• Journal of Applied Reliability
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• v.18 no.1
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• pp.80-86
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• 2018

Purpose: This article provides a mathematical model for the accelerated degradation test when the performance degradation characteristic follows the lognormal distribution. Method: For developing test plans, the total number of test units and the test time are determined based on the minimization of the asymptotic variance of the q-th quantile of the lifetime distribution at the use condition. Results: The mathematical model for the accelerated degradation test is provided. Conclusion: Accelerated degradation test method is widely used to evaluate the product lifetime within a resonable amount of cost and time. In this article. a mathematical model for the accelerated degradation test method is newly developed for this purposes.

• International Journal of Reliability and Applications
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• v.6 no.1
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• pp.53-64
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• 2005

In this paper, we propose a nonparametric test procedure for the multivariate, grouped and right censored data for two sample problem. For the construction of the test statistic, we use the linear rank statistics for each component and apply the permutation principle for obtaining the null distribution. For the large sample case, the asymptotic distribution is derived under the null hypothesis with the additional assumption that two censoring distributions are also equal. Finally, we illustrate our procedure with an example and discuss some concluding remarks. In appendices, we derive the expression of the covariance matrix and prove the asymptotic distribution.

• Journal of Applied Reliability
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• v.16 no.4
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• pp.280-286
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• 2016

Purpose: Recently, Jiang defines the tradeoff B life to minimize a sum of life lost by preventive maintenance (PM) and corrective maintenance (CM) contribution parts and sets up an optimal replacement age of age replacement policy as this tradeoff life. In this paper, Jiang's model only considering the known lifetime distribution is extended by assigning different weights to two parts of PM and CM in order to reflect the practical maintenance situations in application. Methods: The new age replacement model is formulated and the meaning of a weight factor is expressed with the implied cost of failure under asymptotic expected cost model and also discussed with one-cycle expected cost criterion. Results: The proposed model is applied to Weibull and lognormal lifetime distributions and optimum PM replacement ages are derived with corresponding implied cost of failure. Conclusion: The new age replacement policy to escape the estimation of cost of failure in classical asymptotic expected cost criterion based on the renewal process is provided.

• Journal of the Korea Safety Management & Science
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• v.9 no.2
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• pp.123-134
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• 2007

This paper focuses on the in-house reliability assurance plan for the bulk materials of each company. The reliability assurance needs in essence a long time and high cost for testing the materials. In order to reduce the time and cost, accelerated life test is adopted. The bulk sampling technique was used for acceptance. Design parameters might be total sample size(segments and increments}, stress level and so on. We focus on deciding the sample size by minimizing the asymptotic variance of test statistics as well as satisfying the consumer's risk. In bulk sampling, we also induce the sample size by adapting the normal life time distribution model when the variable of the lognormal life time distribution is transformed and adapted to the model. In addition, the sample size for both the segments and increments can be induced by minimizing the asymptotic variance of test statistics of the segments and increments with consumer's risk met. We can assure the reliability of the mean life and B100p life time of the bulk materials by using the calculated minimum sample size.

• Bulletin of the Korean Mathematical Society
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• v.59 no.4
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• pp.979-991
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• 2022

A special class of exponential dispersion models is the class of Tweedie distributions. This class is very significant in statistical modeling as it includes a number of familiar distributions such as Gaussian, Gamma and compound Poisson. A Tweedie distribution has a power parameter p, a mean m and a dispersion parameter 𝜙. The value of the power parameter lies in identifying the corresponding distribution of the Tweedie family. The basic objective of this research work resides in investigating the existence of the implicit estimator of the power parameter of the Tweedie distribution. A necessary and sufficient condition on the mean parameter m, suggesting that the implicit estimator of the power parameter p exists, was established and we provided some asymptotic properties of this estimator.

• Journal of the Korean Mathematical Society
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• v.14 no.2
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• pp.217-221
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• 1978

• The Korean Journal of Applied Statistics
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• v.29 no.2
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• pp.301-308
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• 2016

The process capability index is used to determine whether a production process is capable of producing items within a specified tolerance. Some process capability indices $C_p$, $C_{pk}$ and $C_{pm}$ have been of particular interest as useful management tools for tracking process performance. Most evaluations on process capability indices focus on statistical estimation and test of hypothesis. It is necessary to investigate their asymptotic correlationship among basic estimators ${\hat{C}}_p$, ${\hat{C}}_{pk}$ and ${\hat{C}}_{pm}$ of process capability indices $C_p$, $C_{pk}$ and $C_{pm}$. In this paper, we study their asymptotic correlationship for three process capability indices ${\hat{C}}_p$, ${\hat{C}}_{pk}$ and ${\hat{C}}_{pm}$ under bivariate normal distribution BN(${\mu}_x,{\mu}_y,{\sigma}^2_x,{\sigma}^2_y,{\rho}$). With some nonnormal processes, the asymptotic correlation coefficient of any two respective process capability index estimators could be established.

• Journal of Electrical Engineering and information Science
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• v.2 no.3
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• pp.29-40
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• 1997

Two asymptotic analyses of the queue length distribution at a statistical multiplexor supporting heterogeneous exponential on-off sources are considered. The first analysis is performed by approximating the cell generation rates as a multi-dimensional Ornstein-Uhlenbeck process and then applying the Benes queueing formula. In the second analysis, w state with a system of linear equations derived from the exact expressions of the dominant eigenvalue of the matrix governing the queue length distribution. Assuming that there are a large number of sources, we obtain asymptotic approximations to the dominant eigenvalue. Based on the analyses, we define a traffic descriptor to include the mean and the variance of the cell generation rate and a burstiness measure. A simple expression for the quality of service (QoS) in cell loss rate is derived in terms of the traffic descriptor parameters and the multiplexor parameters (output link capacity and buffer size). The result is then used to quantify the factors determining the required capacity of a call taking the statistical multiplexing gain into consideration. As an application of the analyses, we can use the required capacity calculation for simple yet effective connection admission control(CAC) algorithms.

• International Journal of Reliability and Applications
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• v.1 no.2
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• pp.115-121
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• 2000

The trend change in aging properties, such as failure rate and mean residual life, of a life distribution is important to engineers and reliability analysts. In this paper we develop a test statistic for testing whether or not the failure rate changes its trend using censored data. The asymptotic normality of the test statistics is established. We discuss the efficiency values of loss due to censoring.

• Journal of the Korean Statistical Society
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• v.31 no.2
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• pp.251-259
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• 2002

Lagged regressor models with general stationary errors independent of the regressors are considered. The regressor process is unstable having characteristic roots on the unit circle. If the order of the lag matches the number of roots on the unit circle, the ordinary least squares estimator (OLSE) is asymptotically efficient in that it has the same limiting distribution as the generalized least squares estimator (GLSE) under the same normalization. This result extends the well-known result of Grenander and Rosenblatt (1957) for asymptotic efficiency of the OLSE in deterministic polynomial and/or trigonometric regressor models to a class of models with stochastic regressors.