• Title/Summary/Keyword: 2-모수 와이블 분포

Search Result 34, Processing Time 0.024 seconds

Bayesian Estimation of k-Population Weibull Distribution Under Ordered Scale Parameters (순서를 갖는 척도모수들의 사전정보 하에 k-모집단 와이블분포의 베이지안 모수추정)

  • 손영숙;김성욱
    • The Korean Journal of Applied Statistics
    • /
    • v.16 no.2
    • /
    • pp.273-282
    • /
    • 2003
  • The problem of estimating the parameters of k-population Weibull distributions is discussed under the prior of ordered scale parameters. Parameters are estimated by the Gibbs sampling method. Since the conditional posterior distribution of the shape parameter in the Gibbs sampler is not log-concave, the shape parameter is generated by the adaptive rejection sampling. Finally, we applied this estimation methodology to the data discussed in Nelson (1970).

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
    • /
    • v.11 no.2
    • /
    • pp.351-362
    • /
    • 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.

  • PDF

Piecewise Weibull Model with Covariates (와이블 모형의 모수 추정에서 분할법의 효율성)

  • Chung, Dae-Hyun;Kim, Ju-Sung;Won, Dong-Yu
    • Journal of the Korean Data and Information Science Society
    • /
    • v.11 no.2
    • /
    • pp.295-302
    • /
    • 2000
  • We study the efficient method to estimate the parameters for the Weibull model with covariates which occupies an important position in survival analysis. A treatment period may be divided by the stages of treatments under the different treatment arams. The piecewise method is considered to obtain the estimators of the parameters by maximum likelihood method. We explore the real data to show that the piecewise is more efficient than the nonpiecewise to estimate the parameters.

  • PDF

An Estimation of Parameters in Weibull Distribution Using Least Squares Method under Random Censoring Model (임의 중단모형에서 최소제곱법을 이용한 와이블분포의 모수 추정)

  • Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
    • /
    • v.7 no.2
    • /
    • pp.263-272
    • /
    • 1996
  • In this parer, under random censorship model, an estimation of scale and shape parameters in Weibull lifetime model is considered. Based on nonparametric estimator of survival function, the least square method is proposed. The proposed estimation method is simple and the performance of the proposed estimator is as efficient as maximum likelihood estimators. An example is presented, using field winding data. Simulation studies are performed to compare the performaces of the proposed estimator and maximum likelihood estimator.

  • PDF

Evaluation of Process Capability for Weibull Distribution by the RML Test (최우비(RML)검정에 의한 Weibull분포의 공정능력 평가)

  • Kim, Hong Jun;Kim, in Soo;Song, Suh Ill
    • Journal of Korean Society of Industrial and Systems Engineering
    • /
    • v.23 no.58
    • /
    • pp.81-87
    • /
    • 2000
  • 대수정규분포와 와이블분포는 비정규분포를 하는 공정특성에 반영된다. Hahn 과 Shapir(1967)의 수치 예를 통해 이러한 대수정규분포와 와이블분포를 식별하는 검정방법으로 최우비 검정(RML)을 사용하였다. 검정결과 와이블분포를 하는 공정으로 판단되어, 와이블분포 의 모수 추정은 실무에서 그래프와 수식으로도 쉽게 추정할 수 있는 수정적률추정량(MME)를 이용하여 공정 능력을 평가하였다. 공정능력의 평가 측도로 공정능력지수와 불량률(PPM)의 측도와 병행하여 나타내었다. 공정능력 평가의 결과로 와이블분포를 하는 공정을 대수정규분포로 잘못 판단함으로써 발생하는 오류를 2가지 측도로 표현함으로써 올바르게 공정능력을 판단할 수 있도록 종합적인 정보를 제시하였다.

  • PDF

Performance Comparison of Cumulative Incidence Estimators in the Presence of Competing Risks (경쟁위험 하에서의 누적발생함수 추정량 성능 비교)

  • Kim, Dong-Uk;Ahn, Chi-Kyung
    • The Korean Journal of Applied Statistics
    • /
    • v.20 no.2
    • /
    • pp.357-371
    • /
    • 2007
  • For the time-to-failure data with competing risks, cumulative incidence functions (CIFs) are commonly estimated using nonparametric methods. If the cases of events due to the cause of primary interest are infrequent relative to other cause of failure, nonparametric methods may result in rather imprecise estimates for CIF. In such cases, Bryant et al. (2004) suggested to model the cause-specific hazard of primary interest parametrically, while accounting for the other modes of failure using nonparametric estimator. We represented the semiparametric cumulative incidence estimator and extended to the model of Weibull and log-normal distribution. We also conducted simulations to access the performance of the semiparametric cumulative incidence estimators and to investigate the impact of model misspecification in log-normal cause-specific hazard model.

A Study on Statistical Distribution of Muzzle Velocity of 155mm Propelling Charge (155mm 추진장약 포구속도의 확률분포 특성 연구)

  • Park, Sung-Ho;Park, No-Seok;Choi, Beong-Doo;Kim, Jae-Hoon
    • Proceedings of the Korean Society of Propulsion Engineers Conference
    • /
    • 2009.11a
    • /
    • pp.339-343
    • /
    • 2009
  • The aim of the study was to investigate the statistical distribution of muzzle velocity of 155mm propelling charge K676 which is for the use of K9, a korean 155mm self-propelled artillery. A plenty of muzzle velocity data were collected from lot assessment test of propelling charge. The muzzle velocity of each test round is compensated by reference round. In the present work, the detailed statistical analysis of the muzzle velocity data is carried out using probability models including normal, Weibull 2-parameter and Weibull 3-parameter distributions. The results of goodness of fit test showed that the normal distribution described more appropriately the experimentally measured muzzle velocity data and the Weibull distribution is also applicable. The coefficient of variation showed that the mass production capability of each propelling charge lot has been maintained.

  • PDF

A Evaluation of P-S-N Curve of Low Pressure Steam Turbine Blade Steel (저압 증기 터빈블레이드 강의 P-S-N 선도 평가)

  • Kim, Chul-Su;Jung, Hwa-Young;Kim, Jung-Kyu
    • Proceedings of the KSME Conference
    • /
    • 2001.11a
    • /
    • pp.272-277
    • /
    • 2001
  • In order to evaluate variation of fatigue data of the LP steam turbine blade steel, it is important to estimate P - S - N curves to accurately define the probability distributions. In this study, new procedure is introduced to determine the expression of P - S - N curves. For this purpose, 3-parameter Weibull distribution was found to be most appropriate among assumed distributions when the probability distributions of the fatigue life were examined by the proposed analysis. Furthermore, parameter estimation for P - S - N curves was performed using various optimization to maximize the correlation coefficient. As a result of this, sequential linear programing method is used for estimation of P - S - N curves.

  • PDF

A study on the production process and wear life distributions of brake pads for passenger cars (승용차용 브레이크 패드의 공정분석 및 수명분포 탐색)

  • Woong, Hong-Yeon
    • Journal of the Korean Data and Information Science Society
    • /
    • v.20 no.3
    • /
    • pp.485-492
    • /
    • 2009
  • In this paper, we studied process capability analysis for brake-pad manufacturing system and considered Weibull, normal and logistic distributions for density estimation of wear life of brake pads for a passenger car with a real data. These three distributions are seem to work well. Estimated percentiles of brake pads can be used to evaluate the design criteria and customers' need for brake pads.

  • PDF

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
    • /
    • v.9 no.2
    • /
    • pp.141-147
    • /
    • 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.