• 한국신뢰성학회지:신뢰성응용연구
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• 제18권2호
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• pp.130-142
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• 2018

Purpose: The purpose of this study is to introduce regression method in the presence of competing risks and to show how you can use the method with hypothetical data. Methods: Survival analysis has been widely used in biostatistics division. But the same method has not been utilized in reliability division. Especially competing risks, where more than a couple of causes of failure occur and the occurrence of one event precludes the occurrence of the other events, are scattered in reliability field. But they are not utilized in the area of reliability or they are analysed in the wrong way. Specifically Kaplan-Meier method is used to calculate the probability of failure in the presence of competing risks, thereby overestimating the real probability of failure. Hence, cumulative incidence function is introduced. In addition, sample competing risks data are analysed using cumulative incidence function along with some graphs. Lastly we compare cumulative incidence functions with regression type analysis briefly. Results: We used cumulative incidence function to calculate the survival probability or failure probability in the presence of competing risks. We also drew some useful graphs depicting the failure trend over the lifetime. Conclusion: This research shows that Kaplan-Meier method is not appropriate for the evaluation of survival or failure over the course of lifetime in the presence of competing risks. Cumulative incidence function is shown to be useful in stead. Some graphs using the cumulative incidence functions are also shown to be informative.

• Structural Engineering and Mechanics
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• 제47권1호
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• pp.45-58
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• 2013

In structural reliability analysis, the response surface method is a powerful method to evaluate the probability of failure. However, the location of experimental points used to form a response surface function must be selected in a judicious way. It is necessary for the highly nonlinear limit state functions to consider the design point and the nonlinear trend of the limit state, because both of them influence the probability of failure. In this paper, in order to approximate the actual limit state more accurately, experimental points are selected close to the design point and the actual limit state, and consider the nonlinear trend of the limit state. Linear, quadratic and cubic polynomials without mixed terms are utilized to approximate the actual limit state. The direct Monte Carlo simulation on the approximated limit state is carried out to determine the probability of failure. Four examples are given to demonstrate the efficiency and the accuracy of the proposed method for both numerical and implicit limit states.

• 한국수자원학회논문집
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• 제42권10호
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• pp.857-866
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• 2009

본 연구에서는 전국의 30년 이상의 강우관측기록을 보유하고 있는 기상청 산하 56개 강우관측소의 연 최대치 강우자료들로부터 확률분포형에 대하여 모멘트법, 최우추정법, 확률가중모멘트법을 이용하여 모수를 추정하고, 그 모수의 범위와 확률변수의 범위에 대한 적정성을 알아보았다. 적정성이 있는 모수를 대상으로 적합도 검정법인 x$^2$-검정, K-S검정, Cramer von Mises (CVM)검정, Probability Plot Correlation Coefficient (PPCC) 검정을 실시한 결과 중, 최근 연구에서 많이 이용되고 있고 표본자료의 크기가 작거나 왜곡된 자료일 경우에도 비교적 안정적인 결과를 얻을 수 있는 확률가중모멘트법과 상관계수에 의한 검정인 PPCC검정을 통과한 분포형을 우선적으로 적합도 평가 대상 분포형으로 선정하였다. 선정된 분포형을 대상으로 적합도 평가기준인 SLSC, MLL, AIC를 적용하여 적합도 평가를 실시하여 대표확률분포형 후보군을 추출하였다. 대표확률분포형 후보군으로 선정된 확률분포형에 대하여 resampling방법인 Jackknife기법을 적용하여 변동성을 파악하고, 변동성이 가장 작게 나타난 분포형을 그 지점의 대표확률분포형으로 결정하였다. 본 논문에서는 분석 결과의 분량을 감안하여 대표적으로 서울, 강릉, 대구, 전주, 부산 지점에 대해 작성하였으며, 확률강우량의 변동성이 가장 작은 확률분포형을 56개 지점의 각 지점 대표확률분포형으로 제시하였으며, Gumbel 분포(GUM)의 선정 비율이 지속기간 12시간, 24시간에 대해 각각 41 %, 32 %로 가장 높게 나타났다. 본 연구에서는 적합도 평가를 함에 있어서 객관적 정량화가 가능한 세 가지 기준과 Jackknife기법을 이용한 새로운 확률분포형 선정의 가능성을 제시하였다.

• 전기학회논문지
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• 제56권10호
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• pp.1826-1835
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• 2007

In this paper, we present a new approach for automatic detection and tracking for multiple targets. We combine a highest probability data association(HPDA) algorithm for target detection with a particle filter for multiple target tracking. The proposed approach evaluates the probabilities of one-to-one assignments of measurement-to-track and the measurement with the highest probability is selected to be target- originated, and the measurement is used for probabilistic weight update of particle filtering. The performance of the proposed algorithm for target tracking in clutter is compared with the existing clustering algorithm and the sequential monte carlo method for probability hypothesis density(SMC PHD) algorithm for multi-target detection and tracking. Computer simulation studies demonstrate that the HPDA algorithm is robust in performing automatic detection and tracking for multiple targets even though the environment is hostile in terms of high clutter density and low target detection probability.

• 대한기계학회:학술대회논문집
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• 대한기계학회 2008년도 추계학술대회A
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• pp.865-869
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• 2008

Juryeonggu is a Cuboctahedral die that had used in ancient Korea. This Cuboctahedral is consisted of different two penal servitudes of 14 facepieces, but the probability distribution can appear equally so it can be usable as a die. In this paper, achieved research study about probability of a Cuboctahedral die that have quadrilateral and triangle preferentially to search Juryeonggu's probability calculation method. First, confirmed probability distribution through Multibody-dynamics analysis and verified probability distribution through several experiments. Finally, with this simulation data, achieved theoretical analysis about Cuboctahedral die occurrence probability by using the residual momentum energy.

• International Journal of Precision Engineering and Manufacturing
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• 제4권6호
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• pp.12-19
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• 2003

This paper presents the effect of boundary conditions in various failure pressure models published for the estimation of failure pressure. Furthermore, this approach is extended to the failure prediction with the aid of a failure probability model. The first order Taylor series expansion of the limit state function is used in order to estimate the probability of failure associated with each corrosion defect in buried pipelines for long exposure period with unit of years. A failure probability model based on the von-Mises failure criterion is adapted. The log-normal and standard normal probability functions for varying random variables are adapted. The effects of random variables such as defect depth, pipe diameter, defect length, fluid pressure, corrosion rate, material yield stress, material ultimate tensile strength and pipe thickness on the failure probability of the buried pipelines are systematically investigated for the corrosion pipeline by using an adapted failure probability model and varying failure pressure model.

• 한국컴퓨터정보학회논문지
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• 제23권7호
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• pp.99-104
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• 2018

In this paper, we compare Fisher's continuous method with an exact discrete analog of Fisher's continuous method from permutation tests for combining p values. The discrete analog of Fisher's continuous method is known to be adequate for combining independent p values from discrete probability distributions. Also permutation tests are widely used as alternatives to conventional parametric tests since these tests are distribution-free, and yield discrete probability distributions and exact p values. In this paper, we obtain permutation p values from discrete probability distributions using Mann-Whitney test data sets (real data and hypothetical data) and combine p values by the exact discrete analog of Fisher's continuous method.

• 대한기계학회:학술대회논문집
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• 대한기계학회 2008년도 추계학술대회A
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• pp.1069-1074
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• 2008

Tool condition monitoring (TCM) is crucial for improvement of productivity in manufacturing process. However, TCM techniques have not been applied to monitor tool failure in an industrial gear shaving application. Therefore, this work studied a statistical TCM method for monitoring gear shaving tool condition. The method modeled the shaving process using beta probability distribution in order to extract the effective features. Modeling includes rectifying for converting a bi-modal distribution into a unimodal distribution, estimating parameters of beta probability distribution based on method of moments. The usefulness of features obtained from the proposed method was evaluated and discussed.

• 대한한의학회지
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• 제23권4호
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• pp.91-97
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• 2002

Objective: This study was conducted to know the survival probability of the patients with cerebrovascular disease. Method: 1,341 patients who were suspected of having cerebrovascular disease clinically were investigated by telephone and NHIC (National Health Insurance Corporation) data. Conclusion: 1. The study population was grouped as 'Negative Brain CT findings' (11.8%), 'Hemorrhage' (12.4%) and 'Infarction' (75.7%). 2. The survival probabilities calculated by the Life Table method were statistically significant among brain CT finding groups (P<0.01). 3. The mean survival time calculated by the Kaplan-Meier method were also statistically significant among brain CT finding groups (P<0.01). 4. The result of Cox regression model was that sex (OR=0.7), age (OR=1.07), diabetes mellitus (OR=1.38), and heart disease (OR=1.69) affected the survival of the patients with cerebrovascular disease.

• 대한기계학회논문집A
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• 제25권10호
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• pp.1597-1604
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• 2001

Alternative computational scheme is presented fur reliability based optimal design using a modified advanced first order second moment (AFOSH) method. Both design variables and design parameters are considered as random variables about their nominal values. Each probability constraint is transformed into a sub -optimization problem and then is resolved with the modified Hasofer- Lind-Rackwitz-Fiessler (HL-RF) method for computational efficiency and convergence. A method of design sensitivity analysis for probability constraint is presented and tested through simple examples. The suggested method is examined by solving several examples and the results are compared with those of other methods.