• 한국전기전자재료학회논문지
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• 제30권9호
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• pp.551-557
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• 2017

It is extremely important to improve methodologies for the lifetime assessment of porcelain insulators. While there has been a considerable amount of work regarding the phenomena of lifetime distributions, most of the studies assume that aging distributions follow the Weibull distribution. However, the true underlying distribution is unknown, giving rise to unrealistic inferences, such as parameter estimations. In this article, we review several distributions that are commonly used in reliability and survival analysis, such as the exponential, Weibull, log-normal, and gamma distributions. Some properties, including the characteristics of failure rates of these distributions, are presented. We use a Bayesian approach for model selection and parameter estimation procedures. A well-known measure, called the Bayes factor, is used to find the most plausible model among several contending models. The posterior mean can be used as a parameter estimate for unknown parameters, once a model with the highest posterior probability is selected. Extensive simulation studies are performed to demonstrate our methodologies.

• Communications for Statistical Applications and Methods
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• 제28권1호
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• pp.1-19
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• 2021

Heavy tailed distributions are useful for modeling actuarial and financial risk management problems. Actuaries often search for finding distributions that provide the best fit to heavy tailed data sets. In the present work, we introduce a new class of heavy tailed distributions of a special sub-model of the proposed family, called a new extended alpha power transformed Weibull distribution, useful for modeling heavy tailed data sets. Mathematical properties along with certain characterizations of the proposed distribution are presented. Maximum likelihood estimates of the model parameters are obtained. A simulation study is provided to evaluate the performance of the maximum likelihood estimators. Actuarial measures such as Value at Risk and Tail Value at Risk are also calculated. Further, a simulation study based on the actuarial measures is done. Finally, an application of the proposed model to a heavy tailed data set is presented. The proposed distribution is compared with some well-known (i) two-parameter models, (ii) three-parameter models and (iii) four-parameter models.

• Communications for Statistical Applications and Methods
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• 제24권3호
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• pp.227-240
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• 2017

In this paper, we introduce the inverted exponentiated Weibull (IEW) distribution which contains exponentiated inverted Weibull distribution, inverse Weibull (IW) distribution, and inverted exponentiated distribution as submodels. The proposed distribution is obtained by the inverse form of the exponentiated Weibull distribution. In particular, we explain that the proposed distribution can be interpreted by Marshall and Olkin's book (Lifetime Distributions: Structure of Non-parametric, Semiparametric, and Parametric Families, 2007, Springer) idea. We derive the cumulative distribution function and hazard function and calculate expression for its moment. The hazard function of the IEW distribution can be decreasing, increasing or bathtub-shaped. The maximum likelihood estimation (MLE) is obtained. Then we show the existence and uniqueness of MLE. We can also obtain the Bayesian estimation by using the Gibbs sampler with the Metropolis-Hastings algorithm. We also give applications with a simulated data set and two real data set to show the flexibility of the IEW distribution. Finally, conclusions are mentioned.

• 동력기계공학회지
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• 제14권4호
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• pp.56-62
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• 2010

This paper is concerned with the stochastic nature of elevated temperature tensile strength and creep rupture time in 18Cr-8Ni stainless steels. The Weibull statistical analysis using the NRIM data sheet has been performed to investigate the effects of variability of the elevated temperature tensile strength and creep rupture time on the testing temperature. From those investigations, the distributions of temperature tensile strength and creep rupture time were well followed in 2-parameter Weibull. The shape parameter and scale parameter for the Weibull distribution of tensile strength were decreased with increasing the testing temperature. For the creep rupture time, generally, the shape parameter were decreased with increasing the testing temperature.

• 한국경영과학회:학술대회논문집
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• 대한산업공학회/한국경영과학회 1996년도 춘계공동학술대회논문집; 공군사관학교, 청주; 26-27 Apr. 1996
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• pp.260-260
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• 1996

• 한국통신학회논문지
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• 제29권1C호
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• pp.129-139
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• 2004

이 논문은 최소평균제곱오차의 의미에서 Weibull 신호원에 최적인 홑양자기의 지지역에 관한 연구이다. 양자기의 지지역은 최외곽 양자경계값으로 정해지는 구간으로, 이는 양자기의 왜곡양의 결정에 중요한 영향을 미치므로 이에 대한 연구를 시작하였다. 이 논문에 제시된 연구결과는 다음과 같다. 첫째, Weibull 분포에 최적인 양자기의 최외곽 경계값의 근사식을 유도하였다. 둘째, Weibull 신호원의 중요한 형태인 레일리 분포와 지수 분포의 경우에 최적 양자기를 설계하여, 유도된 근사식을 실제값과 비교하여, 근사식의 정확도를 평가하였다. 양자기 지지역 왼쪽 끝경계값의 근사식은, 레일리와 지수 분포 각각의 경우에 양자점이 128과 256 이상일 때 실제값과 약 1% 이내의 오차를 갖으며, 오른쪽 끝경계값 근사식도 각각 양자점이 512와 32 이상일 때 약 1% 이내의 오차를 갗는 것으로 판명되었다. 또, 양자점의 개수가 증가하면 공식의 정확도가 높아졌다. 결론적으로 경계값, 근사식은 매우 높은 정확도를 갖는 것으로 사료된다. 따라서, 이 논문의 기여점은, Weibull 분포에 최적인 양자기의 지지역을 정확하게 표현할 수 있는 구체적인 공식을 유도·제시한 것이다. 이 공식은 Weibull 신호원에 최적인 양자기의 성능분석과 양자기 불일치 연구에 귀중하게 사용될 수 있을 것으로 사료된다.

• Asian Pacific Journal of Cancer Prevention
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• 제13권5호
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• pp.1829-1831
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• 2012

Background: The generalized gamma distribution statistics constitute an extensive family that contains nearly all of the most commonly used distributions including the exponential, Weibull and log normal. A saturated version of the model allows covariates having effects through all the parameters of survival time distribution. Accelerated failure-time models assume that only one parameter of the distribution depends on the covariates. Methods: We fitted both the conventional GG model and the saturated form for each of its members including the Weibull and lognormal distribution; and compared them using likelihood ratios. To compare the selected parameter distribution with log logistic distribution which is a famous distribution in survival analysis that is not included in generalized gamma family, we used the Akaike information criterion (AIC; r=l(b)-2p). All models were fitted using data for 369 women age 50 years or more, diagnosed with stage IV breast cancer in BC during 1990-1999 and followed to 2010. Results: In both conventional and saturated parametric models, the lognormal was the best candidate among the GG family members; also, the lognormal fitted better than log-logistic distribution. By the conventional GG model, the variables "surgery", "radiotherapy", "hormone therapy", "erposneg" and interaction between "hormone therapy" and "erposneg" are significant. In the AFT model, we estimated the relative time for these variables. By the saturated GG model, similar significant variables are selected. Estimating the relative times in different percentiles of extended model illustrate the pattern in which the relative survival time change during the time. Conclusions: The advantage of using the generalized gamma distribution is that it facilitates estimating a model with improved fit over the standard Weibull or lognormal distributions. Alternatively, the generalized F family of distributions might be considered, of which the generalized gamma distribution is a member and also includes the commonly used log-logistic distribution.

• Communications for Statistical Applications and Methods
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• 제19권6호
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• pp.837-847
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• 2012

Inverse Gaussian distribution is widely used in applications to analyze and model right-skewed data. To assess the appropriateness of the distribution prior to data analysis, Mudholkar and Tian (2002) proposed an entropy-based test of fit. The test is based on the entropy power fraction(EPF) index suggested by Gokhale (1983). The simulation results report that the power of the entropy-based test is superior compared to other goodness-of-fit tests; however, this observation is based on the small-scale simulation results on the standard exponential, Weibull W(1; 2) and lognormal LN(0:5; 1) distributions. A large-scale simulation should be performed against various alternative distributions to evaluate the power of the entropy-based test; however, the use of a theoretical method is more effective to investigate the powers. In this paper, utilizing the information discrimination(ID) index defined by Ehsan et al. (1995) as a mathematical tool, we scrutinize the power of the entropy-based test. The selected alternative distributions are the gamma, Weibull and lognormal distributions, which are widely used in data analysis as an alternative to inverse Gaussian distribution. The study results are provided and an illustrative example is analyzed.

• Journal of Mechanical Science and Technology
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• 제19권6호
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• pp.1280-1289
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• 2005

This paper presents the effects of corrosion environments of failure pressure model for buried pipelines on failure prediction by using a failure probability. The FORM (first order reliability method) is used in order to estimate the failure probability in the buried pipelines with corrosion defects. The effects of varying distribution types of random variables such as normal, lognormal and Weibull distributions on the failure probability of buried pipelines are systematically investigated. It is found that the failure probability for the MB31G model is larger than that for the B31G model. And the failure probability is estimated as the largest for the Weibull distribution and the smallest for the normal distribution. The effect of data scattering in corrosion environments on failure probability is also investigated and it is recognized that the scattering of wall thickness and yield strength of pipeline affects the failure probability significantly. The normalized margin is defined and estimated. Furthermore, the normalized margin is used to predict the failure probability using the fitting lines between failure probability and normalized margin.

• 한국농림기상학회지
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• 제12권2호
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• pp.83-94
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• 2010

본 연구의 목적은 우리나라의 연 강수량, 계절 강수 량 그리고 월 강수량의 최적 확률분포형을 선정하는 것이다. 이를 위해서 전국 32개의 강우 관측소에서 얻은 자료에 대하여 L-모멘트 비 다이어그램과 평균가중거리 값을 이용하여 각 강수량별 최적 확률분포를 산정하였으며, 최종적으로 선정된 최적 확률분포형을 관측 지점별로 적합도 검정을 실시하였다. 그 결과, 연강수량에서는 3변수 Weibull 분포(W3), 봄과 가을에는 3변수 대수정규분포(LN3), 여름과 겨울에는 일반화된 극치분포(GEV)가 관측값에 가장 잘 적합하는 것으로 나타났다. 또한, 월 강수량에서는 1월은 LN3, 2월과 7월은 W3, 3월은 2변수 Weibull 분포(W2), 4월, 9월, 10월, 11월은 일반화된 Pareto 분포(GPA), 5월과 6월은 GEV, 그리고 8월과 12월은 log-Pearson type III 분포(LP3)가 가장 잘 적합하였다. 하지만, 최적 확률분포형의 지점별 적합도 검정의 결과, 1월, 4월, 9월, 10월, 11월의 GPA와 LN3에 대한 기각율이 확률 분포의 매개변수 추정에서의 오류와 상대적으로 높은 AWD 값으로 인하여 매우 높게 나타났다. 한편, 23개 관측소의 자료를 추가하여 분석해본 결과 기존의 32개 의 관측소 자료를 이용한 것과 큰 차이를 나타내지 않았다. 종합적으로 보다 적합한 확률분포형을 선정하기 위해서는 더 장기간의 표본자료를 이용한 추가적인 연구가 필요할 것으로 판단된다.