• Communications for Statistical Applications and Methods
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• 제23권6호
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• pp.479-496
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• 2016

In this survey, we present a modified inverse moment estimation of parameters and its applications. We use a specific model to demonstrate its principle and how to apply this method in practice. The estimation of unknown parameters is considered. A necessary and sufficient condition for the existence and uniqueness of maximum-likelihood estimates of the parameters is obtained for the classical maximum likelihood estimation. Inverse moment and modified inverse moment estimators are proposed and their properties are studied. Monte Carlo simulations are conducted to compare the performances of these estimators. As far as the biases and mean squared errors are concerned, modified inverse moment estimator works the best in all cases considered for estimating the unknown parameters. Its performance is followed by inverse moment estimator and maximum likelihood estimator, especially for small sample sizes.

• 신재생에너지
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• 제20권2호
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• pp.2-16
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• 2024

Various loads induced by marine environmental conditions, such as waves, currents, and wind, are crucial for the operation and viability of offshore wind power (OWP) systems. In particular, waves have a significant impact on the stress and fatigue load of offshore structures, and highly reliable design parameters should be derived through extreme value analysis (EVA) techniques. In this study, extreme wave analyses were conducted with various Weibull distribution models to determine the reliable design parameters of an OWP system suitable for the Ulsan area. Forty-three years of long-term hindcast data generated by a numerical wave model were adopted as the analyses data, and the least-squares method was used to estimate the parameters of the distribution function for EVA. The inverse first-order reliability method was employed as the EVA technique. The obtained results were compared among themselves under the assumption that the marginal probability distributions were 2p, 3p, and exponentiated Weibull distributions.

• 한국정보전자통신기술학회논문지
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• 제11권6호
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• pp.645-650
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• 2018

소프트웨어 안정성은 운영 환경에서 시간의 흐름에 따른 오작동이 없이 운영 될 수있는 가능성이라고 할 수 있다. 소프트웨어의 고장 분석을 위한 유한 고장 NHPP에서, 고장 발생률은 일정하거나 단조롭게 증가하거나 단조 감소하는 추이를 나타낼 수 있다. 본 연구에서는 NHPP 모형에 근거하고 소프트웨어 고장시간 자료를 바탕으로 와이블 분포의 형상모수를 고려한 지수분포 Rayleigh 분포, 역-지수 분포를 수명분포로 하여 소프트웨어 개발 비용모형에 관한 속성을 비교 평가분석을 하였다. 또한 모수 추정은 최우 추정방법을 적용하고 데이터 추세검정은 박스-플롯방법을 이용하였다. 본 연구의 결과는 Rayleigh 모형이 역-지수 모형이나 Goel-Okumoto 모형에 비교해서 방출 시기는 Rayleigh 모형이 가장 빠르고 방출시점의 비용도 가장 경제적임을 알 수 있다. 이 연구의 결과를 이용하면 소프트웨어 개발자 및 운용자들은 최적방출시간과 경제적인 개발비용을 예측 하는데 활용 할 수 있으리라 판단된다.

• 전자공학회논문지A
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• 제32A권6호
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• pp.67-74
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• 1995

This paper proposes the step-stress type-I censoring model for analyzing the data of accelerated life test and reducing the time of accelerated life test. In order to obtain the data of accelerated life test, the step-stress accelerated life test was run with voltage stress to CMOS Hex Buffer. The Weibull distribution, the Inverse-power-law model and Maximum likelihood method were used. The iterative procedure using modified-quasi-linearization method is applied to solve the nonlinear equation. The proposed Weibull step-stress type-I censoring model exactly estimases the life time of units, while reducting the time of accelerated life test and the equipments of test.

• 한국신뢰성학회지:신뢰성응용연구
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• 제14권1호
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• pp.45-51
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• 2014

Thermal shock tests at two stress levels were performed to see the life (cycles) of LPF ASSY (low pass filter assembly) at normal stress level. In this case Coffin-Manson relationship is generally used to describe the relationship between the temperature difference and the life, together with the Weibull distribution describing the life at each stress level. So for given data Coffin-Manson is fitted to predict the life at normal stress level. However, different types of models are appropriate for this type of test. Hence, a more appropriate model such as General log-linear model which can also incorporate the duration at the highest and lowest temperatures and acceleration time will be introduced.

• International Journal of Safety
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• 제1권1호
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• pp.36-42
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• 2002

This paper is aimed at predicting the life of rubber insulating gloves under normal operating stresses from relatively rapid test performed at higher stresses. Specimens of rubber insulating gloves are subject to multiple stress conditions, i.e. combined electrical and thermal stresses. Two modes of electrical stress, step voltage stress and constant voltage stress are used in specimen aging. There are two types of test for electrical stress in this experiment: the one is Breakdown Voltage (BDV) test under step voltage stress and thermal stress and the other is lifetime test under constant voltage stress and temperature stress. The ac breakdown voltage defined as the break-down point of insulation that leakage current excesses a limit value, l0mA in this experiment, is determined. Because the very high variability of aging data requires the application of statistical model, Weibull distribution is used to represent the failure times as the straight line on Weibull probability paper. Weibull parameters are deter-mined by three statistical methods i.e. maximum likelihood method, graphical method and least squares method, which employ SAS package, Weibull probability paper and FORTRAN, respectively. Two chosen models for predicting the life under simultaneous electrical and thermal stresses are inverse power model and exponential model. And the constants of life equation for multistress aging are calculated using numerical method, such as Gauss Jordan method etc.. The completion of life equation enables to estimate the life at normal stress based on the data collected from accelerated aging test. Also the comparison of the calculated lifetimes between the inverse power model and the exponential model is carried out. And the lifetimes calculated by three statistical methods with lower voltage than test voltage are compared. The results obtained from the suggested experimental method are presented and discussed.

• 산업경영시스템학회지
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• 제11권17호
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• pp.67-80
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• 1988

This study is concerned with the comparison of two time homogeneous Poisson processes. Traditionally, the methods of testing equality of Poisson processes were based on the binomial distribution or its normal approximations. The sampling plans used in these methods are to observe the processes concurrently over a predetermined time interval, possibly different for each process. However, when the values of the intensities of the processes are small, inverse type sampling plans are more appropriate since there may be cases where only a few or even no events are observed in the predetermined time interval. This study considers 9 inverse type sampling plans for the comparison of two Poisson processes. For each sampling plans considered, critical regions and the design parameters of the sampling plan are determined to guarantee the significance level and the power at some values of the alternative hypothesis. The Problem of comparing of two Weibull processes are also considered.

• KSII Transactions on Internet and Information Systems (TIIS)
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• 제15권12호
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• pp.4567-4583
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• 2021

This study proposes an analytical approximation algorithm based on extreme value theory (EVT) for the inverse of the power of the incomplete Gamma function. First, the Gumbel function is used to approximate the power of the incomplete Gamma function, and the corresponding inverse problem is transformed into the inversion of an exponential function. Then, using the tail equivalence theorem, the normalized coefficient of the general Weibull distribution function is employed to replace the normalized coefficient of the random variable following a Gamma distribution, and the approximate closed form solution is obtained. The effects of equation parameters on the algorithm performance are evaluated through simulation analysis under various conditions, and the performance of this algorithm is compared to those of the Newton iterative algorithm and other existing approximate analytical algorithms. The proposed algorithm exhibits good approximation performance under appropriate parameter settings. Finally, the performance of this method is evaluated by calculating the thresholds of space-time block coding and space-frequency block coding pattern recognition in multiple-input and multiple-output orthogonal frequency division multiplexing. The analytical approximation method can be applied to other related situations involving the maximum statistics of independent and identically distributed random variables following Gamma distributions.

• 품질경영학회지
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• 제32권4호
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• pp.208-219
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• 2004

This paper considers a nonparametric estimation of lifetime distribution for ramp stress tests with stress bound under intermittent inspection. The test items are inspected only at specified time points an⊂1 so the collected observations are grouped data. Under the cumulative exposure model, two nonparametric estimation methods of estimating the lifetime distribution at use condition stress are proposed for the situation which the time transformation function relating stress to lifetime is a type of the inverse power law. Each of items is initially put on test under ramp stress and then survivors are put on test under constant stress, where all failures in the Inspection interval are assumed to occur at the midi)oint or the endpoint of that interval. Two proposed estimators of quantile from grouped data consisting of the number of items failed in each inspection interval are numerically compared with the maximum likelihood estimator(MLE) based on Weibull distribution.

• 한국신뢰성학회지:신뢰성응용연구
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• 제8권2호
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• pp.75-85
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• 2008

In this paper, we compared domestic with foreign pilot lamps installed on the instrument board or electronic modules (car audio, air-conditional system, etc.) of an automotive vehicle by an accelerated life test in order to estimate the life of domestic pilot lamps. An accelerated life test method was developed and the relation of the life and voltage stress was analyzed. The main results are as follows; i) $B_{10}$ life of pilot lamp is above 5,000 hours, vehicle travel time for 10 years. ii) the life of domestic pilot lamp is longer than that of foreign thing. iii) the life distribution of domestic pilot lamp is wider than that of foreign thing. iv) it is possible to promote import replacement of automobile pilot lamp.