• Title/Summary/Keyword: 와이블 통계 분석

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A Test for Weibull Distribution and Extreme Value Distribution Based on Kullback-Leibler Information (쿨백-레이블러 정보함수에 기초한 와이블분포와 극단값 분포에 대한 적합도 검정)

  • 김종태;이우동
    • The Korean Journal of Applied Statistics
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    • v.11 no.2
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    • pp.351-362
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    • 1998
  • In this paper, a test of fit for Weibull distribution on the estimated Kullback-Leibler information is proposed. The test uses the Vasicek entropy estimates, so to compute it a window size m must first be fried, and then is obtained critical values computed by Monte Carlo simulations. The power of the proposed test under various alternatives is compares with that of ocher famous tests. The use of the test is shown in an illustrative example.

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A Study of the Small Sample Warranty Data Analysis Using the Bayesian Approach (베이지안 기법을 이용한 소표본 보증데이터 분석 방법 연구)

  • Kim, Jong-Gurl;Sung, Ki-Woo;Song, Jung-Moo
    • Proceedings of the Safety Management and Science Conference
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    • 2013.04a
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    • pp.517-531
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    • 2013
  • 보증 데이터를 통해 제품의 수명 및 형상모수를 추정할 때 최우추정법과 같은 전통적인 통계 분석방법(Classical Statistical Method)을 많이 사용하였다. 그러나 전통적인 통계 분석방법을 통해 수명과 형상모수의 추정 시 표본의 크기가 작거나 불완전한 경우 추정량의 신뢰성이 떨어진다는 단점이 있고 또 누적된 경험과 과거자료를 충분히 이용하지 못하는 단점도 있다. 이러한 문제점을 해결하기 위해 모수의 사전분포를 가정하는 베이지안(Bayesian) 기법의 적용이 필요하다. 하지만 보증 데이터분석에 있어서 베이지안 기법을 이용한 연구는 아직 미흡한 실정이다. 본 연구에서는 수명분포가 와이블 분포를 갖는 보증데이터를 활용하여 모수 추정의 효율성을 비교 분석하고자 한다. 이를 위해 와이블 분포의 모수가 대수정규분포를 따르는 사전분포를 갖는 베이지안 기법과 전통적 통계기법인 생명표법(Actuarial method)을 활용하여 추정량을 도출하고 비교 분석하였다. 이를 통해 충분한 관측 데이터를 확보할 수 없는 경우에 베이지안 기법을 이용한 보증 데이터 분석방법의 성능을 확인하고자 한다.

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생존분석을 위한 통계패키지의 비교 연구 - SAS, SPSS, STATA -

  • Jo, Mi-Sun;Kim, Sun-Gwi
    • Proceedings of the Korean Statistical Society Conference
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    • 2003.10a
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    • pp.335-340
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    • 2003
  • 최근 들어 생존분석 기법이 여러 분야에서 관심을 모으고 있을 뿐 아니라 생존자료를 분석하기 위한 여러 패키지들도 개발되어 연구되고 있다. 본고에서는 생존분석의 여러 모형을 간략히 소개하고 생존자료를 분석하기 위하여 널리 사용되고 있는 패키지인 SAS, SPSS, STATA의 기능을 찾아보고 그들의 특징을 비교 조사할 것이다.

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A Comparison of Statistical Prediction Models in Household Water End-Uses (가정용수의 수요량 예측을 위한 통계적 모형 비교)

  • Myoung, Sung-Min;Lee, Doo-Jin;Kim, Hwa-Soo;Jo, Jin-Nam
    • The Korean Journal of Applied Statistics
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    • v.24 no.4
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    • pp.567-573
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    • 2011
  • This study develops a predictive model for household water end-uses based on data that have measured household characteristics, housing characteristics and other items, surveyed over 3 years in Korea. However, the measured data was left-skewed and it was not fitted to normal distribution. The parameter estimate were biased when using a multiple regression model. In addition, the results of the testing for the model were usually of significance due to the tiny residual from a large number of observations. In order to solve the problem, we suggested log-normal regression model and Weibull regression model as alternatives. The results of this study can be utilized in the planning stages of water and waste water facilities.

Bayesian Model Selection of Lifetime Models using Fractional Bayes Factor with Type ?$\pm$ Censored Data (제2종 중단모형에서 FRACTIONAL BAYES FACTOR를 이용한 신뢰수명 모형들에 대한 베이지안 모형선택)

  • 강상길;김달호;이우동
    • The Korean Journal of Applied Statistics
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    • v.13 no.2
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    • pp.427-436
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    • 2000
  • In this paper, we consider a Bayesian model selection problem of lifetime distributions using fractional Bayes factor with noninformative prior when type II censored data are given. For a given type II censored data, we calculate the posterior probability of exponential, Weibull and lognormal distributions and select the model which gives the highest posterior probability. Our proposed methodology is explained and applied to real data and simulated data.

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Analysis of Insulating Reliability in Epoxy Composites (Epoxy 복합체의 절연 신뢰도 해석)

  • 임중관;천민우;박용필
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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    • 2001.10a
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    • pp.724-728
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    • 2001
  • In this study, the dielectric breakdown of epoxy composites used for transformers was experimented and then its data were simulated by Weibull distribution probability. The dielectric breakdown characteristics origin in epoxy composites were examined and various effects of dielectric breakdown on epoxy composites were also discussed. As a result, first of all, speaking of dielectric breakdown properties, the more hardener increased the stronger breakdown strength at low temperature because of cross-linked density by the virtue of ester radical. And the breakdown strength of specimens with filler was lower than it of non-filler specimens because it is believed that the adding filler forms interface and charge is accumulated in it, therefore the molecular motility is raised, the electric field is concentrated, and the acceleration of electron and the growth of electron avalanche are early accomplished. In the case of filled specimens with treating silane, the breakdown strength become much higher since this suggests that silane coupling agent improves interfacial combination and relaxs electric field concentration. Finally, from the analysis of weibull distribution, it was confirmed that as the allowed breakdown probability was given by 0.1%, the applied field value needed to be under 21.5㎹/cm.

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Field data analyses for repairable products (수리가능한 제품의 사용현장 데이터 분석)

  • 배도선;윤형제;최인수
    • The Korean Journal of Applied Statistics
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    • v.8 no.2
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    • pp.133-145
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    • 1995
  • This paper is concerned with the method of estimating lifetime distribution from field data for repairable products with multiple modes of failure, and is an extension of Bai et al.(1995). The log linear function is considered as a model for describing the relation between failure time of a product and covariates. Using the nonhomogeneous poisson process, general methods for obtaining pseudo maximum likelihood estimators(PMLEs) for the parameters are outlined and specific formulas for Weibull distribution are obtained. Effects of follow-up percentage on the PMLEs are investigated. Extension to case-cohort design is also considered.

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A comparison of opimum constant stress and step stress accelerated life tests (일정형 가속수명시험과 계단형 가속수명시험의 비교 : 최적설계를 중심으로)

  • 배도선;김명수;전영록
    • The Korean Journal of Applied Statistics
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    • v.9 no.1
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    • pp.53-73
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    • 1996
  • This paper compares two accelerated life for Weibull distribution. One is the optimum constant stress accelerated life test which minimizes the asymptotic variance of maximum likelihood estimator of a specified quantile at design stress, and the other is corresponding simple step stress test. The models and optimum designs of constant stress and step stress tests are reviewed. Behaviors of asymptotic variances, effects of design parameters to optimum tests, and expected numbers of failures and expected test times of the two tests are investigated. The efficiency of step stress test relative to constant stress test is studied in terms of variance ratio, and robustness to preestimates of design parameters are investigated.

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A study for NHPP Software Reliability Model of the Weibull Extension Model Based on Generalized Order Statistics (일반화 통계량에 의존한 와이블 확장모형을 이용한 NHPP 소프트웨어 신뢰성 모형에 관한 연구)

  • Yang, Tae-Jin
    • The Journal of Korea Institute of Information, Electronics, and Communication Technology
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    • v.8 no.5
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    • pp.339-344
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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 the field of software reliability based on Weibull extension 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.

Evaluation of Electrical Degradation in Epoxy Composites by DC Dielectric Breakdown Properties (DC 절연파괴 특성을 이용한 Epoxy 복합체의 전기적 열화 평가)

  • 임중관;박용필
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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    • 2002.11a
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    • pp.779-783
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    • 2002
  • The dielectric breakdown of epoxy composites used for transformers was experimented and then its data were simulated by Weibull distribution probability. As a result, first of all, speaking of dielectric breakdown properties, the more hardener increased the stronger breakdown strength at low temperature because of cross-linked density by the virtue of ester radical. And the breakdown strength of specimens with filler was lower than it of non-filler specimens because it is believed that the adding filler forms interface and charge is accumulated in it, therefore the molecular motility is raised, the electric field is concentrated, and the acceleration of electron and the growth of electron avalanche are early accomplished. In the case of filled specimens with treating silane, the breakdown strength become much higher since this suggests that silane coupling agent improves interfacial combination and relaxs electric field concentration. Finally, from the analysis of weibull distribution, it was confirmed that as the allowed breakdown probability was given by 0.1%, the applied field value needed to be under 21.5MVcm.

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