• Title/Summary/Keyword: Generalized exponential model

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On the Estimation of Parameters in ALT under Generalized Exponential Distribution

  • Yoon, Sang-Chul
    • Journal of the Korean Data and Information Science Society
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    • v.16 no.4
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    • pp.923-931
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    • 2005
  • The two parameter generalized exponential distribution was recently introduced by Gupta and Kundu (1999). It is observed that the generalized exponential distribution can be used quite effectively to analyze skewed data set. This paper develops the accelerated life test model using generalized exponential distribution and considers maximum likelihood estimation of parameters under the tampered random variable model. To show the performance of proposed maximum likelihood estimates, some simulation will be performed. Using a real data set, an example will be given.

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Estimation of Parameters in a Generalized Exponential Semi-Markov Reliability Models

  • El-Gohary Awad
    • International Journal of Reliability and Applications
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    • v.6 no.1
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    • pp.13-29
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    • 2005
  • This paper deals with the stochastic analysis of a three-states semi-Markov reliability model. Using both the maximum likelihood and Bayes procedures, the parameters included in this model are estimated. Next, assuming that the lifetime and repair time are generalized exponential random variables, the reliability function of this system is obtained. Then, the distribution of the first passage time of this system is discussed. Finally, some of the obtained results are compared with those available in the literature.

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Generalized Exponential Regression Model with Randomly Censored Data (임의중도절단자료를 갖는 일반화된 지수회귀모형)

  • 하일도
    • Journal of Korea Society of Industrial Information Systems
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    • v.4 no.2
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    • pp.39-43
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    • 1999
  • We consider generalized exponential regression model with randomly censored data and propose a modified Fisher scoring method which estimates the model parameters. For this, the likelihood equations are derived and then the estimating algorithm is developed. We illustrate the proposed method using a real data.

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STATIONARY $\beta-MIXING$ FOR SUBDIAGONAL BILINEAR TIME SERIES

  • Lee Oe-Sook
    • Journal of the Korean Statistical Society
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    • v.35 no.1
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    • pp.79-90
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    • 2006
  • We consider the subdiagonal bilinear model and ARMA model with subdiagonal bilinear errors. Sufficient conditions for geometric ergodicity of associated Markov chains are derived by using results on generalized random coefficient autoregressive models and then strict stationarity and ,a-mixing property with exponential decay rates for given processes are obtained.

Jackknife Estimators in the Left Truncated Exponential Model

  • Cho, Kil-Ho;Cho, Jang-Sik
    • Journal of the Korean Data and Information Science Society
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    • v.17 no.2
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    • pp.487-492
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    • 2006
  • Jackknife estimators for parameters in the left truncated exponential model are presented. And we show that the generalized jackknife estimators are more efficient than others in terms of the bias and the mean squared error.

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Noninformative Priors for the Stress-Strength Reliability in the Generalized Exponential Distributions

  • Kang, Sang-Gil;Kim, Dal-Ho;Lee, Woo-Dong
    • Communications for Statistical Applications and Methods
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    • v.18 no.4
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    • pp.467-475
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    • 2011
  • This paper develops the noninformative priors for the stress-strength reliability from one parameter generalized exponential distributions. When this reliability is a parameter of interest, we develop the first, second order matching priors, reference priors in its order of importance in parameters and Jeffreys' prior. We reveal that these probability matching priors are not the alternative coverage probability matching prior or a highest posterior density matching prior, a cumulative distribution function matching prior. In addition, we reveal that the one-at-a-time reference prior and Jeffreys' prior are actually a second order matching prior. We show that the proposed reference prior matches the target coverage probabilities in a frequentist sense through a simulation study and a provided example.

Generalized predictive control with exponential weight to control tempera-tures in ceramic drying furnace (세라믹 건조로 온도 제어를 위한 가중계수를 갖는 일반형 예측제어)

  • 임태규;성원준;금영탁;송창섭
    • Journal of the Korean Crystal Growth and Crystal Technology
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    • v.13 no.6
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    • pp.284-289
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    • 2003
  • The electric furnace, inside which the desired temperature is kept by the generated heat, is known to be a difficult system to control and model exactly because system parameters and response delayed time are varied as the temperature and positions are changed. In this study, the GPCEW (generalized predictive control with exponential weight), which always guarantees the stability of the closed loop system and can be effectively applied to the internally unstable system, was introduced to the ceramic drying electric furnace and was verified by showing its temperature tracking performance experimentally.

The influence of the random censorship model on the estimation of the scale parameter of the exponential distribution (중도절단모형이 지수분포의 척도모수추정에 미치는 영향)

  • Kim, Namhyun
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.2
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    • pp.393-402
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    • 2014
  • The simplest and the most important distribution in survival analysis is the exponential distribution. In this paper, we investigate the influence of the random censorship model on the estimation of the scale parameter of the exponential distribution. The considered random censorship models are Koziol-Green model and the generalized exponential distribution model. Two models have different meanings. Through the simulation study, the averages of the estimated values of the parameter do not show big differences, however the MSE of the estimator tends to be bigger when the supposed model is significantly different from the true model.

A Study on the Thermal Creep Behavior of Granite (화강암의 열 크립 거동에 관한 연구)

  • 장명환;양형식
    • Tunnel and Underground Space
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    • v.8 no.1
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    • pp.1-7
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    • 1998
  • In order to get the information of the deformational behavior of rock masses with time in waste disposal repository, it is necessary to measure the relationships between stress and strain and time for temperature. A creep law is used in conjunction with the elastic moduli to calculate stress and displacement following waste emplacement. Exponential-time law's parameters consist of stress and temperature. In this study, thermal creep test was carried out for Whangdeung granite. The measured creep deformation behavior was well explained by exponential time law and generalized Kelvin's rheological model. Mechanicla coefficients for exponential-time creep law showed the clear tendency of temperature dependent while those for Kelvein's model didn't.

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Bayesian Reliability Estimation for a Two-unit Hot Standby System

  • Kim, Hee-Jae;Moon, Young-Gil;Lee, Chang-Soo
    • Journal of the Korean Data and Information Science Society
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    • v.8 no.1
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    • pp.31-39
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    • 1997
  • we shall propose some Bayes estimators and some generalized maximum likelihood estimators for reliability of a two-unit hot standby system with perfect switch based upon a complete sample of failure times observed from the exponential model and compare the peformances of the proposed estimators in terms of mean squared error.

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