• Title/Summary/Keyword: 누적분포함수

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Reliability Analysis of Gas Turbine Engine Blades (가스터빈 블레이드의 신뢰성 해석)

  • Lee, Kwang-Ju;Rhim, Sung-Han;Hwang, Jong-Wook;Jung, Yong-Wun;Yang, Gyae-Byung
    • Journal of the Korean Society for Aeronautical & Space Sciences
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    • v.36 no.12
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    • pp.1186-1192
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    • 2008
  • The reliability of gas turbine engine blades was studied. Yield strength, Young’s modulus, engine speed and gas temperature were considered as statistically independent random variables. The failure probability was calculated using five different methods. Advanced Mean Value Method was the most efficient without significant loss in accuracy. When random variables were assumed to have normal, lognormal and Weibull distributions with the same means and standard deviations, the CDF of limit state equation did not change significantly with the distribution functions of random variables. The normalized sensitivity of failure probability with respect to standard deviations of random variables was the largest with gas temperature. The effect of means and standard deviations of random variables was studied. The increase in the mean of gas temperature and the standard deviation of engine speed increased the failure probability the most significantly.

Nonparametric estimation of hazard rates change-point (위험률의 변화점에 대한 비모수적 추정)

  • 정광모
    • The Korean Journal of Applied Statistics
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    • v.11 no.1
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    • pp.163-175
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    • 1998
  • The change of hazard rates at some unknown time point has been the interest of many statisticians. But it was restricted to the constant hazard rates which correspond to the exponential distribution. In this paper we generalize the change-point model in which any specific functional forms of hazard rates are net assumed. The assumed model includes various types of changes before and after the unknown time point. The Nelson estimator of cumulative hazard function is introduced. We estimate the change-point maximizing slope changes of Nelson estimator. Consistency and asymptotic distribution of bootstrap estimator are obtained using the martingale theory. Through a Monte Carlo study we check the performance of the proposed method. We also explain the proposed method using the Stanford Heart Transplant Data set.

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Probability Based Risk Evaluation Techniques for the Small-Sized Sea Floater (소형 해상 부유체의 확률 기반 위기평가기법)

  • Yim, Jeong-Bin
    • Journal of Navigation and Port Research
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    • v.36 no.10
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    • pp.795-801
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    • 2012
  • This paper describes theoretical approach methodology for the Probability based risk Evaluation Techniques (PET) to monitor the risk levels of small-sized sea floater as like a yacht pier. The risk decision-making process by risk criteria with five-step scales is the core concepts of PET. These five-step scales are calculated from cumulative probability distribution of response functions for the sea floater motions using closed-form expressions. In addition, The risk decision-making process of PET with the risk criteria is proposed in this work. To verify the usability of PET, simulation experiments are carried out using mimic signals with the electrical specifications of ADIS16405 sensor that is to be use as measurement tool for the floater motions. As results from experiments, the risk evaluation error by PET shows 0.38 levels in maximum 5.0 levels. These results clearly shown that the proposed PET can be use as the monitoring techniques.

Computation of Noncentral F Probabilities using Neural Network Theory (신경망이론을 이용한 비중심 F분포 확률계산)

  • 구선희
    • Journal of the Korea Society of Computer and Information
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    • v.1 no.1
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    • pp.83-94
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    • 1996
  • The test statistic in ANOVA tests has a single or doubly noncentral F distribution and the noncentral F distribution is applied to the calculation of the power functions of tests of general linear hypotheses. In this paper. the evaluation of the cumulative function of the single noncentral F distribution is applied to the neural network theory. The neural network consists of the multi-layer perceptron structure and learning process has the algorithm of the backpropagation. Numerical comparisons are made between the results obtained by neural network theory and the Patnaik's values.

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Development of a Modified Standardized Precipitation Index by Considering Effects of the Dry Period and Rainfall (무강수일수와 강우효과를 고려한 개선된 표준강수지수 개발)

  • Lee, Jun-Won;Kim, Gwang-Seob
    • Journal of Korea Water Resources Association
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    • v.45 no.4
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    • pp.409-418
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    • 2012
  • A modified standardized precipitation index was developed by considering the length of dry period and surface run-off effect. The official reports and newspapers on drought from 1973 to 2009 were quantified to evaluate drought indices. The developed index was evaluated using the receiver operating characteristic analysis. In order to suggest improved drought index, we cut the precipitation amount that may do not contribute the mitigation of drought and weight dry period by considering cumulative distribution, decile distribution of dry periods. Drought detection capability of the suggested index has improved by weighting of dry period effects and considering precipitation amounts contributing drought mitigation.

A statistical inference for Neyman-Scott Rectangular Pulse model (Neyman-Scott Rectangular Pulse Model에 대한 통계적 추론)

  • Kim, Nam Hee;Kim, Yongku
    • The Korean Journal of Applied Statistics
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    • v.29 no.5
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    • pp.887-896
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    • 2016
  • The Neyman-Scott Rectangular Pulse (NSRP) model is used to model the hourly rainfall series. This model uses a modest number of parameters to represent the rainfall processes and underlying physical phenomena such as the arrival of a storm or rain cells. In this paper, we proposed approximated likelihood function for the NSRP model and applied the proposed method to precipitation data in Seoul.

The estimation of the number of spare parts & the changing time about DSRC Road Side Equipment (단거리전용통신방식 노변기지국의 예비부품수 및 교체시기 산정)

  • Han, Dae-Hui;Lee, Cheong-Won
    • 한국ITS학회:학술대회논문집
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    • v.2007 no.10
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    • pp.196-201
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    • 2007
  • 현재 국내 ITS는 현장장비 유지관리에 대한 연구 및 고장관련 DB가 부족하여 예비부품수 및 교체시기 산정에 대한 규정이 없는 실정이다. 이에 본 연구는 실제 고장이력자료를 갖고 신뢰성 분석을 실시하여 단거리전용통신(DSRC)방식 노변기지국(RSE)의 예비부품수 및 교체시기를 산정하였다. 전체 수집기간동안의 고장자료는 욕조곡선의 형상을 나타내어 우발고장기간의 자료로 신뢰성 분석을 실시하였으나 고장 수명 분포 중 적합되는 분포가 없었다. 따라서, i)장비가동률과 ii)경험적(empirical) 누적분포함수(CDF) 곡선을 이용한 장비의 고장률(건/일)을 감안하여 예비부품수를 산정한 결과 16.22개 이상의 노변기지국(완제품)을 확보하여야 하는 것으로 분석되었다. 하자보수기간(2년)이 지난후 일정기간($2{\sim}3$년)이 지난 시점에서 향후 10년간에 대하여 수리하면서 사용하는 경우와 신품구입시의 총비용을 비교하여 산정한 교체시기는 10.67건/40개월 이상이다. 본 연구 수행결과 첫째, 비모수적 방법으로 적합도 검정을 실시하지 못하였다는 한계와, 둘째, 초기에 고장이 많이 발생하는 장비는 향후에도 고장이 많이 발생한다는 가정에 기반하여 향후 10년의 운영비용을 분석하였으나 이러한 가정을 입증하지는 못하였다. 따라서, 향후엔 본 연구에 사용된 자료가 고장 수명분포도 적합 되지 않은 원인을 분석하는 것과 분석대상 기간 이후의 자료를 추가하여 적합도 검정 및 신뢰성 분석을 실시하는 것이 필요하다.

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Long-term Wave Monitoring and Analysis Off the Coast of Sokcho (속초 연안의 장기 파랑관측 및 분석)

  • Jeong, Weon Mu;Ryu, Kyung-Ho;Cho, Hongyeon
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.27 no.4
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    • pp.274-279
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    • 2015
  • Wave data acquired over eleven years near Sokcho Harbor located in the central area of the east coast were analyzed using spectral method and wave-by-wave analysis method and its major wave characteristics were examined. Significant wave heights were found to be high in winter and low in summer, and peak periods were also found to be long in winter and short in summer. The maximum significant wave height observed was 8.95 m caused by the East Sea twister. The distributional pattern of the significant wave heights and peak periods were both fitted better by Kernel distribution function than by Generalized Gamma distribution function and Generalized Extreme Value distribution function. The wave data were compiled to subdivide the wave height into intervals for each month, and the cumulative occurrence rates of wave heights were calculated to be utilized for the design and construction works in nearby construction works.

Analysis of the Long-term Wave Characteristics off the Coast of Daejin (대진 연안의 장기 파랑 특성 분석)

  • Jeong, Weon Mu;Cho, Hongyeon;Baek, Wondae
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.27 no.2
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    • pp.142-147
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    • 2015
  • Wave data acquired over seven years near Daejin Harbor located in the north central area of the east coast was analyzed using spectral method and wave-by-wave analysis method and its major wave characteristics were examined. Significant wave heights were found to be high in winter and low in summer, and peak periods were also found to be long in winter and short in summer. The maximum significant wave height observed was 6.59 m and was caused by Typhoon No. 1216, SANBA. The distributional pattern of the significant wave heights and peak periods were both reproduced better by Kernel distribution function than by Generalized Gamma distribution function and Generalized Extreme Value distribution function. Meanwhile, the wave data was subdivided by month and wave height level and the cumulative appearance rate was proposed to aid designing and constructing works in nearby coastal areas.

선박운항 안정성 평가를 위한 시뮬레이션 실험조건 도출 연구

  • Gong, In-Yeong;Gwon, Se-Hyeok;Kim, Seon-Yeong
    • Proceedings of the Korean Institute of Navigation and Port Research Conference
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    • 2007.12a
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    • pp.81-83
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    • 2007
  • 항만이나 항로에서의 심층적인 선박운항 안전성 평가를 위한 목적으로 주로 선박운항 시뮬레이션 시스템이 사용되고 있다. 하지만, 실제해상에서 선박이 조우할 수 있는 환경 조건은 매우 다양한 반면, 비용이나 시간적인 제약으로 인하여 실시간 선박운항 시뮬레이션은 극히 한정 된 경우에 대해서만 수행되는 것이 일반적이다. 본 논문에서는, 이러한 실시간 시뮬레이션 실험 조건을 효과적이고 체계적으로 도출하기 위한 통계적 기법에 대하여 제안하고, 이 기법을 실제 선박 운항 안전성 평가를 위한 시뮬레이션 연구에 적용한 실증 분석 결과를 사례 연구로 기술하였다. 실증 분석에는 주성분을 이용한 종합 운항 난이도 산정 방법과 누적 확률분포 개념을 이용하여 선박 운항 난이도가 높은 실험 조건을 실시간 시뮬레이션 실험 조건으로 선택하는 기법을 제시하였다.

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