• Title/Summary/Keyword: Product of Poisson rates

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A BAYESIAN ANALYSIS FOR PRODUCT OF POWERS OF POISSON RATES

  • KIM HEA-JUNG
    • Journal of the Korean Statistical Society
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    • v.34 no.2
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    • pp.85-98
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    • 2005
  • A Bayesian analysis for the product of different powers of k independent Poisson rates, written ${\theta}$, is developed. This is done by considering a prior for ${\theta}$ that satisfies the differential equation due to Tibshirani and induces a proper posterior distribution. The Gibbs sampling procedure utilizing the rejection method is suggested for the posterior inference of ${\theta}$. The procedure is straightforward to specify distributionally and to implement computationally, with output readily adapted for required inference summaries. A salient feature of the procedure is that it provides a unified method for inferencing ${\theta}$ with any type of powers, and hence it solves all the existing problems (in inferencing ${\theta}$) simultaneously in a completely satisfactory way, at least within the Bayesian framework. In two examples, practical applications of the procedure is described.

A Bayesian Approach to Paired Comparison of Several Products of Poisson Rates

  • Kim Dae-Hwang;Kim Hea-Jung
    • Proceedings of the Korean Statistical Society Conference
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    • 2004.11a
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    • pp.229-236
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    • 2004
  • This article presents a multiple comparison ranking procedure for several products of the Poisson rates. A preference probability matrix that warrants the optimal comparison ranking is introduced. Using a Bayesian Monte Carlo method, we develop simulation-based procedure to estimate the matrix and obtain the optimal ranking via a row-sum scores method. Necessary theory and two illustrative examples are provided.

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Estimating Heterogeneous Customer Arrivals to a Large Retail store : A Bayesian Poisson model perspective (대형할인매점의 요일별 고객 방문 수 분석 및 예측 : 베이지언 포아송 모델 응용을 중심으로)

  • Kim, Bumsoo;Lee, Joonkyum
    • Korean Management Science Review
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    • v.32 no.2
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    • pp.69-78
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    • 2015
  • This paper considers a Bayesian Poisson model for multivariate count data using multiplicative rates. More specifically we compose the parameter for overall arrival rates by the product of two parameters, a common effect and an individual effect. The common effect is composed of autoregressive evolution of the parameter, which allows for analysis on seasonal effects on all multivariate time series. In addition, analysis on individual effects allows the researcher to differentiate the time series by whatevercharacterization of their choice. This type of model allows the researcher to specifically analyze two different forms of effects separately and produce a more robust result. We illustrate a simple MCMC generation combined with a Gibbs sampler step in estimating the posterior joint distribution of all parameters in the model. On the whole, the model presented in this study is an intuitive model which may handle complicated problems, and we highlight the properties and possible applications of the model with an example, analyzing real time series data involving customer arrivals to a large retail store.

Analysis of Marginal Count Failure Data by using Covariates

  • Karim, Md.Rezaul;Suzuki, Kazuyuki
    • International Journal of Reliability and Applications
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    • v.4 no.2
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    • pp.79-95
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    • 2003
  • Manufacturers collect and analyze field reliability data to enhance the quality and reliability of their products and to improve customer satisfaction. To reduce the data collecting and maintenance costs, the amount of data maintained for evaluating product quality and reliability should be minimized. With this in mind, some industrial companies assemble warranty databases by gathering data from different sources for a particular time period. This “marginal count failure data” does not provide (i) the number of failures by when the product entered service, (ii) the number of failures by product age, or (iii) information about the effects of the operating season or environment. This article describes a method for estimating age-based claim rates from marginal count failure data. It uses covariates to identify variations in claims relative to variables such as manufacturing characteristics, time of manufacture, operating season or environment. A Poisson model is presented, and the method is illustrated using warranty claims data for two electrical products.

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A Comparative Study of Software Reliability Model Considering Log Type Mean Value Function (로그형 평균값함수를 고려한 소프트웨어 신뢰성모형에 대한 비교연구)

  • Shin, Hyun Cheul;Kim, Hee Cheul
    • Journal of Korea Society of Digital Industry and Information Management
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    • v.10 no.4
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    • pp.19-27
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    • 2014
  • Software reliability in the software development process is an important issue. Software process improvement helps in finishing with reliable software product. Infinite failure NHPP software reliability models presented in the literature exhibit either constant, monotonic increasing or monotonic decreasing failure occurrence rates per fault. In this paper, proposes the reliability model with log type mean value function (Musa-Okumoto and log power model), which made out efficiency application for software reliability. Algorithm to estimate the parameters used to maximum likelihood estimator and bisection method, model selection based on mean square error (MSE) and coefficient of determination($R^2$), for the sake of efficient model, was employed. Analysis of failure using real data set for the sake of proposing log type mean value function was employed. This analysis of failure data compared with log type mean value function. In order to insurance for the reliability of data, Laplace trend test was employed. In this study, the log type model is also efficient in terms of reliability because it (the coefficient of determination is 70% or more) in the field of the conventional model can be used as an alternative could be confirmed. From this paper, software developers have to consider the growth model by prior knowledge of the software to identify failure modes which can be able to help.

A Comparative Study on Software Reliability Model for NHPP Intensity Function Following a Decreasing Pattern (강도함수가 감소패턴을 따르는 NHPP 소프트웨어 신뢰모형에 관한 비교 연구)

  • Kim, Hee Cheul;Kim, Jong Buam;Moon, Song Chul
    • Journal of Information Technology Applications and Management
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    • v.23 no.4
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    • pp.117-125
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    • 2016
  • Software reliability in the software development process is an important issue. In infinite failure non-homogeneous Poisson process software reliability models, the failure occurrence rates per fault. can be presented constant, monotonic increasing or monotonic decreasing pattern. In this paper, the reliability software cost model considering decreasing intensity function was studied in the software product testing process. The decreasing intensity function that can be widely used in the field of reliability using power law process, log-linear processes and Musal-Okumoto process were studied and the parameter estimation method was used for maximum likelihood estimation. In this paper, from the software model analysis, we was compared by applying a software failure interval failure data considering the decreasing intensity function The decreasing intensity function model is also efficient in terms of reliability in the arena of the conservative model can be used as an alternating model can be established. From this paper, the software developers have to consider life distribution by preceding information of the software to classify failure modes which can be gifted to support.

A Software Reliability Cost Model Based on the Shape Parameter of Lomax Distribution (Lomax 분포의 형상모수에 근거한 소프트웨어 신뢰성 비용모형에 관한 연구)

  • Yang, Tae-Jin
    • The Journal of Korea Institute of Information, Electronics, and Communication Technology
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    • v.9 no.2
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    • pp.171-177
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    • 2016
  • Software reliability in the software development process is an important issue. Software process improvement helps in finishing with reliable software product. Infinite failure NHPP software reliability models presented in the literature exhibit either constant, monotonic increasing or monotonic decreasing failure occurrence rates per fault. In this study, reliability software cost model considering shape parameter based on life distribution from the process of software product testing was studied. The cost comparison problem of the Lomax distribution reliability growth model that is widely used in the field of reliability presented. The software failure model was used the infinite failure non-homogeneous Poisson process model. The parameters estimation using maximum likelihood estimation was conducted. For analysis of software cost model considering shape parameter. In the process of change and large software fix this situation can scarcely avoid the occurrence of defects is reality. The conditions that meet the reliability requirements and to minimize the total cost of the optimal release time. Studies comparing emissions when analyzing the problem to help kurtosis So why Kappa efficient distribution, exponential distribution, etc. updated in terms of the case is considered as also worthwhile. In this research, software developers to identify software development cost some extent be able to help is considered.

The Comparative Study of NHPP Software Reliability Model Based on Exponential and Inverse Exponential Distribution (지수 및 역지수 분포를 이용한 NHPP 소프트웨어 무한고장 신뢰도 모형에 관한 비교연구)

  • Kim, Hee-Cheul;Shin, Hyun-Cheul
    • The Journal of Korea Institute of Information, Electronics, and Communication Technology
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    • v.9 no.2
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    • pp.133-140
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    • 2016
  • Software reliability in the software development process is an important issue. Software process improvement helps in finishing with reliable software product. Infinite failure NHPP software reliability models presented in the literature exhibit either constant, monotonic increasing or monotonic decreasing failure occurrence rates per fault. In this paper, we were proposed the reliability model with the exponential and inverse exponential distribution, which made out efficiency application for software reliability. Algorithm to estimate the parameters used to maximum likelihood estimator and bisection method, model selection based on mean square error (MSE) and coefficient of determination($R^2$), for the sake of efficient model, were employed. Analysis of failure, using real data set for the sake of proposing the exponential and inverse exponential distribution, was employed. This analysis of failure data compared with the exponential and inverse exponential distribution property. In order to insurance for the reliability of data, Laplace trend test was employed. In this study, the inverse exponential distribution model is also efficient in terms of reliability because it (the coefficient of determination is 80% or more) in the field of the conventional model can be used as an alternative could be confirmed. From this paper, the software developers have to consider life distribution by prior knowledge of the software to identify failure modes which can be able to help.

The Comparative Study of NHPP Software Reliability Model Based on Log and Exponential Power Intensity Function (로그 및 지수파우어 강도함수를 이용한 NHPP 소프트웨어 무한고장 신뢰도 모형에 관한 비교연구)

  • Yang, Tae-Jin
    • The Journal of Korea Institute of Information, Electronics, and Communication Technology
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    • v.8 no.6
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    • pp.445-452
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    • 2015
  • Software reliability in the software development process is an important issue. Software process improvement helps in finishing with reliable software product. Infinite failure NHPP software reliability models presented in the literature exhibit either constant, monotonic increasing or monotonic decreasing failure occurrence rates per fault. In this paper, proposes the reliability model with log and power intensity function (log linear, log power and exponential power), which made out efficiency application for software reliability. Algorithm to estimate the parameters used to maximum likelihood estimator and bisection method, model selection based on mean square error (MSE) and coefficient of determination($R^2$), for the sake of efficient model, was employed. Analysis of failure, using real data set for the sake of proposing log and power intensity function, was employed. This analysis of failure data compared with log and power intensity function. In order to insurance for the reliability of data, Laplace trend test was employed. In this study, the log type model is also efficient in terms of reliability because it (the coefficient of determination is 70% or more) in the field of the conventional model can be used as an alternative could be confirmed. From this paper, software developers have to consider the growth model by prior knowledge of the software to identify failure modes which can be able to help.

The Study for Performance Analysis of Software Reliability Model using Fault Detection Rate based on Logarithmic and Exponential Type (로그 및 지수형 결함 발생률에 따른 소프트웨어 신뢰성 모형에 관한 신뢰도 성능분석 연구)

  • Kim, Hee-Cheul;Shin, Hyun-Cheul
    • The Journal of Korea Institute of Information, Electronics, and Communication Technology
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    • v.9 no.3
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    • pp.306-311
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    • 2016
  • Software reliability in the software development process is an important issue. Infinite failure NHPP software reliability models presented in the literature exhibit either constant, monotonic increasing or monotonic decreasing failure occurrence rates per fault. In this paper, reliability software cost model considering logarithmic and exponential fault detection rate based on observations from the process of software product testing was studied. Adding new fault probability using the Goel-Okumoto model that is widely used in the field of reliability problems presented. When correcting or modifying the software, finite failure non-homogeneous Poisson process model. For analysis of software reliability model considering the time-dependent fault detection rate, the parameters estimation using maximum likelihood estimation of inter-failure time data was made. The logarithmic and exponential fault detection model is also efficient in terms of reliability because it (the coefficient of determination is 80% or more) in the field of the conventional model can be used as an alternative could be confirmed. From this paper, the software developers have to consider life distribution by prior knowledge of the software to identify failure modes which can be able to help.