• Title/Summary/Keyword: Optimal Distribution Estimation

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A Study on Optimal Release Time for Software Systems based on Generalized Gamma Distribution (일반화 감마분포에 근거한 소프트웨어 최적방출시기에 관한 비교 연구)

  • Kim, Jae-Wook;Kim, Hee-Cheul
    • Journal of Korea Society of Digital Industry and Information Management
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    • v.6 no.1
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    • pp.55-67
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    • 2010
  • Decision problem called an optimal release policies, after testing a software system in development phase and transfer it to the user, is studied. The applied model of release time exploited infinite non-homogeneous Poisson process. This infinite non-homogeneous Poisson process is a model which reflects the possibility of introducing new faults when correcting or modifying the software. The failure life-cycle distribution used generalized gamma type distribution which has the efficient various property because of various shape and scale parameter. Thus, software release policies which minimize a total average software cost of development and maintenance under the constraint of satisfying a software reliability requirement becomes an optimal release policies. In a numerical example, after trend test applied and estimated the parameters using maximum likelihood estimation of inter-failure time data, estimated software optimal release time.

A Study on the Estimation of Optimal Probability Distribution Function for Seafarers' Behavior Error (선원 행동오류에 대한 최적 확률분포함수 추정에 관한 연구)

  • Park, Deuk-Jin;Yang, Hyeong-Seon;Yim, Jeong-Bin
    • Journal of Navigation and Port Research
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    • v.43 no.1
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    • pp.1-8
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    • 2019
  • Identifying behavioral errors of seafarers that have led to marine accidents is a basis for research into prevention or mitigation of marine accidents. The purpose of this study is to estimate the optimal probability distribution function needed to model behavioral errors of crew members into three behaviors (i.e., Skill-, Rule-, Knowledge-based). Through use of behavioral data obtained from previous accidents, we estimated the optimal probability distribution function for the three behavioral errors and verified the significance between the probability values derived from the probability distribution function. Maximum Likelihood Estimation (MLE) was applied to the probability distribution function estimation and variance analysis (ANOVA) used for the significance test. The obtained experimental results show that the probability distribution function with the smallest error can be estimated for each of the three behavioral errors for eight types of marine accidents. The statistical significance of the three behavioral errors for eight types of marine accidents calculated using the probability distribution function was observed. In addition, behavioral errors were also found to significantly affect marine accidents. The results of this study can be applied to predicting marine accidents caused by behavioral errors.

Parametric Empirical Bayes Estimation of A Constant Hazard with Right Censored Data

  • Mashayekhi, Mostafa
    • International Journal of Reliability and Applications
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    • v.2 no.1
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    • pp.49-56
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    • 2001
  • In this paper we consider empirical Bayes estimation of the hazard rate and survival probabilities with right censored data under the assumption that the hazard function is constant over the period of observation and the prior distribution is gamma. We provide an estimator of the first derivative of the prior moment generating function that converges at each point to the true value in $L_2$ and use it to obtain, easy to compute, asymptotically optimal estimators under the squared error loss function.

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Determination of the Optimal Aggregation Interval Size of Individual Vehicle Travel Times Collected by DSRC in Interrupted Traffic Flow Section of National Highway (국도 단속류 구간에서 DSRC를 활용하여 수집한 개별차량 통행시간의 최적 수집 간격 결정 연구)

  • PARK, Hyunsuk;KIM, Youngchan
    • Journal of Korean Society of Transportation
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    • v.35 no.1
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    • pp.63-78
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    • 2017
  • The purpose of this study is to determine the optimal aggregation interval to increase the reliability when estimating representative value of individual vehicle travel time collected by DSRC equipment in interrupted traffic flow section in National Highway. For this, we use the bimodal asymmetric distribution data, which is the distribution of the most representative individual vehicle travel time collected in the interrupted traffic flow section, and estimate the MSE(Mean Square Error) according to the variation of the aggregation interval of individual vehicle travel time, and determine the optimal aggregation interval. The estimation equation for the MSE estimation utilizes the maximum estimation error equation of t-distribution that can be used in asymmetric distribution. For the analysis of optimal aggregation interval size, the aggregation interval size of individual vehicle travel time was only 3 minutes or more apart from the aggregation interval size of 1-2 minutes in which the collection of data was normally lost due to the signal stop in the interrupted traffic flow section. The aggregation interval that causes the missing part in the data collection causes another error in the missing data correction process and is excluded. As a result, the optimal aggregation interval for the minimum MSE was 3~5 minutes. Considering both the efficiency of the system operation and the improvement of the reliability of calculation of the travel time, it is effective to operate the basic aggregation interval as 5 minutes as usual and to reduce the aggregation interval to 3 minutes in case of congestion.

The Magnitude Distribution method of U/V decision (음성신호의 전폭분포를 이용한 유/무성음 검출에 대한 연구)

  • 배성근
    • Proceedings of the Acoustical Society of Korea Conference
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    • 1993.06a
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    • pp.249-252
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    • 1993
  • In speech signal processing, The accurate detection of the voiced/unvoiced is important for robust word recognition and analysis. This algorithm is based on the MD in the frame of speech signals that does not require statistical information about either signal or background-noise to decide a voiced/unvoiced. This paper presents a method of estimation the Characteristic of Magnitude Distribution from noisy speech and also of estimation the optimal threshold based on the MD of the voiced/unvoiced decision. The performances of this detectors is evaluated and compared to that obtained from classifying other paper.

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Comparative Analysis of Design Flood by Different Methods for the Estimation of Parameters in Generalized Gamma Distribution Model (Generalized Gamma 분포 모형의 매개변수 유도 방법에 의한 설계홍수량의 비교분석)

  • Lee Soon-hyuk;Maeng Sung-jin;Ryoo Kyong-sik
    • KCID journal
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    • v.5 no.1
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    • pp.32-46
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    • 1998
  • This study was conducted to derive optimal design floods by generalized gamma distribution model of the annual maximum series at six watersheds along Han and Nag Dong river systems. Design floods obtained by different methods for estimation of parameters

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Optimal Design of Accelerated Degradation Tests with Two Stress Variables in the Case that the Degradation Characteristic Follows Weibull Distribution (열화특성치가 와이블분포를 따르는 경우 두 가지 스트레스 변수를 고려한 가속열화시험의 최적 설계)

  • Lim, Heonsang;Kim, Yong Soo
    • Journal of Applied Reliability
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    • v.13 no.2
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    • pp.87-98
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    • 2013
  • Accelerated degradation tests (ADTs) measuring failure-related degradation characteristic at the accelerated condition are widely used to assess the reliability of highly reliable products. Often, however, little degradation could be observed even in single-stress ADTs due to the high reliability of test unit, and as a result poor estimate of the reliability may be obtained. ADTs with multiple stress variables can be employed to overcome such difficulties. In this paper, optimal ADT plans with two stress variables are developed assuming that the degradation characteristic follows Weibull distribution by determining the stress levels, the proportion of test units allocated to each stress level such that the asymptotic variance of the maximum likelihood estimator of the q-th quantile of the lifetime distribution at the use condition is minimized.

ESTIMATION IN A MIXTURE NORMAL DISTRIBUTION

  • Jee-Seon Baik
    • Journal of applied mathematics & informatics
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    • v.4 no.1
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    • pp.223-234
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    • 1997
  • By Stochastic simulations we discuss the fitness of a mix-ture normal distribution to observations from general mixture distribu-tions using the MLE method and the EM algorithm. We calulate the probability of misclassifying objects and estimate the optimal number of mixture components with mutual information measure.

A Note on Smoothing Distribution Function Estimation

  • Chu, In-Sun;Choi, Jae-Ryong
    • Communications for Statistical Applications and Methods
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    • v.4 no.3
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    • pp.911-915
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    • 1997
  • The purpose of this paper is to consider the problem of selection of optimal smoothing parameter for kernel-type distribution function estimator, which asymptotically minimizes mean Hellinger distance.

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An Integrated Sequential Inference Approach for the Normal Mean

  • Almahmeed, M.A.;Hamdy, H.I.;Alzalzalah, Y.H.;Son, M.S.
    • Journal of the Korean Statistical Society
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    • v.31 no.4
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    • pp.415-431
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    • 2002
  • A unified framework for statistical inference for the mean of the normal distribution to derive point estimates, confidence intervals and statistical tests is proposed. This optimal design is justified after investigating the basic information and requirements that are possible and impossible to control when specifying practical and statistical requirements. Point estimation is only credible when viewed in the larger context of interval estimation, since the information required for optimal point estimation is unspecifiable. Triple sampling is proposed and justified as a reasonable sampling vehicle to achieve the specifiable requirements within the unified framework.