• Journal of applied mathematics & informatics
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• v.19 no.1_2
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• pp.439-445
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• 2005

This paper is to investigate the approximate confidence limits of the reliability performances (such as failure rate, reliability function and average life) for a cold standby series system. The Bayesian approximate upper confidence limit of failure rate is obtained firstly, and next Bayesian approximate lower confidence limits for reliability function and average life are presented. The expressions for calculating Bayesian lower confidence limits of the reliability function and average life are also obtained, and an illustrative example is examined numerically by means of the Monte-Carlo simulation. Finally, the accuracy of confidence limits is discussed.

• 한국전산유체공학회:학술대회논문집
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• 2004.10a
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• pp.187-191
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• 2004

The conventional reliability based design optimization(RBDO) methods require high computational cost compared with the deterministic design optimization(DO) methods. To overcome the computational inefficiency of RBDO, single loop methods have been proposed. These need less function calls than that of RBDO but much more than that of DO. In this study, the approximate reliability method is proposed that the computational requirement is nearly the same as DO and the reliability accuracy is good compared with that of RBDO. Using this method, the 3-D viscous aerodynamic shape design optimization with uncertainty is performed very efficiently.

• Journal of the Korean Data and Information Science Society
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• v.19 no.3
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• pp.951-957
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• 2008

We derive some approximate maximum likelihood estimators(AMLEs) and maximum likelihood estimator(MLE) of the scale parameter in the half-triangle distribution based on progressively Type-II censored samples. We compare the proposed estimators in the sense of the mean squared error for various censored samples. We also obtain the approximate maximum likelihood estimators of the reliability function using the proposed estimators. We compare the proposed estimators in the sense of the mean squared error.

• Journal of the Korean Data and Information Science Society
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• v.18 no.2
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• pp.573-584
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• 2007

We define a skew-symmetric Laplace distribution by a symmetric Laplace distribution and evaluate its coefficient of skewness. And we derive an approximate maximum likelihood estimator(AME) and a moment estimator(MME) of a skewed parameter in a skew-symmetric Laplace distribution, and hence compare simulated mean squared errors of those estimators. We compare asymptotic mean squared errors of two defined estimators of reliability in two independent skew-symmetric distributions.

• Journal of the Korean Data and Information Science Society
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• v.23 no.6
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• pp.1213-1222
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• 2012

We shall derive the moment of the ratio Y/(X + Y) and the reliability P(X < Y ), and then observe the skewness of the ratio in a bivariate Pareto density function of (X, Y). And we shall consider an approximate MLE of parameters in the bivariate Pareto density function.

• 한국전산유체공학회:학술대회논문집
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• 2005.10a
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• pp.99-104
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• 2005

For the efficient reliability analysis, Bi-direction two-point approximation(BTPA) method is developed which solves shortcomings of conventional two-point approximation(TPA) methods that generate an approximate surface with low accuracy or sometimes do an unstable approximate surface. The conventional reliability based design optimization(RBDO) methods require high computational cost compared with the deterministic design optimization(DO) methods. To overcome the computational inefficiency of RBDO, the approximate reliability analysis approaches on the TPA surface are proposed. Using these FORM and SORM analysis strategies, multi-point aerodynamic-structure interacted shape design optimizations with uncertainty are performed very efficiently.

• Journal of the Korean Data and Information Science Society
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• v.18 no.4
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• pp.1205-1214
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• 2007

We define a skew-symmetric double Rayleigh distribution by a symmetric double Rayleigh distribution, and derive an approximate maximum likelihood estimator(AML) and a moment estimator(MME) of a skewed parameter in a skew-symmetric double Rayleigh distribution, and hence compare simulated mean squared errors of those two estimators. We also compare simulated mean squared errors of two proposed estimators of reliability in two independent skew-symmetric double Rayleigh distributions.

• 한국데이터정보과학회:학술대회논문집
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• 2005.10a
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• pp.13-26
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• 2005

In this paper, we derive the approximate maximum likelihood estimators of the scale parameter and location parameter of the exponential distribution based on multiply Type-II censored samples. We compare the proposed estimators in the sense of the mean squared error for various censored samples. We also obtain the approximate maximum likelihood estimator (AMLE) of the reliability function by using the proposed estimators. And then we compare the proposed estimators in the sense of the mean squared error.

• Journal of Ocean Engineering and Technology
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• v.26 no.6
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• pp.80-85
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• 2012

The methods of robust design optimization (RDO) and reliability-based robust design optimization (RBRDO) were implemented in the present study. RBRDO is an integrated method that accounts for the design robustness of an objective function and for the reliability of constraints. The objective function in RBRDO is expressed in terms of the mean and standard deviation of an original objective function. Thus, a multi-objective formulation is employed. The regressive approximate models are generated via the moving least squares method (MLSM) and constraint-feasible moving least squares method (CF-MLSM), which make it possible to realize the feasibility regardless of the multimodality/nonlinearity of the constraint function during the approximate optimization processes. The regression model based RBRDO is newly devised and its numerical characteristics are explored using the design of an actively controlled ten bar truss structure.

• International Journal of Reliability and Applications
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• v.8 no.1
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• pp.1-16
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• 2007

In this paper, we derive exact explicit expressions for the triple and quadruple moments of the lower record values from inverse the Weibull (IW) distribution. Next, we present and calculate the coefficients of the best linear unbiased estimates of the location and scale parameters of IW distribution (BLUEs) for different choices of the shape parameter and records size. We then use the higher order moments and the calculated BLUEs to compute the mean, variance, and the coefficients of skewness and kurtosis of certain linear functions of lower record values. By using the coefficients of the skewness and kurtosis, we develop approximate confidence intervals for the location and scale parameters of the IW distribution using Edgeworth approximate values and then compare them with the corresponding intervals constructed through Monte Carlo simulations. Finally, we apply the findings of the paper to some simulated data.