• Title/Summary/Keyword: 모수 추정법

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Parameter Estimation and Reliability Analysis Using Bayesian Approach for Bolted Joint and O-ring Seal of Solid Rocket Motor (고체 로켓 모터의 체결 볼트와 오링에 대한 베이지안 접근법 기반 모수 추정과 신뢰성 해석)

  • Gang, Jin Hyuk;Choi, Joo Ho
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.41 no.11
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    • pp.1055-1064
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    • 2017
  • Since a device such as a rocket motor requires very high reliability, a reasonable reliability design process is essential. However, Korea has implemented a design method for applying a safety factor to each component. In classic reliability analysis, input variables such as mean and standard deviation, used in the limit state function, are treated as deterministic values. Because the mean and standard deviation are determined by a small amount of data, this approach could lead to inaccurate results. In this study, reliability analysis is performed for bolted joints and o-ring seals, and the Bayesian approach is used to statistically estimate the input variables. The estimated variables and failure probability, calculated by the reliability analysis, are derived in the form of probability distributions.

On Multiple Comparison of Geometric Means of Exponential Parameters via Graphical Model (그래프 모형을 이용한 지수분포 모수들의 기하평균 비교에 관한 연구)

  • Kim, Dae-Hwang;Kim, Hea-Jung
    • The Korean Journal of Applied Statistics
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    • v.19 no.3
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    • pp.447-460
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    • 2006
  • This paper develops a multiple comparison method for finding an optimal ordering of K geometric means of exponential parameters. This is based on the paired comparison experimental arrangement whose results can naturally be represented by a completely oriented graph. Introducing posterior preference probabilities and stochastic transitivity conditions to the graph, we obtain a new graphical model that yields criteria for the optimal ordering in the multiple comparison. Necessary theories involved in the method and some computational aspects are provided. Some numerical examples are given to illustrate the efficiency of the suggested method.

Doubly Robust Imputation Using Auxiliary Information (보조 정보에 의한 이중적 로버스트 대체법)

  • Park, Hyeon-Ah;Jeon, Jong-Woo;Na, Seong-Ryong
    • Communications for Statistical Applications and Methods
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    • v.18 no.1
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    • pp.47-55
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    • 2011
  • Ratio and regression imputations depend on the model of a survey variable and the relation between the survey variable and auxiliary variables. If the model is not true, the unbiasedness of the estimator using the ratio or regression imputation cannot be guaranteed. In this paper, we develop the doubly robust imputation, which satisfies the approximate unbiasedness of the estimator, whether the model assumption is valid or not. The proposed imputation increases the efficiency of estimation by using the population information of the auxiliary variables. The simulation study establishes the theoretical results of this paper.

Sensitivity analysis of reliability estimation methods for attribute data to sample size and sampling points of time (계수형 데이터에 대한 신뢰도 추정방법의 샘플 수와 샘플링 시점 수에 따른 민감도 분석)

  • Son, Young-Kap;Ryu, Jang-Hee
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.12 no.2
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    • pp.581-587
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    • 2011
  • Reliability estimation methods using attribute data are widely used in reliability evaluation of various systems such as nuclear energy plants, food and drug, and space launch vehicles. This paper shows sensitivity analysis and comparison results of reliability estimation methods including a parametric estimation method in open literature with respect to both sample size and sampling points of time. And ways to improve accuracy of each reliability estimation method were proposed from the sensitivity analysis results.

Generalization of modified systematic sampling and regression estimation for population with a linear trend (선형추세를 갖는 모집단에 대한 변형계통표집의 일반화와 회귀추정법)

  • Kim, Hyuk-Joo;Kim, Jeong-Hyeon
    • Journal of the Korean Data and Information Science Society
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    • v.20 no.6
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    • pp.1103-1118
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    • 2009
  • When we wish to estimate the mean or total of a finite population, the numbering of the population units is of importance. In this paper, we have proposed two methods for estimating the mean or total of a population having a linear trend, for the case when the reciprocal of the sampling fraction is an even number and the sample size is an odd number. The first method involves drawing a sample by using a method which is a generalization of Singh et al's (1968) modified systematic sampling, and using interpolation in determining the estimator. The second method involves selecting a sample by modified systematic sampling, and estimating the population parameters by the regression estimation method. Under the criterion of the expected mean square error based on Cochran's (1946) infinite superpopulation model, the proposed methods have been compared with existing methods. We have also made a comparison between the two proposed methods.

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Understanding Bayesian Experimental Design with Its Applications (베이지안 실험계획법의 이해와 응용)

  • Lee, Gunhee
    • The Korean Journal of Applied Statistics
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    • v.27 no.6
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    • pp.1029-1038
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    • 2014
  • Bayesian experimental design is a useful concept in applied statistics for the design of efficient experiments especially if prior knowledge in the experiment is available. However, a theoretical or numerical approach is not simple to implement. We review the concept of a Bayesian experiment approach for linear and nonlinear statistical models. We investigate relationships between prior knowledge and optimal design to identify Bayesian experimental design process characteristics. A balanced design is important if we do not have prior knowledge; however, prior knowledge is important in design and expert opinions should reflect an efficient analysis. Care should be taken if we set a small sample size with a vague improper prior since both Bayesian design and non-Bayesian design provide incorrect solutions.

Comparison of Step-Wise and Exact Maximum Likelihood Estimations on Cell Probabilities of Contingency Table (단계별로 얻어진 이차원 분할표의 모수 추정을 위한 정확최대우도추정법과 단계별추출추정법의 비교)

  • Lee, Sang-Eun;Kang, Kee-Hoon;Jeung, Seok-O;Shin, Key-Il
    • Communications for Statistical Applications and Methods
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    • v.17 no.1
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    • pp.67-77
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    • 2010
  • In multinomial scheme with step-wise sampling, maximum likelihood estimates of multinomial probabilities are improved when some frequencies are merged. In this study, for cell probabilities in a I by J independent contingency tables, exact MLE and step-wise estimation methods are applied and the results are compared using MSE and Bias.

A Comparative Study for NHPP Software Reliability Model based on the Shape Parameter of Flexible Weibull Extension Distribution (유연한 와이블 확장분포의 형상모수를 이용한 NHPP 소프트웨어 신뢰성 모형에 관한 비교연구)

  • Kim, Hee-Cheul;Shin, Hyun-Cheul
    • The Journal of Korea Institute of Information, Electronics, and Communication Technology
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    • v.9 no.2
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    • pp.141-147
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    • 2016
  • NHPP software reliability models for failure analysis can have, in the literature, exhibit either constant, monotonic increasing or monotonic decreasing failure occurrence rates per fault. In this paper, infinite failures NHPP models that repairing software failure point in time reflects the situation, was presented for comparing property. Commonly used in the field of software reliability based on Flexible Weibull extension distribution software reliability of infinite failures was presented for comparison problem. The result is that a relatively small shaping parameter was effectively. The parameters estimation using maximum likelihood estimation was conducted and model selection was performed using the mean square error and the coefficient of determination.. In this research, software developers to identify software failure property follows shape parameter, some extent be able to help is considered.

A Study for NHPP Software Reliability Model of Lomax Distribution Based on Shape Parameter (Lomax 분포의 형상모수에 근거한 무한고장 NHPP 소프트웨어 신뢰성 모형에 관한 연구)

  • Kim, Hee-Cheul;Shin, Hyun Cheul
    • The Journal of Korea Institute of Information, Electronics, and Communication Technology
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    • v.8 no.5
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    • pp.412-418
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    • 2015
  • NHPP software reliability models for failure analysis can have, in the literature, exhibit either constant, monotonic increasing or monotonic decreasing failure occurrence rates per fault. In this paper, infinite failures NHPP models that repairing software failure point in time reflects the situation, was presented for comparing property. Commonly used in business, economics, and actuarial modeling based on Lomax distribution, software reliability of infinite failures was presented for comparison problem. The result is that a relatively large shape parameter was effectively. The parameters estimation using maximum likelihood estimation was conducted and Model selection was performed using the mean square error and the coefficient of determination. In this research, software developers to identify software failure property follows shape parameter, some extent be able to help is considered.

A Test of the Rank Conditions in the Simultaneous Equation Models (연립방정식 모형의 계수조건 검정법 제안)

  • So, Sun-Ha;Park, You-Sung;Lee, Dong-Hee
    • Communications for Statistical Applications and Methods
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    • v.16 no.1
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    • pp.115-125
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    • 2009
  • Simultaneous equation models, which are widely used in business and economic areas, generally consist of endogenous variables determined within models and exogenous variables externally determined and in the simultaneous equations model framework there are rank and order conditions for the model identification and the existence of unique solutions. By contrast, their estimating results have less efficiencies and furthermore do not exist, since the most estimating procedures are performed under the assumptions for rank and order conditions. We propose the new statistical test for sufficiency of the rank condition under the order condition, and show the asymptotic properties for the test. The Monte Carlo simulation studies are achieved in order to evaluate its power and to suggest the baseline for satisfying the rank conditions.