• Title/Summary/Keyword: Erlang distribution

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Cusum control chart for monitoring process variance (공정분산 관리를 위한 누적합 관리도)

  • Lee, Yoon-Dong;Kim, Sang-Ik
    • Proceedings of the Korean Society for Quality Management Conference
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    • 2006.04a
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    • pp.135-141
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    • 2006
  • Cusum control chart is used for the purpose of controling the process mean. We consider the problem related to cusum chart for controling process variance. Previous researches have considered the same problem. The main difficulty shown in the related researches was to derive the ARL function which characterizes the properties of the chart. Sample variance, differently with sample mean, follows chi-squared type distribution, even when the quality characteristics are assumed to be normally distributed. The ARL function of cusum is described by a type of integral equation. Since the solution of the integral equation for non-normal distribution is not known well, people used simulation method instead of solving the integral equation directly, or approximation method by taking logarithm of the sample variance. Recently a new method to solve the integral equation for Erlang distribution was published. Here we consider the steps to apply the solution to the problem of controling process variance.

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Bayesian Computation for Superposition of MUSA-OKUMOTO and ERLANG(2) processes (MUSA-OKUMOTO와 ERLANG(2)의 중첩과정에 대한 베이지안 계산 연구)

  • 최기헌;김희철
    • The Korean Journal of Applied Statistics
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    • v.11 no.2
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    • pp.377-387
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    • 1998
  • A Markov Chain Monte Carlo method with data augmentation is developed to compute the features of the posterior distribution. For each observed failure epoch, we introduced latent variables that indicates with component of the Superposition model. This data augmentation approach facilitates specification of the transitional measure in the Markov Chain. Metropolis algorithms along with Gibbs steps are proposed to preform the Bayesian inference of such models. for model determination, we explored the Pre-quential conditional predictive Ordinate(PCPO) criterion that selects the best model with the largest posterior likelihood among models using all possible subsets of the component intensity functions. To relax the monotonic intensity function assumptions, we consider in this paper Superposition of Musa-Okumoto and Erlang(2) models. A numerical example with simulated dataset is given.

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(Continuous-Time Queuing Model and Approximation Algorithm of a Packet Switch under Heterogeneous Bursty Traffic) (이질적 버스트 입력 트래픽 환경에서 패킷 교환기의 연속 시간 큐잉 모델과 근사 계산 알고리즘)

  • 홍석원
    • Journal of KIISE:Information Networking
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    • v.30 no.3
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    • pp.416-423
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    • 2003
  • This paper proposes a continuous-time queuing model of a shared-buffer packet switch and an approximate algorithm. N arrival processes have heterogeneous busty traffic characteristics. The arrival processes are modeled by Coxian distribution with order 2 that is equivalent to Interruped Poisson Process. The service time is modeled by Erlang distribution with r stages. First the approximate algorithm performs the aggregation of N arrival processes as a single state variable. Next the algorithm discompose the queuing system into N subsystems which are represented by aggregated state variables. And the balance equations based on these aggregated state variables are solved for by iterative method. Finally the algorithm is validated by comparing the results with those of simulation.

A Performance Comparative Evaluation for Finite and Infinite Failure Software Reliability Model using the Erlang Distribution (어랑분포를 적용한 유한 및 무한 고장 소프트웨어 신뢰모형에 관한 성능 비교 평가에 관한 연구)

  • Yang, Tae-Jin
    • The Journal of Korea Institute of Information, Electronics, and Communication Technology
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    • v.9 no.4
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    • pp.351-358
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    • 2016
  • Science and technology is developing rapidly as more powerful software with the rapid development of software testing and reliability assessment by the difficulty increases with the complexity of the software features of the larger increases 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, finite failure NHPP models that assuming the expected value of the defect and infinite failures NHPP models that repairing software failure point in time reflects the situation, were presented for comparing property. Commonly used in the field of software reliability based on Erlang distribution software reliability model finite failures and infinite failures were presented for performance comparative evaluation problem. As a result, finite failure model is better than infinite failure model effectively. The parameters estimation using maximum likelihood estimation in the course of this study was conducted. As the results of this research, software developers to identify software failure property be able to help is concluded.

An Analysis of Pedestrians' Speed according to Pedestrian Countdown Signal Systems (보행신호 잔여시간 표시장치에 따른 보행속도 분석)

  • Jang, Myeong-Sun;Im, Sam-Jin;Kim, Gyeong-Hui
    • Journal of Korean Society of Transportation
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    • v.24 no.4 s.90
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    • pp.43-53
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    • 2006
  • Pedestrian countdown signals were newly introduced to make Pedestrians feel more comfortable and safer in crossing the streets This Paper analysed pedestrian walking-speed through a before-after behavior study Data was collected from 22 sites. and the total number of pedestrians was 19,800. The results showed that the average Pedestrian walking-speed of existing pedestrian signal, an inverted triangle countdown signal and a numeric countdown signal were 1.44, 1.39 and 1.42m/sec. The difference between the three methods was statistically significant. The results showed that the distribution of the walking-speed of existing signal. an inverted triangle countdown signal and a numeric countdown signal were statistically Erlang(0.117, 10) distribution. Weibull(1.17, 3.72) distribution and Gamma(0.137, 8.18) distribution at 95% confidence level.

Comparative Analysis on the Attributes of NHPP Software Development Cost Model Applying Gamma Family Distribution (감마족 분포을 적용한 NHPP 소프트웨어 개발비용 모형의 속성에 관한 비교 분석)

  • Hyo-Jeong Bae
    • The Journal of the Korea institute of electronic communication sciences
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    • v.18 no.5
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    • pp.867-876
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    • 2023
  • In this study, the attributes of the NHPP software development cost model applying the Gamma family distribution (Erlang, Log-Logistic, Rayleigh) were newly analyzed, and after comparing with the Goel-Okumoto basic model to verify the properties of the model, the optimal model was also presented based on this. To analyze software reliability, failure time data that occurred randomly during system operation was used, and the calculation of the parameters was solved using the maximum likelihood estimation. As a result of comprehensive evaluation through various attribute analysis (mean value function, development cost, optimal release time), it was confirmed that the Rayleigh model had the best performance. Through this study, the attributes of the software development cost model applying the Gamma family distribution, which has no previous research case, were newly identified. Also, basic design data could also be presented so that developers can efficiently utilize this research data at an early stage.

Bayesian Estimation of Shape Parameter of Pareto Income Distribution Using LINEX Loss Function

  • Saxena, Sharad;Singh, Housila P.
    • Communications for Statistical Applications and Methods
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    • v.14 no.1
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    • pp.33-55
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    • 2007
  • The economic world is full of patterns, many of which exert a profound influence over society and business. One of the most contentious is the distribution of wealth. Way back in 1897, an Italian engineer-turned-economist named Vilfredo Pareto discovered a pattern in the distribution of wealth that appears to be every bit as universal as the laws of thermodynamics or chemistry. The present paper proposes some Bayes estimators of shape parameter of Pareto income distribution in censored sampling. Asymmetric LINEX loss function has been considered to study the effects of overestimation and underestimation. For the prior distribution of the parameter involved a number of priors including one and two-parameter exponential, truncated Erlang and doubly truncated gamma have been contemplated to express the belief of the experimenter s/he has regarding the parameter. The estimators thus obtained have been compared theoretically and empirically with the corresponding estimators under squared error loss function, some of which were reported by Bhattacharya et al. (1999).

A Study on the Multi-Level Distribution Policy of High Demand Rate Goods. (수요율이 높은 제품의 다단계 분배정책에 관한 연구)

  • 유형근;김종수
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.17 no.31
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    • pp.59-72
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    • 1994
  • This paper deals with ordering policies of consumable goods which have large demand rates in a multi-level distribution system. The system we are concerned consists of one Central Distribution Center(CDC) and N non-identical Regional Distribution Centers(RDCs) which have different demand rates, minimum fillrates, leadtimes, etc. The customer demand on the RDC is stationary poisson and the RDCs demand on the CDC is superposition of Q-stage Erlang distributions. We approximate the RDCs and CDC demand distribution to nomal in order to enhance the efficiency of algorithm. The relevant costs include a fixed ordering cost and inventory holding cost, and backorder cost. The objective is to find a continuous-review ordering policy that minimizes the expected average costs under constraints of minimum fill rates of RDCs and maximum allowable mean delay of CDC. We developed an algorithm for determining the optimal ordering policies of the CDC and the RDCs. We verified and compared the performance of the algorithm through the simulation using the algorithm result as the input parameters.

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G/M/1 QUEUES WITH ERLANGIAN VACATIONS

  • Park, Bong-Dae;Han, Dong-Hwan
    • Communications of the Korean Mathematical Society
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    • v.10 no.2
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    • pp.443-460
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    • 1995
  • We consider a G/M/1 vacation model where the vacation time has k-stages generalized Erlang distribution. By using the methods of the shift operator and supplementary variable, we explicitly obtain the limiting probabilities of the queue length at arrival time points and arbitrary time points simultaneously. Operational calculus technique is used for solving non-homogeneous difference equations.

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An Attempt to Model Distributions of Machined Component Dimensions in Production

  • Cogun, Can;Kilinc, Biinyamin
    • Journal of Mechanical Science and Technology
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    • v.16 no.1
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    • pp.60-74
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    • 2002
  • In this study, normal, log-normal, triangular, uniform. Weibull, Erlang and unit beta probability density functions are tried to represent the behaviour of frequency distributions of workpiece dimensions collected from various manufacturing firms. Among the distribution functions, the unit beta distribution function is found to be the best fit using the chi-square test of fit. An attempt is made for the adoption of the unit beta model to x-bar charts of quality control in manufacturing. In this direction, upper and lower control limits (UCL and LCL) of x-bar control charts of dimension measurements are estimated for the beta model, and the observed differences between the beta and normal model control limits are discussed for the measurement sets.