• Title/Summary/Keyword: Poisson mean

Search Result 202, Processing Time 0.021 seconds

Monotone Likelihood Ratio Property of the Poisson Signal with Three Sources of Errors in the Parameter

  • Kim, Joo-Hwan
    • Communications for Statistical Applications and Methods
    • /
    • v.5 no.2
    • /
    • pp.503-515
    • /
    • 1998
  • When a neutral particle beam(NPB) aimed at the object and receive a small number of neutron signals at the detector, it follows approximately Poisson distribution. Under the four assumptions in the presence of errors and uncertainties for the Poisson parameters, an exact probability distribution of neutral particles have been derived. The probability distribution for the neutron signals received by a detector averaged over the three sources of errors is expressed as a four-dimensional integral of certain data. Two of the four integrals can be evaluated analytically and thereby the integral is reduced to a two-dimensional integral. The monotone likelihood ratio(MLR) property of the distribution is proved by using the Cauchy mean value theorem for the univariate distribution and multivariate distribution. Its MLR property can be used to find a criteria for the hypothesis testing problem related to the distribution.

  • PDF

Approximate Analysis of a CONWIP system with Compound Poisson Demands (Compound Poisson 수요를 갖는 CONWIP 시스템의 근사적 분석)

  • 이정은;이효성
    • Journal of the Korean Operations Research and Management Science Society
    • /
    • v.23 no.3
    • /
    • pp.153-168
    • /
    • 1998
  • In this study we consider a CONWIP system in which the processing times at each station follow an exponential distribution and the demands for the finished Products arrive according to a compound Poisson process. The demands that are not satisfied instantaneously are assumed to be backordered. For this system we develop an approximation method to obtain the performance measures such as steady state probabilities of the number of parts at each station, the proportion of backordered demands, the average number of backordered demands and the mean waiting time of a backordered demand. For the analysis of the proposed CONWIP system, we model the CONWIP system as a closed queueing network with a synchronization station and analyze the closed queueing network using a product form approximation method. A matrix geometric method is used to solve the subnetwork in the application of the product-form approximation method. To test the accuracy of the approximation method, the results obtained from the approximation method were compared with those obtained by simulation. Comparisons with simulation have shown that the approximate method provides fairly good results.

  • PDF

Diagnosis of Lead Time Demand Based on the Characteristics of Negative Binomial Distribution (음이항분포의 특성을 이용한 조달기간 수요 분석)

  • Ahn, Sun-Eung;Kim, Woo-Hyun
    • Journal of Korean Society of Industrial and Systems Engineering
    • /
    • v.28 no.4
    • /
    • pp.79-84
    • /
    • 2005
  • Some distributions have been used for diagnosing the lead time demand distribution in inventory system. In this paper, we describe the negative binomial distribution as a suitable demand distribution for a specific retail inventory management application. We here assume that customer order sizes are described by the Poisson distribution with the random parameter following a gamma distribution. This implies in turn that the negative binomial distribution is obtained by mixing the mean of the Poisson distribution with a gamma distribution. The purpose of this paper is to give an interpretation of the negative binomial demand process by considering the sources of variability in the unknown Poisson parameter. Such variability comes from the unknown demand rate and the unknown lead time interval.

Kernel Poisson Regression for Longitudinal Data

  • Shim, Joo-Yong;Seok, Kyung-Ha
    • Journal of the Korean Data and Information Science Society
    • /
    • v.19 no.4
    • /
    • pp.1353-1360
    • /
    • 2008
  • An estimating procedure is introduced for the nonlinear mixed-effect Poisson regression, for longitudinal study, where data from different subjects are independent whereas data from same subject are correlated. The proposed procedure provides the estimates of the mean function of the response variables, where the canonical parameter is related to the input vector in a nonlinear form. The generalized cross validation function is introduced to choose optimal hyper-parameters in the procedure. Experimental results are then presented, which indicate the performance of the proposed estimating procedure.

  • PDF

An Analysis of Ship Turnaround Time in the Port of Inchon (선박재항시간에 대한 분석연구 -인천항의 경우-)

  • Baik, In-Hum
    • Journal of Fisheries and Marine Sciences Education
    • /
    • v.10 no.1
    • /
    • pp.1-14
    • /
    • 1998
  • Transportation provides an infrastructure vital to economic growth, and it is also an integral part of production. As a port is regarded as the interface between the maritime transport and domestic transport sectors, it certainly play a key role in any economic development. Ship's delay caused by port congestion has recently has recently attracted attended with the analysis of overall operation in port. In order to analyse complicated port operation which contains large number of variable factors, queueing theory is needed to be adopted, which is applicable to a large scale transportation system in chiding ship's delay in Inchon port in relation to ship's delay problem. The overall findings are as follows ; 1. The stucture of queueing model in this port can be represented as a complex of multi-channel single-phase 2. Ship's arrival and service pattern were Poisson Input Erlangian Service. 3. The suitable formula to calculate the mean delay in this port, namely, $W_q={\frac{{\rho}}{{\lambda}(1-{\rho})}}{\frac{e{\small{N}}({\rho}{\cdot}N)}{D_{N-1}({\rho}{\cdot}N)}}$ Where, ${\lambda}$ : mean arrival rate ${\mu}$ : mean servicing rate N : number of servicing channel ${\rho}$ : utilization rate (l/Nm) $e{\small{N}}$ : the Poisson function $D_{(n-1)}$ : a function of the cumulative Poisson function 4. The utility rate is 95.0 percents in general piers, 75.39 percents in container piers, and watiting time 28.43 hours in general piers, 13.67 hours in container piers, and the length of queue is 6.17 ships in general piers, 0.93 ships in container piers, and the ship turnaround time is 107.03 hours in general piers, 51.93 hours in container piers.

  • PDF

An Analysis of the Port Transportation System (항만운송시스템의 분석에 관한 연구)

  • 이철영;문성혁
    • Journal of the Korean Institute of Navigation
    • /
    • v.7 no.1
    • /
    • pp.1-32
    • /
    • 1983
  • The delay due to congestion has recently attracted widespread attention with the analysis of over-all operation at the port. But, the complexity of the situation is evident in view of the large number of factors which impinge on the considerable end. Queueing theory is applicable to a large scale transportation system which is associated with arrivals of vessels in a large port. The attempt of this paper is to make an extensive analysis of the port transport system and its economic implications from the viewpoint that port is one of the physical distribution facilities and a kind of queueing system which includes ships and cargoes as port customer. By analyzing the real data on the Port of Pusan, it is known that this port can be represented as a set of multi-channel with identical setof Poisson arrival and Erlang service time, and also it is confirmed that the following formula is suitable to calculate the mean delay in this port, namely, $W_4={\frac{\rho}{\lambda(1-\rho)} {\frac{e_N(\rho{\cdot}N)}{D_{N-1}(\rho{\cdot}N)}$ where, ${\lambda}$: mean arrival rate $\mu$: mean servicing rate; N: number of servicing channel; ${\rho}$: utillization rate (${\lambda}/N{\mu}$) $e_N$: the Poisson function Coming to grips with the essentials of the cost of delay due to congestion, a simple ship journey cost model is adopted and the operating profit sensitivity to variation in port time is examined, and for purpose of a future development for port princing service the marginal cost is approximately calculated on the basis of queueing theory.

  • PDF

A Study on the Characteristics of Software Reliability Model Using Exponential-Exponential Life Distribution (수명분포가 지수화-지수분포를 따르는 소프트웨어 신뢰모형 특성에 관한 연구)

  • Kim, Hee Cheul;Moon, Song Chul
    • Journal of Information Technology Applications and Management
    • /
    • v.27 no.3
    • /
    • pp.69-75
    • /
    • 2020
  • In this paper, we applied the shape parameters of the exponentialized exponential life distribution widely used in the field of software reliability, and compared the reliability properties of the software using the non-homogeneous Poisson process in finite failure. In addition, the average value function is also a non-decreasing form. In the case of the larger the shape parameter, the smaller the estimated error in predicting the predicted value in comparison with the true value, so it can be regarded as an efficient model in terms of relative accuracy. Also, in the larger the shape parameter, the larger the estimated value of the coefficient of determination, which can be regarded as an efficient model in terms of suitability. So. the larger the shape parameter model can be regarded as an efficient model in terms of goodness-of-fit. In the form of the reliability function, it gradually appears as a non-increasing pattern and the higher the shape parameter, the lower it is as the mission time elapses. Through this study, software operators can use the pattern of mean square error, mean value, and hazard function as a basic guideline for exploring software failures.

A Study on the Software Reliability Model Analysis Following Exponential Type Life Distribution (지수 형 수명분포를 따르는 소프트웨어 신뢰모형 분석에 관한 연구)

  • Kim, Hee Cheul;Moon, Song Chul
    • Journal of Information Technology Applications and Management
    • /
    • v.28 no.4
    • /
    • pp.13-20
    • /
    • 2021
  • In this paper, I was applied the life distribution following linear failure rate distribution, Lindley distribution and Burr-Hatke exponential distribution extensively used in the arena of software reliability and were associated the reliability possessions of the software using the nonhomogeneous Poisson process with finite failure. Furthermore, the average value functions of the life distribution are non-increasing form. Case of the linear failure rate distribution (exponential distribution) than other models, the smaller the estimated value estimation error in comparison with the true value. In terms of accuracy, since Burr-Hatke exponential distribution and exponential distribution model in the linear failure rate distribution have small mean square error values, Burr-Hatke exponential distribution and exponential distribution models were stared as the well-organized model. Also, the linear failure rate distribution (exponential distribution) and Burr-Hatke exponential distribution model, which can be viewed as an effectual model in terms of goodness-of-fit because the larger assessed value of the coefficient of determination than other models. Through this study, software workers can use the design of mean square error, mean value function as a elementary recommendation for discovering software failures.

The Bayesian Analysis for Software Reliability Models Based on NHPP (비동질적 포아송과정을 사용한 소프트웨어 신뢰 성장모형에 대한 베이지안 신뢰성 분석에 관한 연구)

  • Lee, Sang-Sik;Kim, Hee-Cheul;Kim, Yong-Jae
    • The KIPS Transactions:PartD
    • /
    • v.10D no.5
    • /
    • pp.805-812
    • /
    • 2003
  • This paper presents a stochastic model for the software failure phenomenon based on a nonhomogeneous Poisson process (NHPP) and performs Bayesian inference using prior information. The failure process is analyzed to develop a suitable mean value function for the NHPP; expressions are given for several performance measure. The parametric inferences of the model using Logarithmic Poisson model, Crow model and Rayleigh model is discussed. Bayesian computation and model selection using the sum of squared errors. The numerical results of this models are applied to real software failure data. Tools of parameter inference was used method of Gibbs sampling and Metropolis algorithm. The numerical example by T1 data (Musa) was illustrated.

TRUNCATED SOFTWARE RELIABILITY GROWTH MODEL

  • Prince Williams, D.R.;Vivekanandan, P.
    • Journal of applied mathematics & informatics
    • /
    • v.9 no.2
    • /
    • pp.761-769
    • /
    • 2002
  • Due to the large scale application of software systems, software reliability plays an important role in software developments. In this paper, a software reliability growth model (SRGM) is proposed. The testing time on the right is truncated in this model. The instantaneous failure rate, mean-value function, error detection rate, reliability of the software, estimation of parameters and the simple applications of this model are discussed .