• 제목/요약/키워드: Cumulative probability

검색결과 314건 처리시간 0.021초

경쟁적 위험하에서의 신뢰성 분석 (Reliability Analysis under the Competing Risks)

  • 백재욱
    • 한국신뢰성학회지:신뢰성응용연구
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    • 제16권1호
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    • pp.56-63
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    • 2016
  • Purpose: The purpose of this study is to point out that the Kaplan-Meier method is not valid to calculate the survival probability or failure probability (risk) in the presence of competing risks and to introduce more valid method of cumulative incidence function. Methods: Survival analysis methods have been widely used in biostatistics division. However the same methods have not been utilized in reliability division. Especially competing risks cases, where several causes of failure occur and the occurrence of one event precludes the occurrence of the other events, are scattered in reliability field. But they are not noticed in the realm of reliability expertism or they are analysed in the wrong way. Specifically Kaplan-Meier method which assumes that the censoring times and failure times are independent is used to calculate the probability of failure in the presence of competing risks, thereby overestimating the real probability of failure. Hence, cumulative incidence function is introduced and sample competing risks data are analysed using cumulative incidence function and some graphs. Finally comparison of cumulative incidence functions and regression type analysis are mentioned briefly. Results: Cumulative incidence function is used to calculate the survival probability or failure probability (risk) in the presence of competing risks and some useful graphs depicting the failure trend over the lifetime are introduced. Conclusion: This paper shows that Kaplan-Meier method is not appropriate for the evaluation of survival or failure over the course of lifetime. In stead, cumulative incidence function is shown to be useful. Some graphs using the cumulative incidence functions are also shown to be informative.

경쟁적 위험하에서의 회귀분석 (Competing Risks Regression Analysis)

  • 백재욱
    • 한국신뢰성학회지:신뢰성응용연구
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    • 제18권2호
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    • pp.130-142
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    • 2018
  • Purpose: The purpose of this study is to introduce regression method in the presence of competing risks and to show how you can use the method with hypothetical data. Methods: Survival analysis has been widely used in biostatistics division. But the same method has not been utilized in reliability division. Especially competing risks, where more than a couple of causes of failure occur and the occurrence of one event precludes the occurrence of the other events, are scattered in reliability field. But they are not utilized in the area of reliability or they are analysed in the wrong way. Specifically Kaplan-Meier method is used to calculate the probability of failure in the presence of competing risks, thereby overestimating the real probability of failure. Hence, cumulative incidence function is introduced. In addition, sample competing risks data are analysed using cumulative incidence function along with some graphs. Lastly we compare cumulative incidence functions with regression type analysis briefly. Results: We used cumulative incidence function to calculate the survival probability or failure probability in the presence of competing risks. We also drew some useful graphs depicting the failure trend over the lifetime. Conclusion: This research shows that Kaplan-Meier method is not appropriate for the evaluation of survival or failure over the course of lifetime in the presence of competing risks. Cumulative incidence function is shown to be useful in stead. Some graphs using the cumulative incidence functions are also shown to be informative.

상수도 미보급 지역의 지하수 수질상태 평가를 위한 배경농도 산정방법에 관한 연구 (A study on estimating background concentration of groundwater for water quality assessment in non-water supply district)

  • 여영도;서용교;김락현;조동준;김광식;조욱상
    • 상하수도학회지
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    • 제28권3호
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    • pp.345-358
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    • 2014
  • For introducing the groundwater quality assessment using background concentration of groundwater, several methods had been studied to estimate the background concentration of groundwater and to suggest the background concentration of study area. Some methods such as Box whisker plot, Percentile and Cumulative probability distribution had been adopted to estimate background concentration, and it was evaluated that the Cumulative probability distribution method presents more reasonable background concentration because it can consider the data distribution. So we estimated the background concentration of study area using cumulative probability distribution method. We suggested the background concentration for each hydrogeology respectively in case hydrogeological water quality similarity is very low.

탐색 레이다에서 누적확률에 기인한 탐지거리 계산에 관한 연구 (Calculation of the Detection Range for a Given Cumulative Probability in Airborne Surveillance Radars)

  • 김은희;노지은
    • 한국전자파학회논문지
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    • 제29권1호
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    • pp.24-27
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    • 2018
  • 항공기용 레이다의 성능을 나타내는 최대 탐지 거리는 누적 탐지 확률로 규정된다. 이는 지상클러터에 의해 단일 탐지 확률이 거리에 따라 오르내리기 때문에 단일 탐지 확률로 탐지거리를 규정하기 어렵기 때문이다. 따라서 단조 증가하는 누적 탐지 확률을 이용하여 규정한다. 본 논문에서는 일정한 주기를 가지는 탐색 레이다에서 탐색 빔의 위치와 표적의 거리를 고려한 평균 누적 탐지 확률 계산법을 제시하며, 몬테카를로 시뮬레이션의 결과와 비교하여 동일함을 보였다. 수치적 계산에 의해 검증된 몬테카를로 시뮬레이션 모델은 추후 다양한 시나리오에 대한 시스템의 성능을 평가하는 데에 사용될 수 있을 것이다.

Seismic reliability analysis of structures based on cumulative damage failure mechanism

  • Liu, Qiang;Wang, Miaofang
    • Earthquakes and Structures
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    • 제18권4호
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    • pp.519-526
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    • 2020
  • Non-stationary random seismic response and reliability of multi-degree of freedom hysteretic structure system are studied based on the cumulative damage failure mechanism. First, dynamic Eqs. of multi-degree of freedom hysteretic structure system under earthquake action are established. Secondly, the random seismic response of a multi-degree freedom hysteretic structure system is investigated by the combination of virtual excitation and precise integration. Finally, according to the damage state level of structural, the different damage state probability of high-rise frame structure is calculated based on the boundary value of the cumulative damage index in the seismic intensity earthquake area. The results show that under the same earthquake intensity and the same floor quality and stiffness, the lower the floor is, the greater the damage probability of the building structure is; if the structural floor stiffness changes abruptly, the weak layer will be formed, and the cumulative damage probability will be the largest, and the reliability index will be relatively small. Meanwhile, with the increase of fortification intensity, the reliability of three-level structure fortification is also significantly reduced. This method can solve the problem of non-stationary random seismic response and reliability of high-rise buildings, and it has high efficiency and practicability. It is instructive for structural performance design and estimating the age of the structure.

Noncentral F-Distribution for an M-ary Phase Shift Keying Wedge-Shaped Region

  • Kim, Jung-Su;Chong, Jong-Wha
    • ETRI Journal
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    • 제31권3호
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    • pp.345-347
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    • 2009
  • This letter presents an alternative analytical expression for computing the probability of an M-ary phase shift keying (MPSK) wedge-shaped region in an additive white Gaussian noise channel. The expression is represented by the cumulative distribution function of known noncentral F-distribution. Computer simulation results demonstrate the validity of our analytical expression for the exact computation of the symbol error probability of an MPSK system with phase error.

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탐지효과도 및 누적탐지확률 (Measure of Effectiveness for Detection and Cumulative Detection Probability)

  • 조정홍;김재수;임준석;박지성
    • 한국군사과학기술학회지
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    • 제15권5호
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    • pp.601-614
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    • 2012
  • Since the optimized use of sonar systems available for detection is a very practical problem for a given ocean environment, the measure of mission achievability is needed for operating the sonar system efficiently. In this paper, a theory on Measure Of Effectiveness(MOE) for specific mission such as detection is described as the measure of mission achievability, and a recursive Cumulative Detection Probability(CDP) algorithm is found to be most efficient from comparing three CDP algorithms for discrete glimpses search to reduce computation time and memory for complicated scenarios. The three CDPs which are MOE for sonar-maneuver pattern are calculated as time evolves for comparison, based on three different formula depending on the assumptions as follows; dependent or independent glimpses, unimodal or non-unimodal distribution of Probability of Detection(PD) as a function of observation time interval for detection. The proposed CDP algorithm which is made from unimodal formula is verified and applied to OASPP(Optimal Acoustic Search Path Planning) with complicated scenarios.

확률분포를 이용한 전력설비의 기대여명 추정 (Evaluation of life Expectancy of Power System Equipment Using Probability Distribution)

  • 김광원;현승호
    • 조명전기설비학회논문지
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    • 제22권10호
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    • pp.49-55
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    • 2008
  • 본 논문은 확률분포를 이용하여 전력설비의 기대여명을 산출하는 방법을 제안한다. 전력설비의 기대여명이란 해당 설비의 잔존수명으로, 기대여명은 전력시스템의 보수계획, 설비교체계획, 신뢰도 평가에 유용하게 이용될 수 있다. 본 논문에서는 각 운전년수별로 향후 운전가능년수에 대한 누적확률을 계산하고, 계산한 누적확률로 누적확률분포함수모델의 모수를 결정한 후, 모델함수의 평균값을 구하여 기대여명을 산정한다. 제안한 방법에서는 정립한 누적확률분포함수모델을 이용하여 기대여명 뿐만 아니라, 향후 특정 운전년수에 이르기 위한 기대확률까지도 쉽게 구할 수 있다. 제안한 방법은 우리나라 복합화력 발전소 발전기의 기대여명 추정에 적용하여 그 효용성을 입증하였다.

능동소나 탐지효과도 분석 (Measure of Effectiveness Analysis of Active SONAR for Detection)

  • 박지성;김재수;조정홍;김형록;신기철
    • 한국군사과학기술학회지
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    • 제16권2호
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    • pp.118-129
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    • 2013
  • Since the obstacles and mines are of the risk factors for operating ships and submarines, the active sonar system is inevitably used to avoid the hazards in ocean environment. In this paper, modeling and simulation algorithm is used for active sonar systemto quantify the measure of mission achievability, which is known as Measure of Effectiveness(MOE), specifically for detection in this study. MOE for detection is directly formulated as a Cumulative Detection Probability(CDP) calculated from Probability of Detection(PD) in range and azimuth. The detection probability is calculated from Transmission Loss(TL) and the sonar parameters such asDirectivity Index (DI) calculated from the shape of transmitted and received array, steered beam patterns, and Reverberation Level (RL). The developed code is applied to demonstrating its applicability.

수동소나시스템에서 탐지효과도 분석 (Measure of Effectiveness Analysis of Passive SONAR System for Detection)

  • 조정홍;김재수
    • 한국군사과학기술학회지
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    • 제15권3호
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    • pp.272-287
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    • 2012
  • The optimal use of sonar systems for detection is a practical problem in a given ocean environment. In order to quantify the mission achievability in general, measure of effectiveness(MOE) is defined for specific missions. In this paper, using the specific MOE for detection, which is represented as cumulative detection probability(CDP), an integrated software package named as Optimal Acoustic Search Path Planning(OASPP) is developed. For a given ocean environment and sonar systems, the discrete observations for detection probability(PD) are used to calculate CDP incorporating sonar and environmental parameters. Also, counter-detection probability is considered for vulnerability analysis for a given scenario. Through modeling and simulation for a simple case for which an intuitive solution is known, the developed code is verified.