• 제목/요약/키워드: Shape parameter

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Noninformative priors for the common shape parameter of several inverse Gaussian distributions

  • Kang, Sang Gil;Kim, Dal Ho;Lee, Woo Dong
    • Journal of the Korean Data and Information Science Society
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    • 제26권1호
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    • pp.243-253
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    • 2015
  • In this paper, we develop the noninformative priors for the common shape parameter of several inverse Gaussian distributions. Specially, we want to develop noninformative priors which satisfy certain objective criterion. The probability matching priors and reference priors of the common shape parameter will be developed. It turns out that the second order matching prior does not exist. The reference priors satisfy the first order matching criterion, but Jeffrey's prior is not the first order matching prior. We showed that the proposed reference prior matches the target coverage probabilities in a frequentist sense through simulation study, and an example based on real data is given.

Objective Bayesian multiple hypothesis testing for the shape parameter of generalized exponential distribution

  • Lee, Woo Dong;Kim, Dal Ho;Kang, Sang Gil
    • Journal of the Korean Data and Information Science Society
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    • 제28권1호
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    • pp.217-225
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    • 2017
  • This article deals with the problem of multiple hypothesis testing for the shape parameter in the generalized exponential distribution. We propose Bayesian hypothesis testing procedures for multiple hypotheses of the shape parameter with the noninformative prior. The Bayes factor with the noninformative prior is not well defined. The reason is that the most of the noninformative prior can be improper. Therefore we study the default Bayesian multiple hypothesis testing methods using the fractional and intrinsic Bayes factors with the reference priors. Simulation study is performed and an example is given.

The Null Distribution of the Likelihood Ratio Test for a Mixture of Two Gammas

  • Min, Dae-Hee
    • Journal of the Korean Data and Information Science Society
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    • 제9권2호
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    • pp.289-298
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    • 1998
  • We investigate the distribution of likelihood ratio test(LRT) of null hypothesis a sample is from single gamma with unknown shape and scale against the alternative hypothesis a sample is from a mixture of two gammas, each with unknown scale and unknown (but equal) scale. To obtain stable maximum likelihood estimates(MLE) of a mixture of two gamma distributions, the EM(Dempster, Laird, and Robin(1977))and Modified Newton(Jensen and Johansen(1991)) algorithms were implemented. Based on EM, we made a simple structure likelihood equation for each parameter and could obtain stable solution by Modified Newton Algorithms. Simulation study was conducted to investigate the distribution of LRT for sample size n = 25, 50, 75, 100, 50, 200, 300, 400, 500 with 2500 replications. To determine the small sample distribution of LRT, I considered the model of a gamma distribution with shape parameter equal to 1 + f(n) and scale parameter equal to 2. The simulation results indicate that the null distribution is essentially invariant to the value of the shape parameter. Modeling of the null distribution indicates that it is well approximated by a gamma distribution with shape parameter equal to the quantity $0.927+1.18/\sqrt{n}$ and scale parameter equal to 2.16.

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유동시스템의 형상 최적화에 성장-변형률법의 적용 (The Application of the Growth-Strain Method to the Shape Optimization of the Flow System)

  • 맹주성;한석영;김종필
    • 대한기계학회:학술대회논문집
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    • 대한기계학회 2001년도 추계학술대회논문집B
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    • pp.533-538
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    • 2001
  • In general, shape optimization design of the flow system has done to obtain the effects, which are required in the engineering fields. Most of these designs are accomplished by empirical or numerical analysis. But, in empirical analysis case, it is difficult to obtain an optimal shape in the feasible design region. And, in numerical method case, it usually needs many design parameters, because of the required object-function. In this paper, we present a newly numerical analysis, the growth-strain method having only one design parameter. That optimizes a shape by distributing a design parameter such as dissipation energy to be uniformed in the flow system. Also, we apply this shape design process to the three-flow systems, and then we identify that the resulting shape approaches the known optimal shape in the numerical values. Consequently, we confirm that the proposed method is very efficient and practical in the shape optimization of the flow system.

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파레토 및 어랑 형상모수에 의존한 수명분포를 따르는 소프트웨어 신뢰성 모형에 대한 신뢰도 특성요인 비교 연구 (A Comparison of Reliability Factors of Software Reliability Model Following Lifetime Distribution Dependent on Pareto and Erlang Shape Parameters)

  • 김희철;문송철
    • Journal of Information Technology Applications and Management
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    • 제24권2호
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    • pp.71-80
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    • 2017
  • Software reliability is one of the most elementary and important problems in software development In order to find the software failure occurrence, the instantaneous failure rate function in the Poisson process can have a constant, incremental or decreasing tendency independently of the failure time. In this study, we compared the reliability performance of the software reliability model using the parameters of Pareto life distribution with the intensity decreasing pattern and the shape parameter of Erlang life distribution with the intensity increasing and decreasing pattern in the software product testing. In order to identify the software failure environment, the parametric estimation was applied to the maximum likelihood estimation method. Therefore, in this paper, we compare and evaluate software reliability by applying software failure time data. The reliability of the Erlang and Pareto life models is shown to be higher than that of the Pareto lifetime distribution model when the shape parameter is higher and the Erlang model is more reliable when the shape parameter is higher. Through this study, the software design department will be able to help the software design by applying various life distribution and shape parameters, and providing basic knowledge using software failure analysis.

로드리스 실린더의 수명 특성에 관한 연구 (A Study on the Life Characteristic of Rodless Cylinder)

  • 이충성;임재학;강보식
    • 드라이브 ㆍ 컨트롤
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    • 제12권1호
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    • pp.21-27
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    • 2015
  • Pneumatic cylinders are classified into rod-type pneumatic cylinders and rodless pneumatic cylinders depending on the presence of the rod. Rodless cylinders have a constant area and have no deflection. Rodless cylinders are widely used in automatic systems requiring high-speed performance and high-precision transportation. However, the research of the pneumatic cylinder has been focused on the structure and life characteristics. In this research, aging characteristics and shape parameter analysis which are related to the lifetime were investigated. By conducting the lifetime tests with two different materials for the transfer plate, the failure mode and lifetime characteristics were analyzed. By the Anderson-Darling (A-D) verification based on the complete data set, the analysis results of lifetime distribution, shape parameter, and scale parameter were provided.

우리나라 해역별 해양환경에 최적화된 확률모형 개발 (Development of Probabilistic Models Optimized for Korean Marine Environment Varying from Sea to Sea Based on the Three-parameter Weibull Distribution)

  • 조용준
    • 한국해안·해양공학회논문집
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    • 제36권1호
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    • pp.20-36
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    • 2024
  • 요 지 : 본 연구에서는 먼저 우리나라 해역별 해양환경 특성이 담긴 장기 파랑 관측자료로부터 Goda 모형을 활용하여 파력과 양력 시계열자료를 생성하였다. 이어 이렇게 생성된 시계열자료부터 Three-parameter Weibull distribution에 기반한 파력과 양력 확률모형을 개발하였다. 해역별로 다른 우리나라 해양환경은 파력과 양력 확률모형 모수에서도 그 차이를 확연하게 드러내었다. 충분히 발달한 풍성 파가 우월한 남해안의 경우 큰 Scale Coefficient, 작은 Location Coefficient, 1.3 전후의 Shape Coefficient로 특정되는 것을 확인하였다. 이에 비해 파랑의 성장이 취송거리에 의해 제한되는 서해를 마주하고 있는 군산의 경우 작은 Scale Coefficient, 큰 Location Coefficient, 2.0 전후의 Shape Coefficient로 특정되었다. 서해와 남해가 만나는 해역을 마주하고 있는 목포의 경우 작은 Scale Coefficient, 큰 Location Coefficient, 제일 작은 Shape Coefficient를 지녀 남해와 서해의 해양환경이 혼재한다는 사실도 확인할 수 있었다.

유동 시스템의 형상 최적 설계를 위한 성장-변형률법의 적용 (Application of the Growth-Strain Method for Shape Optimal Design of a Flow System)

  • 한석영;이상환;김종필;맹주성
    • 대한기계학회논문집B
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    • 제26권7호
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    • pp.945-950
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    • 2002
  • Shape optimization of a flow system is done to obtain the required effects, in the engineering fields. Most of these designs are accomplished by empirical or numerical analysis. In empirical analysis, it is difficult to obtain an optimal shape in the feasible design region. And, in numerical method, it usually needs much calculation expenses for shape optimization, because of design sensitivity analysis. In this study, we used the growth-strain method having only one distributed parameter such as a design variable. It optimizes a shape by making a distributed parameter such as dissipation energy uniform in a flow system, and then applied to two-flow systems. In order to overcome the stability occurred in numerical analysis performed by Azegami, the equation of volumic strain has been modified. Also, the shapes were compared with the known optimal shapes for the flow systems. Consequently, we confirm that the modified growth-strain method is very efficient and practical in shape optimization of the flow systems.

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

  • 김희철;문송철
    • Journal of Information Technology Applications and Management
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    • 제27권3호
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    • pp.69-75
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    • 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.

와이블 형상계수에 따른 이용률 변화 (Variation of Capacity Factors by Weibull Shape Parameters)

  • 권일한;김진한;백인수;유능수
    • 한국태양에너지학회 논문집
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    • 제33권1호
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    • pp.32-39
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    • 2013
  • Effects of Weibull shape parameter, k, on capacity factors of wind turbines were investigated. Wind distributions with mean wind speeds of 5 m/s, 6 m/s, 7 m/s and 8 m/s were simulated and used to estimate the annual energy productions and capacity factors of a 2MW wind turbine for various Weibull shape parameters. It was found from the study that the capacity factors of wind turbines are much affected by Weibull shape parameters. When the annual mean wind speed at the hub height of a wind turbine was about 7 m/s, and the air density was assumed to be 1.225 $kg/m^3$, the maximum capacity factor of a 2 MW wind turbine having a rated wind speed of 13 m/s was found to occur with the shape parameter of 2. It was also found that as the mean wind speed increased, the Weibull k parameter which yielded the maximum capacity factor increased. The simulated results were also validated by predictions of capacity factors of wind turbines using wind data measured in complex terrain.