• Title/Summary/Keyword: 모수

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Reliability Evaluation of Concentric Butterfly Valve Using Statistical Hypothesis Test (통계적 가설검정을 이용한 중심형 버터플라이 밸브의 신뢰성 평가)

  • Chang, Mu-Seong;Choi, Jong-Sik;Choi, Byung-Oh;Kim, Do-Sik
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.39 no.12
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    • pp.1305-1311
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    • 2015
  • A butterfly valve is a type of flow-control device typically used to regulate a fluid flow. This paper presents an estimation of the shape parameter of the Weibull distribution, characteristic life, and $B_{10}$ life for a concentric butterfly valve based on a statistical analysis of the reliability test data taken before and after the valve improvement. The difference in the shape and scale parameters between the existing and improved valves is reviewed using a statistical hypothesis test. The test results indicate that the shape parameter of the improved valve is similar to that of the existing valve, and that the scale parameter of the improved valve is found to have increased. These analysis results are particularly useful for a reliability qualification test and the determination of the service life cycles.

The effect of parameter estimation on $\bar{X}$ charts based on the median run length ($\bar{X}$ 관리도에서 런길이의 중위수에 기초한 모수 추정의 영향)

  • Lee, Yoojin;Lee, Jaeheon
    • Journal of the Korean Data and Information Science Society
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    • v.27 no.6
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    • pp.1487-1498
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    • 2016
  • In monitoring a process, in-control process parameters must be estimated from the Phase I data. When we design the control chart based on the estimated process parameters, the control limits are usually chosen to satisfy a specific in-control average run length (ARL). However, as the run length distribution is skewed when the process is either in-control or out-of-control, the median run length (MRL) can be used as alternative measure instead of the ARL. In this paper, we evaluate the performance of Shewhart $\bar{X}$ chart with estimated parameters in terms of the average of median run length (AMRL) and the standard deviation of MRL (SDMRL) metrics. In simualtion study, the grand sample mean is used as a process mean estimator, and several competing process standard deviation estimators are used to evaluate the in-control performance for various amounts of Phase I data.

A Fast Bayesian Detection of Change Points Long-Memory Processes (장기억 과정에서 빠른 베이지안 변화점검출)

  • Kim, Joo-Won;Cho, Sin-Sup;Yeo, In-Kwon
    • The Korean Journal of Applied Statistics
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    • v.22 no.4
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    • pp.735-744
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    • 2009
  • In this paper, we introduce a fast approach for Bayesian detection of change points in long-memory processes. Since a heavy computation is needed to evaluate the likelihood function of long-memory processes, a method for simplifying the computational process is required to efficiently implement a Bayesian inference. Instead of estimating the parameter, we consider selecting a element from the set of possible parameters obtained by categorizing the parameter space. This approach simplifies the detection algorithm and reduces the computational time to detect change points. Since the parameter space is (0, 0.5), there is no big difference between the result of parameter estimation and selection under a proper fractionation of the parameter space. The analysis of Nile river data showed the validation of the proposed method.

The Comparative Software Development Cost Model Considering the Change in the Shape Parameter of the Erlang Distribution (어랑분포의 형상모수 변화에 따른 소프트웨어 개발 비용모형에 관한 비교 연구)

  • Yang, Tae-Jin
    • The Journal of Korea Institute of Information, Electronics, and Communication Technology
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    • v.9 no.6
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    • pp.566-572
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    • 2016
  • Software Reliability implemented in software development is one of the most important issues. In finite failure NHPP software reliability models for software failure analysis, the hazard function that means a failure rate may have constant independently for failure time, non-increasing or non-decreasing pattern. In this study, software development cost analysis considering the variable shape parameter of Erlang distribution as the failure life distribution in the software product testing process was studied. The software failure model was applied finite failure Non-Homogeneous Poisson Procedure and the parameters approximation using maximum likelihood estimation was accompanied. Thus, this paper was presented comparative analysis by applying a software failure time data to the software, considering the shape parameter of Erlang distribution for development cost model analysis. When compared to the cost curve in accordance with the shape parameter, the model of smaller shape can be seen that the optimal software release time delay and more cost. Through this study, it is thought that it can serve as a preliminary information which can basically help the software developers to search for development cost according to software shape parameters.

The Maximin Robust Design for the Uncertainty of Parameters of Michaelis-Menten Model (Michaelis-Menten 모형의 모수의 불확실성에 대한 Maximin 타입의 강건 실험)

  • Kim, Youngil;Jang, Dae-Heung;Yi, Seongbaek
    • The Korean Journal of Applied Statistics
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    • v.27 no.7
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    • pp.1269-1278
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    • 2014
  • Despite the D-optimality criterion becomes very popular in designing an experiment for nonlinear models because of theoretical foundations it provides, it is very critical that the criterion depends on the unknown parameters of the nonlinear model. But some nonlinear models turned out to be partially nonlinear in sense that the optimal design depends on the subset of parameters only. It was a strong belief that the maximin approach to find a robust design to protect against the uncertainty of parameters is not guaranteed to be successful in nonlinear models. But the maximin approach could be a success for the partial nonlinear model, because often the optimal design depends on only one unknown value of parameter, easier to handle than the full parameters. We deal with maximin approach for Michaelis-Menten model with respect to D- and $D_s$-optimality.

Nonparametric multiple comparison method using aligned method and joint placement in randomized block design with replications (반복이 있는 랜덤화 블록 모형에서 정렬방법과 결합위치를 이용한 비모수 다중비교법)

  • Hwang, Juwon;Kim, Dongjae
    • The Korean Journal of Applied Statistics
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    • v.31 no.5
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    • pp.599-610
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    • 2018
  • The method of Mack and Skillings (Technometrics, 23, 171-177, 1981) is a nonparametric multiple comparison method in a randomized block design with replications. This method is likely to result in loss of information because each block is ranked using the average of observations instead of repeated observations. In this paper, we proposed a new nonparametric multiple comparison method in the randomized block model with replications using an alignment method proposed by Hodges and Lehmann (The Annals of Mathematical Statistics, 33, 482-497, 1962) that extend the joint placement method proposed by Chung and Kim (Communications for Statistical Applications and Methods, 14, 551-560, 2007). In addition, Monte Carlo simulation compared the family wise error rate and power with the parametric method and the nonparametric method.

A Test of Fit for Inverse Gaussian Distribution Based on the Probability Integration Transformation (확률적분변환에 기초한 역가우스분포에 대한 적합도 검정)

  • Choi, Byungjin
    • The Korean Journal of Applied Statistics
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    • v.26 no.4
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    • pp.611-622
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    • 2013
  • Mudholkar and Tian (2002) proposed an entropy-based test of fit for the inverse Gaussian distribution; however, the test can be applied to only the composite hypothesis of the inverse Gaussian distribution with an unknown location parameter. In this paper, we propose an entropy-based goodness-of-fit test for an inverse Gaussian distribution that can be applied to the composite hypothesis of the inverse Gaussian distribution as well as the simple hypothesis of the inverse Gaussian distribution with a specified location parameter. The proposed test is based on the probability integration transformation. The critical values of the test statistic estimated by simulations are presented in a tabular form. A simulation study is performed to compare the proposed test under some selected alternatives with Mudholkar and Tian (2002)'s test in terms of power. The results show that the proposed test has better power than the previous entropy-based test.

Comparison of Inoculation Effects for Different Seed and Nodule Sources in Alnus firma Grown in Yeosu Industrial Complex(I) (여수산업단지에서 자라는 사방오리나무에서 채취한 종자와 질소고정 뿌리혹의 접종 효과 비교(I))

  • Su-Young Woo;Oh-Kyu Kwon
    • Korean Journal of Agricultural and Forest Meteorology
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    • v.4 no.1
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    • pp.12-17
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    • 2002
  • This study identified the physiological characteristics of Alnus firma seedlings collected from air polluted industrial complex of Yeosu area with inoculation of nitrogen-fixing nodule. A. firma individuals resistant or sensitive to air pollution stress at the study area were selected. Seeds of the individuals were sown in a pot and inoculated with the nodules collected at the same area about 3 weeks after germination. To compare the inoculation effects, photosynthesis was measured among the A. firma seedlings under 12 inoculation combinations of seed sources and nodule sources. Photosynthetic activities of seedlings from resistant mother trees were obviously higher than those from sensitive mother trees. In general, the seedlings inoculated with nodule of sensitive trees, showed a worse physiological trend on every combination. In this study, inoculation effect was less important factor than seed sources to photosynthetic activities of A. firma. This physiological characteristic seemed to be determined by seed sources rather than nodule sources.

Estimation of confidence interval in exponential distribution for the greenhouse gas inventory uncertainty by the simulation study (모의실험에 의한 온실가스 인벤토리 불확도 산정을 위한 지수분포 신뢰구간 추정방법)

  • Lee, Yung-Seop;Kim, Hee-Kyung;Son, Duck Kyu;Lee, Jong-Sik
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.4
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    • pp.825-833
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    • 2013
  • An estimation of confidence intervals is essential to calculate uncertainty for greenhouse gases inventory. It is generally assumed that the population has a normal distribution for the confidence interval of parameters. However, in case data distribution is asymmetric, like nonnormal distribution or positively skewness distribution, the traditional estimation method of confidence intervals is not adequate. This study compares two estimation methods of confidence interval; parametric and non-parametric method for exponential distribution as an asymmetric distribution. In simulation study, coverage probability, confidence interval length, and relative bias for the evaluation of the computed confidence intervals. As a result, the chi-square method and the standardized t-bootstrap method are better methods in parametric methods and non-parametric methods respectively.

Goodness-of-fit test for normal distribution based on parametric and nonparametric entropy estimators (모수적 엔트로피 추정량과 비모수적 엔트로피 추정량에 기초한 정규분포에 대한 적합도 검정)

  • Choi, Byungjin
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.4
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    • pp.847-856
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    • 2013
  • In this paper, we deal with testing goodness-of-fit for normal distribution based on parametric and nonparametric entropy estimators. The minimum variance unbiased estimator for the entropy of the normal distribution is derived as a parametric entropy estimator to be used for the construction of a test statistic. For a nonparametric entropy estimator of a data-generating distribution under the alternative hypothesis sample entropy and its modifications are used. The critical values of the proposed tests are estimated by Monte Carlo simulations and presented in a tabular form. The performance of the proposed tests under some selected alternatives are investigated by means of simulations. The results report that the proposed tests have better power than the previous entropy-based test by Vasicek (1976). In applications, the new tests are expected to be used as a competitive tool for testing normality.