modified desirability function using SN ratio which can be optimized by univariate technique is proposed and a parameter design procedure to achieve the best balance among several different response variables is developed We reanalyze two existing case studies by the proposed method and compare these results with ones by the sum of SN ratios and the expected weighted loss.

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