• 제목/요약/키워드: Lognormal distribution

검색결과 248건 처리시간 0.031초

새로운 연령교체 방식의 개발 (On the New Age Replacement Policy)

  • 서순근
    • 한국신뢰성학회지:신뢰성응용연구
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    • 제16권4호
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    • pp.280-286
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    • 2016
  • Purpose: Recently, Jiang defines the tradeoff B life to minimize a sum of life lost by preventive maintenance (PM) and corrective maintenance (CM) contribution parts and sets up an optimal replacement age of age replacement policy as this tradeoff life. In this paper, Jiang's model only considering the known lifetime distribution is extended by assigning different weights to two parts of PM and CM in order to reflect the practical maintenance situations in application. Methods: The new age replacement model is formulated and the meaning of a weight factor is expressed with the implied cost of failure under asymptotic expected cost model and also discussed with one-cycle expected cost criterion. Results: The proposed model is applied to Weibull and lognormal lifetime distributions and optimum PM replacement ages are derived with corresponding implied cost of failure. Conclusion: The new age replacement policy to escape the estimation of cost of failure in classical asymptotic expected cost criterion based on the renewal process is provided.

확률계수 열화율 모형하에서 열화자료의 통계적 분석 (Statistical Analysis of Degradation Data under a Random Coefficient Rate Model)

  • 서순근;이수진;조유희
    • 품질경영학회지
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    • 제34권3호
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    • pp.19-30
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    • 2006
  • For highly reliable products, it is difficult to assess the lifetime of the products with traditional life tests. Accordingly, a recent approach is to observe the performance degradation of product during the test rather than regular failure time. This study compares performances of three methods(i.e. the approximation, analytical and numerical methods) to estimate the parameters and quantiles of the lifetime when the time-to-failure distribution follows Weibull and lognormal distributions under a random coefficient degradation rate model. Numerical experiments are also conducted to investigate the effects of model error such as measurements in a random coefficient model.

벌크재료의 신뢰성보증을 위한 샘플링검사 방식 (A Bulk Sampling Plan for Reliability Assurance)

  • 김동철;김종걸
    • 대한안전경영과학회지
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    • 제9권2호
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    • pp.123-134
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    • 2007
  • This paper focuses on the in-house reliability assurance plan for the bulk materials of each company. The reliability assurance needs in essence a long time and high cost for testing the materials. In order to reduce the time and cost, accelerated life test is adopted. The bulk sampling technique was used for acceptance. Design parameters might be total sample size(segments and increments}, stress level and so on. We focus on deciding the sample size by minimizing the asymptotic variance of test statistics as well as satisfying the consumer's risk. In bulk sampling, we also induce the sample size by adapting the normal life time distribution model when the variable of the lognormal life time distribution is transformed and adapted to the model. In addition, the sample size for both the segments and increments can be induced by minimizing the asymptotic variance of test statistics of the segments and increments with consumer's risk met. We can assure the reliability of the mean life and B100p life time of the bulk materials by using the calculated minimum sample size.

매년최대 연속강우량에 따른 강우사상 계열의 확률분포에 관한 연구 (Probability Distribution of Rainfall Events Series with Annual Maximum Continuous Rainfall Depths)

  • 박상덕
    • 물과 미래
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    • 제28권2호
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    • pp.145-154
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    • 1995
  • 강우량 자료들을 수공계획에 적절히 사용하기 위해서는 강우량에 대한 다양한 해석기법이 필요하다. 본 연구에서는 연속강우량에 따른 강우사상계열의 수문빈도해석을 위한 확률분포를 연구한 것이다. 2변량 정규분포, 2변량 대수정규분포, 2변량 gamma 분포가 강릉, 서울, 인천, 추풍령, 대구, 전주, 광주, 부산지점의 연속최대 강우량과 그 지속기간으로 이루어진 강우사상의 확률분포로서 적용되었다. 이들 지점의 강우사상 자료가 2변량 정규분포, 2변량 대수정규분포에는 적합되었으나 2변량 gamma 분포에는 적합되지 않았다. 적합도 검정을 통하여 선정된 최적 분포형으로부터 확률강우사상의 빈도곡선을 제시하였다.

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로그정규형(正規型)에서의 베이지안 추정(推定) (A Note on Bayesian Reliability Estimation for the Lognormal Model)

  • 손중권;김영훈
    • Journal of the Korean Data and Information Science Society
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    • 제1권
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    • pp.35-45
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    • 1990
  • The problem of estimating the reliability using the Bayesian approach and the prior information about tile reliability of a lognormal distribution is considered. Some Bayes estimators are proposed and studied under the squared error loss and tile Harris loss. Also Monte Carlo simulations are carried out to examine the performances of the proposed estimators and results are provided in the tables.

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스트레스에 의존하는 척도모수를 가진 대수정규 가속수명시험의 최적설계 (Optimal Design of Lognormal Accelerated Life Tests with Nonconstant Scale Parameter)

  • 박병구;윤상철;서호철
    • Journal of the Korean Data and Information Science Society
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    • 제7권1호
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    • pp.47-57
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    • 1996
  • 일정스트레스 가속수명시험에서 제품의 수명이 대수정규분포를 따르고 위치모수와 척도모수 모두가 스트레스의 영향을 받는다고 하자. 설계 스트레스 조건에서 대수정규분포의 백분위수의 최우추정량의 점근분산이 최소가 되는 낮은 수준의 최적의 스트레스의 양과 최적의 표본할당비율을 모수의 여러 가지 경우에 대해서 연구한다.

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水利構造物의 破壞危險度와 設計洪水量에 관한 水文學的 硏究(Ⅰ) -年最高値 系列을 中心으로- (Hydrological Studies on the flood and Risk of failure of the Hydraulic Structures(Ⅰ) -On the annual maximum series-)

  • 이순혁;박명근
    • 한국농공학회지
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    • 제27권2호
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    • pp.23-37
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    • 1985
  • This studies were carried out to get characteristics of frequency distribution, probable flood flows according to the return periods, and the correlation between return periods and those length of records affect the Risk of failure in the annual maximum series of the main river systems in Korea. Especially, Risk analysis according to the levels were emphasized in relation to the design frequency factors for the different watersheds. Twelve watersheds along Han, Geum, Nak Dong, Yeong San and Seom Jin river basin were selected as studying basins. The results were analyzed and summarized as follows. 1. Type 1 extremal distribution was newly confirmed as a good fitted distribution at selected watersheds along Geum and Yeong San river basin. Three parameter lognormal Seom Jin river basin. Consequently, characteristics of frequency distribution for the extreme value series could be changed in connection with the watershed location even the same river system judging from the results so far obtained by author. 2. Evaluation of parameters for Type 1 extremal and three parameter lognormal distribution based on the method of moment by using an electronic computer. 3. Formulas for the probable flood flows were derived for the three parameter lognormal and Type 1 extremal distribution. 4. Equations for the risk to failure could be simplified as $\frac{n}{N+n}$ and $\frac{n}{T}$ under the condition of non-parametric method and the longer return period than the life of project, respectively. 5. Formulas for the return periods in relation to frequency factors were derived by the least square method for the three parameter lognormal and Type 1 extremal distribution. 6. The more the length of records, the lesser the risk of failure, and it was appeared that the risk of failure was increasing in propotion to the length of return periods even same length of records. 7. Empirical formulas for design frequency factors were derived from under the condition of the return periods identify with the life of Hydraulic structure in relation to the risk level. 8. Design frequency factor was appeared to be increased in propotion to the return periods while it is in inverse proportion to the levels of the risk of failure. 9. Derivation of design flood including the risk of failure could be accomplished by using of emprical formulas for the design frequency factor for each watershed.

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Power Investigation of the Entropy-Based Test of Fit for Inverse Gaussian Distribution by the Information Discrimination Index

  • Choi, Byungjin
    • Communications for Statistical Applications and Methods
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    • 제19권6호
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    • pp.837-847
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    • 2012
  • Inverse Gaussian distribution is widely used in applications to analyze and model right-skewed data. To assess the appropriateness of the distribution prior to data analysis, Mudholkar and Tian (2002) proposed an entropy-based test of fit. The test is based on the entropy power fraction(EPF) index suggested by Gokhale (1983). The simulation results report that the power of the entropy-based test is superior compared to other goodness-of-fit tests; however, this observation is based on the small-scale simulation results on the standard exponential, Weibull W(1; 2) and lognormal LN(0:5; 1) distributions. A large-scale simulation should be performed against various alternative distributions to evaluate the power of the entropy-based test; however, the use of a theoretical method is more effective to investigate the powers. In this paper, utilizing the information discrimination(ID) index defined by Ehsan et al. (1995) as a mathematical tool, we scrutinize the power of the entropy-based test. The selected alternative distributions are the gamma, Weibull and lognormal distributions, which are widely used in data analysis as an alternative to inverse Gaussian distribution. The study results are provided and an illustrative example is analyzed.

Use of water retention curves predicted from particle-size distribution data for simulation of transport of Benzo[a]pyrene in soil

  • 조영아;황상일;장용철;이동수
    • 한국지하수토양환경학회:학술대회논문집
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    • 한국지하수토양환경학회 2006년도 총회 및 춘계학술발표회
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    • pp.216-219
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    • 2006
  • Water retention curve (WRC), one of soil hydraulic properties, is often approximated by property-transfer models (PTMs). Using the PTMs, we can estimate the WRCs from other physical properties such as particle-size distribution (PSD). The objective of this work was to investigate the performance of two PTMs with different origins for numerical simulations on transport of Benzo[a]pyrene in a soil. To do this, we chose both PTMs with different origins, i.e., (1) the lognormal distribution model (L anti NL models), and (2) the modified $Kov\'{a}cs$ model (MK model). The MK model showed tile worse performance in estimation of the WRCs. When transport of B[a]P was simulated, the MK model predicted to move farther than the L and NL models did, indicating that transport of B[a]P in a soil can be greatly influenced by the choice of PTMs.

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포크너-스캔 경계층유동에서의 다분산 입자부착에 대한 연구 (Deposition of Polydisperse Particles in a Falkner-Skan Wedge Flow)

  • 조장호;황정호;최만수
    • 대한기계학회논문집
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    • 제19권9호
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    • pp.2342-2352
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    • 1995
  • Deposition of flame-synthesized silica particles onto a target is utilized in optical fiber preform fabrication processes. The particles are convected and deposited onto the target. Falkner-Skan wedge flow was chosen as the particle laden flow. Typically the particles are polydisperse in size and follow a lognormal size distribution. Brownian diffusion, thermophoresis, and coagulation of the particles were considered and effects of these phenomena on particle deposition were studied. A moment model was developed in order to predict the particle number density and the particle size distribution simultaneously. Particle deposition with various wedge configurations was examined for conditions selected for a typical VAD process. When coagulation was considered, mean particle size and its standard deviation increased and particle number density decreased, compared to the case without coagulation. These results proved the fact that coagulation effect expands particle size distribution. The results were discussed with characteristics of thermal and diffusion boundary layers. As the boundary layers grow in thickness, overall temperature and concentration gradients decrease, resulting in decrease of deposition rate and increase of particle residence time in the flow and thus coagulation effect.