• Title/Summary/Keyword: Exponential Model

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Interior and Exterior Trimmed Means in an Exponential Model

  • Jungsoo Woo;Changsoo Lee;Joongdae Kim
    • Communications for Statistical Applications and Methods
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    • v.2 no.1
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    • pp.176-184
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    • 1995
  • In an exponential distribution, the properties of the interior and exterior trimmed means will be introduced, and reliability estimators using the two trimmed means will be compared with the UMVUE of reliability function through simulations.

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Reliability Estimation of a Two Mixture Exponential Model Using Gibbs sampler

  • Kim, Hee-Cheul;Kim, Pyong-Koo
    • Proceedings of the Korean Society for Quality Management Conference
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    • 1998.11a
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    • pp.225-232
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    • 1998
  • A Markov Chain Monte Carlo method with data augmentation is developed to compute the features of the posterior distribution. This data augmentation approach facilitates the specification of the transitional measure in the Markov Chain. Bayesian analysis of the mixture exponential model discusses using the Gibbs sampler. Parameter and reliability estimators are obtained. A numerical study is provided.

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Stochastic Inventory Model with an Exponential Decay (지수적 변질과정의 재고시스템에 관한 연구)

  • 김영민
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.9 no.13
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    • pp.39-43
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    • 1986
  • This thesis aims to find an optimal inventory of probabilistic model with an exponential decay. This system is divided into the production period and non-production period and the behavior of each period is analyzed by birth and death process. The result of this analysis gives how to decide the economic production quantity and the optimal production cycle.

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A Note on the Strong Mixing Property for a Random Coefficient Autoregressive Process

  • Lee, Sang-Yeol
    • Journal of the Korean Statistical Society
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    • v.24 no.1
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    • pp.243-248
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    • 1995
  • In this article we show that a class of random coefficient autoregressive processes including the NEAR (New exponential autoregressive) process has the strong mixing property in the sense of Rosenblatt with mixing order decaying to zero. The result can be used to construct model free prediction interval for the future observation in the NEAR processes.

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Further Approximate Optimum Inspection Intervals

  • Leung, Kit-Nam Francis
    • Industrial Engineering and Management Systems
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    • v.4 no.2
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    • pp.123-128
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    • 2005
  • The author derives a general explicit formula and presents an heuristic algorithm for solving Baker’s model. The examples show that this new approximate solution procedure for determining near optimum inspection intervals is more accurate than the ones suggested by Chung (1993) and Vaurio (1994), and is more efficient computationally than the one suggested by Hariga (1996). The construction and solution of the simplest profit model for an exponential failure distribution were presented in Baker (1990), and approximate analytical results were obtained by Chung (1993) and Vaurio (1994). The author will therefore mainly devote the following discussion to the problem of further approximating optimum inspection intervals.

Accelerated Life Testings for System based on a Bivariate Exponential Model

  • Park, Byung-Gu;Yoon, Sang-Chul
    • Communications for Statistical Applications and Methods
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    • v.6 no.2
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    • pp.423-432
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    • 1999
  • Accelerated life testing of product is commonly used to reduced test time and costs. In this papers is considered when the product is a two component system with lifetimes following the bivariate exponential distribution of Sarkar(1987) using inverse power rule model. Also we derived the maximum likelihood estimators of parameters for asymptotic normality. We compare the mean square error of the proposed estimator for the life distribution under use conditions stree through Monte Carlo simulation.

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The Reliability Estimation of Parallel System in Bivariate Exponential Model : Using Bivariate Type 1 Censored Data (이변량 지수모형에서 병렬시스템의 신뢰도 추정 : 이변량 1종 중단 자료이용)

  • 조장식;김희재
    • Journal of Korean Society for Quality Management
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    • v.25 no.4
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    • pp.79-87
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    • 1997
  • In this paper, we obtain maximum likelihood estimator(MLE) of a parallel system reliability for the Marshall and Olkin's bivariate exponential model with birariate type 1 consored data. The asymptotic normal distribution of the estimator is obtained. Also we construct an a, pp.oximate confidence interval for the reliability based on MLE. We present a numerical study for obtaining MLE and a, pp.oximate confidence interval of the reliability.

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A Study on Estimation of Parameters in Bivariate Exponential Distribution

  • Kim, Jae Joo;Park, Byung-Gu
    • Journal of Korean Society for Quality Management
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    • v.15 no.1
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    • pp.20-32
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    • 1987
  • Estimation for the parameters of a bivariate exponential (BVE) model of Marshall and Olkin (1967) is investigated for the cases of complete sampling and time-truncated parallel sampling. Maximum likelihood estimators, method of moment estimators and Bayes estimators for the parameters of a BVE model are obtained and compared with each other. A Monte Cario simulation study for a moderate sized samples indicates that the Bayes estimators of parameters perform better than their maximum likelihood and method of moment estimators.

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Bayes Computations for the Reliability in a Bivariate Exponential Model

  • In Suk Lee;Jang Sik Cho;Sang Gil Kang;Jeong Hwan Ko
    • Communications for Statistical Applications and Methods
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    • v.5 no.1
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    • pp.145-153
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    • 1998
  • In this paper, a hierarchical Bayesian analysis of a bivariate exponential model is discussed using Gibbs sampler. Parameters and reliability estimators are obtained. A numerical study is provided.

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