• Title/Summary/Keyword: Exponential estimator

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Reliability Modeling and Analysis for a Unit with Multiple Causes of Failure (다수의 고장 원인을 갖는 기기의 신뢰성 모형화 및 분석)

  • Baek, Sang-Yeop;Lim, Tae-Jin;Lie, Chang-Hoon
    • Journal of Korean Institute of Industrial Engineers
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    • v.21 no.4
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    • pp.609-628
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    • 1995
  • This paper presents a reliability model and a data-analytic procedure for a repairable unit subject to failures due to multiple non-identifiable causes. We regard a failure cause as a state and assume the life distribution for each cause to be exponential. Then we represent the dependency among the causes by a Markov switching model(MSM) and estimate the transition probabilities and failure rates by maximum likelihood(ML) method. The failure data are incomplete due to masked causes of failures. We propose a specific version of EM(expectation and maximization) algorithm for finding maximum likelihood estimator(MLE) under this situation. We also develop statistical procedures for determining the number of significant states and for testing independency between state transitions. Our model requires only the successive failure times of a unit to perform the statistical analysis. It works well even when the causes of failures are fully masked, which overcomes the major deficiency of competing risk models. It does not require the assumption of stationarity or independency which is essential in mixture models. The stationary probabilities of states can be easily calculated from the transition probabilities estimated in our model, so it covers mixture models in general. The results of simulations show the consistency of estimation and accuracy gradually increasing according to the difference of failure rates and the frequency of transitions among the states.

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Parametric survival model based on the Lévy distribution

  • Valencia-Orozco, Andrea;Tovar-Cuevas, Jose R.
    • Communications for Statistical Applications and Methods
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    • v.26 no.5
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    • pp.445-461
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    • 2019
  • It is possible that data are not always fitted with sufficient precision by the existing distributions; therefore this article presents a methodology that enables the use of families of asymmetric distributions as alternative probabilistic models for survival analysis, with censorship on the right, different from those usually studied (the Exponential, Gamma, Weibull, and Lognormal distributions). We use a more flexible parametric model in terms of density behavior, assuming that data can be fit by a distribution of stable distribution families considered unconventional in the analyses of survival data that are appropriate when extreme values occur, with small probabilities that should not be ignored. In the methodology, the determination of the analytical expression of the risk function h(t) of the $L{\acute{e}}vy$ distribution is included, as it is not usually reported in the literature. A simulation was conducted to evaluate the performance of the candidate distribution when modeling survival times, including the estimation of parameters via the maximum likelihood method, survival function ${\hat{S}}$(t) and Kaplan-Meier estimator. The obtained estimates did not exhibit significant changes for different sample sizes and censorship fractions in the sample. To illustrate the usefulness of the proposed methodology, an application with real data, regarding the survival times of patients with colon cancer, was considered.

The Comparative Study of NHPP Software Reliability Model Based on Log and Exponential Power Intensity Function (로그 및 지수파우어 강도함수를 이용한 NHPP 소프트웨어 무한고장 신뢰도 모형에 관한 비교연구)

  • Yang, Tae-Jin
    • The Journal of Korea Institute of Information, Electronics, and Communication Technology
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    • v.8 no.6
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    • pp.445-452
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    • 2015
  • Software reliability in the software development process is an important issue. Software process improvement helps in finishing with reliable software product. Infinite failure NHPP software reliability models presented in the literature exhibit either constant, monotonic increasing or monotonic decreasing failure occurrence rates per fault. In this paper, proposes the reliability model with log and power intensity function (log linear, log power and exponential power), which made out efficiency application for software reliability. Algorithm to estimate the parameters used to maximum likelihood estimator and bisection method, model selection based on mean square error (MSE) and coefficient of determination($R^2$), for the sake of efficient model, was employed. Analysis of failure, using real data set for the sake of proposing log and power intensity function, was employed. This analysis of failure data compared with log and power intensity function. In order to insurance for the reliability of data, Laplace trend test was employed. In this study, the log type model is also efficient in terms of reliability because it (the coefficient of determination is 70% or more) in the field of the conventional model can be used as an alternative could be confirmed. From this paper, software developers have to consider the growth model by prior knowledge of the software to identify failure modes which can be able to help.

Reliability Acceptance Sampling Plans with Sequentially Supplied Samples (시료가 축차적으로 공급되는 상황에서의 신뢰성 샘플링검사 계획)

  • Koo, Jung-Seo;Kim, Min;Yum, Bong-Jin
    • Journal of Korean Institute of Industrial Engineers
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    • v.33 no.1
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    • pp.76-85
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    • 2007
  • A reliability acceptance sampling plan (RASP) consists of a set of life test procedures and rules for eitheraccepting or rejecting a collection of items based on the sampled lifetime data. Most of the existing RASPs areconcerned with the case where test items are available at the same time. However, as in the early stage ofproduct development, it may be difficult to secure test items at the same time. In such a case, it is inevitable toconduct a life test using sequentially supplied samples.In this paper, it is assumed that test items are sequentially supplied, the lifetimes of test items follow anexponential disthbution, failures are monitored continuously, arrival times of test items are known, and thenumber of test items at each arrival time is given. Under these assumptions, RASPs are developed by deter-mining the test completion time and the critical value for the maximum likelihood estimator of the mean lifetimesuch that the producer and consumer risks are satisfied. Then, the developed plans are compared to thetraditional Type-I censored RASPs in terms of the test completion time. Computational results indicate that thetest completion time of the developed RASP is shorter than that of the traditional Type-I censored plan in mostcases considered. It is also found that the superiority of the developed RASP becomes more prominent as theinter-arrival times of test items increase and/or the total number of test items gets larger.

Infinite Failure NHPP Software Mixture Reliability Growth Model Base on Record Value Statistics (기록값 통계량에 기초한 무한고장 NHPP 소프트웨어 혼합 신뢰성장 모형에 관한 연구)

  • Kim, Hee-Cheul;Shin, Hyun-Cheul;Kim, Kyung-Soo
    • Convergence Security Journal
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    • v.7 no.3
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    • pp.51-60
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    • 2007
  • Infinite failure NHPP models presented in the literature exhibit either constant, monotonic increasing or monotonic decreasing failure occurrence rates per fault. In this paper, exponential distribution and Rayleigh distribution model was reviewed, proposes the mixture reliability model, which made out efficiency substituted for situation for failure time Algorithm to estimate the parameters used to maximum likelihood estimator and bisection method, model selection based on SSE and Kolmogorov distance, for the sake of efficient model, was employed. Analysis of failure using S27 data set for the sake of proposing shape parameter of the mixture distribution was employed. This analysis of failure data compared with the mixture distribution model and the existing model(using arithmetic and Laplace trend tests, bias tests) is presented.

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The Study for ENHPP Software Reliability Growth Model Based on Kappa(2) Coverage Function (Kappa(2) 커버리지 함수를 이용한 ENHPP 소프트웨어 신뢰성장모형에 관한 연구)

  • Kim, Hee-Cheul
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.11 no.12
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    • pp.2311-2318
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    • 2007
  • Finite failure NHPP models presented in the literature exhibit either constant, monotonic increasing or monotonic decreasing failure occurrence rates per fault. Accurate predictions of software release times, and estimation of the reliability and availability of a software product require Release times of a critical element of the software testing process : test coverage. This model called Enhanced non-homogeneous Poission process(ENHPP). In this paper, exponential coverage and S-shaped model was reviewed, proposes the Kappa coverage model, which make out efficiency application for software reliability. Algorithm to estimate the parameters used to maximum likelihood estimator and bisection method, model selection based on SSE statistics and Kolmogorov distance, for the sake of efficient model, was employed. Numerical examples using real data set for the sake of proposing Kappa coverage model was employed. This analysis of failure data compared with the Kappaa coverage model and the existing model(using arithmetic and Laplace trend tests, bias tests) is presented.