• 제목/요약/키워드: Lognormal Variance

검색결과 23건 처리시간 0.027초

대수정규분포와 간헐적 검사하에서 가속수명시험방식의 설계 (Design of Accelerated Life Test Plans for the Lognormal Failure Distribution under Intermittent Inspection)

  • 서순근;조호성
    • 품질경영학회지
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    • 제24권2호
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    • pp.25-43
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    • 1996
  • This paper presents the optimal and practical constant-stress accelerated life test plans for the lognormal lifetime distribution tinder assumptions of intermittent inspection and Type-I censoring. In an optimal plan, the low stress level and the proportions of test units allocated at each stress are determined under given inspection scheme and number of inspections such that the asymptotic variance of the maximum likelihood estimator of a certain quantile at use condition is minimized. Although the practical plan adopts the same design criterion, it involves three rather than two overstress levels in order to compromise the practical deficiencies of the optimal plan. Computational experiments are conducted to choose an allocation plan and a inspection scheme of the practical plan and to compare with test plans over a range of parameter values.

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Optimum Design of Accelerated Degradation Tests for Lognormal Distribution

  • Lee, Nak-Young
    • 품질경영학회지
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    • 제23권1호
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    • pp.29-40
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    • 1995
  • This paper considers the problem of optimally designing accelerated degradation tests in which the performance value of a specimen is measured only at one of three test conditions for a given exposure time. For the product having lognormally distributed performance, the optimum plan-low stress level and sample proportion allocated to each test condition - is obtained, which minimize the asymptotic variance of maximum likelihood estimator of a stated quantile at design stress. An illustrative example for the optimum plan is given.

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확률계수 열화율 모형하에서 판정가속을 도입한 가속열화시험의 설계 (Design of Accelerated Degradation Test with Tightened Critical Values under Random Coefficient Degradation Rate Model)

  • 조유희;서순근
    • 대한산업공학회지
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    • 제34권1호
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    • pp.23-31
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    • 2008
  • This paper presents accelerated degradation test plans considering adoption of tightened critical values. Under arandom coefficient degradation rate and log-linear acceleration models, the asymptotic variance of an estimatorfor a lifetime quantile at the use condition as the optimization criterion is derived where the degradation ratefollows a lognormal and Reciprocal Weibull distributions, respectively and then the low stress level andproportions ofunits allocated to each stress level are determined. We also show that the developed test plans canbe applied to the multiplicative model with measurement error.

Optimal Design of Accelerated Life Tests with Different Censoring Times

  • Seo, Sun-Keun;Kim, Kab-Seok
    • 품질경영학회지
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    • 제24권4호
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    • pp.44-58
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    • 1996
  • This paper presents optimal accelerated life test plans with different censoring times for exponential, Weibull, and lognormal lifetime distributions, respectively. For an optimal plan, low stress level, proportion of test units allocated and censoring time at each stress are determined such that the asymptotic variance of the maximum likelihood estimator of a certain quantile at use condition is minimized. The proposed plans are compared with the corresponding optimal plans with a common censoring time over range of parameter values. Computational results indicate that those plans are statistically optimal ones in terms of accuracy of estimator when total censoring times of two plans are equal.

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전력 공급신뢰도 평가를 위한 교육용 소프트웨어 개발 (A Development of Educational Software for Power System Reliability Assessment)

  • 김광원
    • 조명전기설비학회논문지
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    • 제29권7호
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    • pp.71-79
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    • 2015
  • This paper is on the development of computer software which can be utilized as a power system analysis tool for reliability assessment education. The input data of the developed software are so simple that even a non-expert easily understand how to use it. The software provides not only reliability indices but also their distributions, moreover, it provides the factors those effect the indices, which made the software even more useful for educational purpose. The developed software utilized Monte-carlo simulation based on the state duration sampling, therefore it can manage various probability distributions such as exponential, Weibull, gamma and lognormal distribution. Within the software, the parameters of the distribution can be decided automatically from its mean and variance, that is another advantage as an educational software.

공정보증을 위한 가속시험 합격판정 관리도 (An Accelerated Test Acceptance Control Chart for Process Quality Assurance)

  • Kim Jong Gurl
    • 대한안전경영과학회지
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    • 제1권1호
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    • pp.123-134
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    • 1999
  • There are several models for process quality assurance by quality system (ISO 9000), process capability analysis, acceptance control chart and so on. When a high level process capability has been achieved, it takes a long time to monitor the process shift, so it is sometimes necessary to develop a quicker monitoring system. To achieve a quicker quality assurance model for high-reliability process, this paper presents a model for process quality assurance when the fraction nonconforming is very small. We design an acceptance control chart based on variable quality characteristic and time-censored accelerated testing. The distribution of the characteristics is assumed to be normal or lognormal with a location parameter of the distribution that is a linear function of a stress. The design parameters are sample size, control limits and sample proportions allocated to low stress. These paramaters are obtained under minimization of the relative variance of the MLE of location parameter subject to APL and RPL constraints.

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수명의 양쪽규격을 고려한 정수중단 ALT 샘플링검사 계획 (A Failure-Censored Accelerated Life Test Sampling Plan with Both Life Specification Limits)

  • 류근중;강창욱
    • 산업경영시스템학회지
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    • 제21권45호
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    • pp.319-328
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    • 1998
  • In this paper, the design of ALT(Accelerated Life Test) requires a sampling plan based on failure-censored(Type II censored) ALT with lognormal life distribution. Specially the environmental effect of products has been emphasized, so we considered the upper life limit as well as lower life limit in the ALT sampling plan. The optimal plan with a high stress and a low stress is used as test plan, and the total sample size for test and lot acceptability constant which minimize an asymptotic variance of maximum likelihood estimator of assumed model parameters and satisfy the given producer's risk and customer's risk are drawn out. These values can be acquired by means of the computer program that we coded for resolving the difficulty and complexity of calculation.

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극소불량 공정보증을 위한 모형연구 (Model for Process Quality Assurance When the Fraction Nonconforming is Very Small)

  • Jong-Gurl Kim
    • 대한안전경영과학회:학술대회논문집
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    • 대한안전경영과학회 1999년도 추계학술대회
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    • pp.247-257
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    • 1999
  • There are several models for process quality assurance by quality system(ISO 9000), process capability analysis, acceptance control chart and so on. When a high level process capability has been achieved, it takes a long time to monitor the process shift, so it is sometimes necessary to develop a quicker monitoring system. To achieve a quicker quality assurance model for high-reliability process, this paper presents a model for process quality assurance when the fraction nonconforming is very small. We design an acceptance control chart based on variable quality characteristic and time-censored accelerated testing. The distribution of the characteristics is assumed to be normal of lognormal with a location parameter of the distribution that is a linear function of a stress. The design parameters are sample size, control limits and sample proportions allocated to low stress. These parameters are obtained under minimization of the relative variance of the MLE of location parameter subject to APL and RPL constraints.

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Designs and Comparison of Step and Constant-Stress ALTs for Acceleration Factor and Lognormal Lifetime Distributions

  • Sang Wook Chung;Seong-Woog Lee
    • 품질경영학회지
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    • 제25권1호
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    • pp.80-99
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    • 1997
  • This paper considers designing the simple (2-level) constant-and step-stress ALTs minimizing the asymptotic variance of the maximum likelihood estimator of the accelaeration factor, which is defined as the ratio of the 100qth percentile at use stress to that a specified stress, for items having lognormally-distributed lives. It is assumed that (i) the log-linear relationship exists between the stress and the mean log life, (ii) the standard deviation of the log life is constant, and (iii) the cumulative exposure model holds for the effect of changing stress. For the constant-stress ALT the low stress and the sample proportion allocated to low stress are determined and for two modes of stress loading of step-stress ALTs, the low-to-high and high-to-low, the low stress and the stress change time are determined. For selected values of the design parameters the optimum plans are figured, two modes of step-stress ALTs and the constant-stress ALT are compared to each other, and the effects of the incorrect pre-estimates of the design parameters are investigated.

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Robust second-order rotatable designs invariably applicable for some lifetime distributions

  • Kim, Jinseog;Das, Rabindra Nath;Singh, Poonam;Lee, Youngjo
    • Communications for Statistical Applications and Methods
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    • 제28권6호
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    • pp.595-610
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    • 2021
  • Recently a few articles have derived robust first-order rotatable and D-optimal designs for the lifetime response having distributions gamma, lognormal, Weibull, exponential assuming errors that are correlated with different correlation structures such as autocorrelated, intra-class, inter-class, tri-diagonal, compound symmetry. Practically, a first-order model is an adequate approximation to the true surface in a small region of the explanatory variables. A second-order model is always appropriate for an unknown region, or if there is any curvature in the system. The current article aims to extend the ideas of these articles for second-order models. Invariant (free of the above four distributions) robust (free of correlation parameter values) second-order rotatable designs have been derived for the intra-class and inter-class correlated error structures. Second-order rotatability conditions have been derived herein assuming the response follows non-normal distribution (any one of the above four distributions) and errors have a general correlated error structure. These conditions are further simplified under intra-class and inter-class correlated error structures, and second-order rotatable designs are developed under these two structures for the response having anyone of the above four distributions. It is derived herein that robust second-order rotatable designs depend on the respective error variance covariance structure but they are independent of the correlation parameter values, as well as the considered four response lifetime distributions.