• Title/Summary/Keyword: Rate function

Search Result 6,577, Processing Time 0.035 seconds

On Estimating the Hazard Rate for Samples from Weighted Distributions

  • Ahmad, Ibrahim A.
    • International Journal of Reliability and Applications
    • /
    • v.1 no.2
    • /
    • pp.133-143
    • /
    • 2000
  • Data from weighted distributions appear, among other situations, when some of the data are missing or are damaged, a case that is important in reliability and life testing. The kernel method for hazard rate estimation is discussed for these data where the basic large sample properties are given. As a by product, the basic properties of the kernel estimate of the distribution function for data from weighted distribution are presented.

  • PDF

Some Exponentiated Distributions

  • Ali, M. Masoom;Pal, Manisha;Woo, Jung-Soo
    • Communications for Statistical Applications and Methods
    • /
    • v.14 no.1
    • /
    • pp.93-109
    • /
    • 2007
  • In this paper we study a number of new exponentiated distributions. The survival function, failure rate and moments of the distributions have been derived using certain special functions. The behavior of the failure rate has also been studied.

Discount Survival Models for No Covariate Case

  • Joo Yong Shim
    • Communications for Statistical Applications and Methods
    • /
    • v.4 no.2
    • /
    • pp.491-496
    • /
    • 1997
  • For the survival data analysis of no covariate the discount survival model is proposed to estimate the time-varying hazard rate and the survival function recursively. In comparison with the covariate case it provide the distributionally explicit evolution of hazard rate between time intervals under the assumption of a conjugate gamma distribution. Also forecasting of the hazard rate in the next time interval is suggested, which leads to the forcecasted survival function.

  • PDF

Self-Organizing Feature Map with Constant Learning Rate and Binary Reinforcement (일정 학습계수와 이진 강화함수를 가진 자기 조직화 형상지도 신경회로망)

  • 조성원;석진욱
    • Journal of the Korean Institute of Telematics and Electronics B
    • /
    • v.32B no.1
    • /
    • pp.180-188
    • /
    • 1995
  • A modified Kohonen's self-organizing feature map (SOFM) algorithm which has binary reinforcement function and a constant learning rate is proposed. In contrast to the time-varing adaptaion gain of the original Kohonen's SOFM algorithm, the proposed algorithm uses a constant adaptation gain, and adds a binary reinforcement function in order to compensate for the lowered learning ability of SOFM due to the constant learning rate. Since the proposed algorithm does not have the complicated multiplication, it's digital hardware implementation is much easier than that of the original SOFM.

  • PDF

A compound Poisson risk model with variable premium rate

  • Song, Mi Jung;Kim, Jongwoo;Lee, Jiyeon
    • Journal of the Korean Data and Information Science Society
    • /
    • v.23 no.6
    • /
    • pp.1289-1297
    • /
    • 2012
  • We consider a general compound Poisson risk model in which the premium rate is surplus dependent. We analyze the joint distribution of the surplus immediately before ruin, the deffcit at ruin and the time of ruin by solving the integro-differential equation for the Gerber-Shiu discounted penalty function.

The Changes of the Heart Rate, Hand Function, and Health related Quality of Life of the People with Intellectual Disability through the Increase of the Auditory Stimulation (청각자극 증가에 따른 지적장애인의 심박수와 손 기능, 건강관련 삶의 질의 변화)

  • Son, Sung-Min;Kang, Jin-Ho;Bak, Ah-Ream
    • Journal of Korea Entertainment Industry Association
    • /
    • v.14 no.5
    • /
    • pp.217-227
    • /
    • 2020
  • The purpose of the study is to analyze the changes of the heart rate, hand function, and health related quality of life of the people with intellectual disability through the increase of the auditory stimulation. The subjects were 16 people with intellectual disability. The increase of the auditory stimulation was modulated through the music sound and the intensity was consisted of 60dB, 65dB and 70dB. The wist heart rate and blood pressure monitor was used to measure the heart rate during the application of the auditory stimulation increase. The hand function of right and left hand was measured by the Purdue pegboard. Health related of quality of life was measured by the short form-8 health survey. As the results, the increase of the heart rate was showed by the increase of the auditory stimulation and the decrease of the hand function and health related quality of life was showed. For these, the increase of the auditory stimulation acts as a psychological distress, thereby the increase of the heart rate and the reduction of the hand function and health relate quality of life showed. Thus, to decrease of the heart rate and increase the hand function and the health related quality of life of the people with intellectual disability, the intensity of the auditory stimulation should be considered in the environmental stimulation.

A Formula for Calculating Dst Injection Rate from Solar Wind Parameters

  • Marubashi, K.;Kim, K.H.;Cho, K.S.;Rho, S.L.;Park, Y.D.
    • Bulletin of the Korean Space Science Society
    • /
    • 2009.10a
    • /
    • pp.36.3-37
    • /
    • 2009
  • This is an attempt to improve a formula to predict variations of geomagnetic storm indices (Dst) from solar wind parameters. A formula which is most widely accepted was given by Burton et al. (1975) over 30 years ago. Their formula is: dDst*/dt = Q(t) - Dst*(t)/$\tau$, where Q(t) is the Dst injection rate given by the convolution of dawn-to-dusk electric field generated by southward solar wind magnetic field and some response function. However, they did not clearly specify the response function. As a result, misunderstanding seems to be prevailing that the injection rate is proportional to the dawn-to-dusk electric field. In this study we tried to determine the response function by examining 12 intense geomagnetic storms with minimum Dst < -200 nT for which solar wind data are available. The method is as follows. First we assume the form of response function that is specified by several time constants, so that we can calculate the injection rate Q1(t) from the solar wind data. On the other hand, Burton et al. expression provide the observed injection rate Q2(t) = dDst*/dt + Dst*(t)/$\tau$. Thus, it is possible to determine the time constants of response function by a least-squares method to minimize the difference between Q1(t) and Q2(t). We have found this simple method successful enough to reproduce the observed Dst variations from the corresponding solar wind data. The present result provides a scheme to predict the development of Dst 30 minutes to 1 hour in advance by using the real time solar wind data from the ACE spacecraft.

  • PDF

A Study on the Maintenance Policy Considering the Failure Data of the EMU Braking System and the Cost Function (전동차 제동장치의 고장데이터와 비용함수를 고려한 유지보수 정책에 관한 연구)

  • Han, Jae-Hyun;Kim, Jong-Woon;Koo, Jeong-Seo
    • Journal of the Korean Society of Safety
    • /
    • v.30 no.3
    • /
    • pp.13-19
    • /
    • 2015
  • Railway vehicle equipment goes back again to the state just before when failure by the repair. In repairable system, we are interested in the failure interval. As such, a statistical model of the point process, NHPP power law is often used for the reliability analysis of a repairable system. In order to derive a quantitative reliability value of repairable system, we analyze the failure data of the air brake system of the train line 7. The quantitative value is the failure intensity function that was modified, converted into a cost-rate function. Finally we studied the optimal number and optimal interval in which the costs to a minimum consumption point as cost-rate function. The minimum cost point was 194,613 (won/day) during the total life cycle of the braking system, then the optimal interval were 2,251days and the number of optimal preventive maintenance were 7 times. Additionally, we were compared to the cost of a currently fixed interval(4Y) and the optimum interval then the optimal interval is 3,853(won/day) consuming smaller. In addition, judging from the total life, "fixed interval" is smaller than 1,157 days as "optimal interval".

Construction of Modified Yield Loci with Respect to the Strain Rates using Hill48 Quadratic Yield Function (Hill48 이차 항복식을 이용한 변형률 속도에 따른 수정된 항복곡면의 구성)

  • Lee, Chang-Soo;Bae, Gi-Hyun;Kim, Seok-Bong;Huh, Hoon
    • Transactions of the Korean Society of Automotive Engineers
    • /
    • v.18 no.2
    • /
    • pp.56-60
    • /
    • 2010
  • Since the forming process involves the strain rate effect, a yield function considering the strain rate is indispensible to predict the accurate final blank shape in the forming simulation. One of the most widely used in the forming analysis is the Hill48 quadratic yield function due to its simplicity and low computing cost. In this paper, static and dynamic uni-axial tensile tests according to the loading direction have been carried out in order to measure the yield stress and the r-value. Based on the measured results, the Hill48 yield loci have been constructed, and their performance to describe the plastic anisotropy has been quantitatively evaluated. The Hill48 quadratic yield function has been modified using convex combination in order to achieve accurate approximation of anisotropy at the rolling and transverse direction.

A Study on the Build-up Model for the Discount Rate of Technology Valuation including Intellectual Property Risk (지식자산위험을 고려한 기술가치평가 할인율 적산모형에 관한 연구)

  • Sung, Oong-Hyun
    • Journal of Korea Technology Innovation Society
    • /
    • v.11 no.2
    • /
    • pp.241-263
    • /
    • 2008
  • Within any income approach, a discount rate is used to convert some projected free cash flow to its presented value. In case of valuing companies, the most frequently used discount rate is the weighted average cost of capital(WACC) at the aggregate level. But technology valuation is different to discounting aggregate corporate cash flow since it is concerned about individual Intellectual property. Therefore, blindly applying standard discount rate such as WACC in technology valuation is unlikely to lead to the right result. The primary focus of this paper is to establish the structure of discount rate for technology valuation and to suggest the method of estimation. To determine an appropriate discount rate for technology valuation, the level of technology risk, market risk and competitive risk should be included in the structure of discount rate. This paper suggests the build-up model which consists of three components as a expansion of the CAPM. It includes (1) a risk-free rate of return, (2) general market risk premium and beta and (3) intellectual property risk premium related to technology risk and specific target market risk. However, there is no specific check list for examining the intellectual property risk until now and no specific method for quantifying its risk into risk premium. This paper developed the 10 element to determine the level of the intellectual property risk and applied estimation function such as linear function, natural log function and exponential function to transform the level of risk into risk premium. The limitation of this paper is that the range of intellectual property risk premium is inferred based on the information of foreign and domestic valuation agency. Finally, this paper explored the development of an intellectual property discount rate for technology valuation and presented the method in order to quantify the intellectual property risk premium.

  • PDF