• 제목/요약/키워드: bivariate failure time

검색결과 19건 처리시간 0.024초

Estimation of Freund model under censored data

  • Cho, Kil-Ho
    • Journal of the Korean Data and Information Science Society
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    • 제23권2호
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    • pp.403-409
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    • 2012
  • We consider a life testing experiment in which several two-component shared parallel systems are put on test, and the test is terminated at a predesigned experiment time. In this thesis, the maximum likelihood estimators for parameters of Freund's bivariate exponential distribution under the system level life testing are obtained. Results of comparative studies based on Monte Carlo simulation are presented.

다중 동적 Competing Risks 모형을 갖는 이변량 신뢰성 모형에 관한 연구 (Bivariate reliability models with multiple dynamic competing risks)

  • 김주영;차지환
    • Journal of the Korean Data and Information Science Society
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    • 제27권3호
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    • pp.711-724
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    • 2016
  • 다양하게 변화하는 복잡한 생존환경 하에서는 여러 요인이 동시에 사람이나 시스템의 수명에 영향을 줄 수 있다. 본 연구에서는 여러 요인이 동시에 수명에 영향을 주면서, 영향력의 크기가 상황에 따라 동적으로 변화하는 신뢰성 모형에 관한 연구를 수행한다. 수명에 영향을 주는 요인으로, 자연적 고장과 더불어, 하나의 개체의 사망이나 고장으로 인한 잔여 개체에 대한 스트레스 증가, 외부 충격, 그리고 생존 환경 스트레스 수준을 동시에 고려한다. 이들 요인들을 모두 포함하는 두 가지 모델을 고려하고, 이변량 수명 분포를 유도한다. 또한 이들 두 모형을 서로 비교하며, 이들 모형으로부터 얻어지는 최대값의 분포와 최소값의 분포를 비교하고자 한다. 제안된 두 가지 신뢰성 모형에서의 최대값 분포와 최소값 분포의 비교를 위하여 확률적 순서화에 관한 개념을 소개하며, 이에 기초하여 최대값 분포와 최소값 분포에 대한 확률적 비교를 수행한다.

Influences of Dependence Degrees of a Component for the Mean Time to Failure of a System

  • Kim, Dae-Kyung;Oh, Ji-Eun
    • Communications for Statistical Applications and Methods
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    • 제19권2호
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    • pp.219-224
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    • 2012
  • This article considers the mean time to failure(MTTF) of a dependent parallel system. We study how the degree of dependency components influences the increase in the mean lifetime for this system. The results are illustrated by tables and figures.

체계수명시험에서 얻어진 부품의 수명자료를 이용한 Freund 모형의 추정 (Estimation of Freund Model for System Level Life Testing Using Component Life Data)

  • 홍연웅
    • 품질경영학회지
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    • 제26권2호
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    • pp.27-38
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    • 1998
  • Consider a life testing experiment in which multiple two-component shared parallel systems are put on test, and the test is terminated at a specified number of system failures. The bivariate data obtained from such a system-level life testing can be classified into three classes: 1) the case of failed two components with known failure times, 2) the case of censored two components, and 3) the case of one censored component and the other failed component of which the failure time might be known or unknown. Under this censoring scheme and the assumption of Freund's bivariate exponential life distribution, the maximum likelihood estimators are obtained. Results of comparative studies based on Monte Carlo simulation are presented.

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Estimation for Block and Basu Model under System Level Life Testing

  • Hwang, In-Sob;Cho, Jang-Sik;Cho, Kil-Ho
    • Journal of the Korean Data and Information Science Society
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    • 제18권3호
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    • pp.637-644
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    • 2007
  • We consider a life testing experiment in which several two component shared parallel system are put on test, and the test is terminated at a pre-designed experiment. The bivariate data obtained from such a system level life testing can be classified into three cases: (1) the case of failed two components with known failure times, (2) the case of one censored component and the other failed component of which the failure time might be known or unknown, (3) the case of censored two components. In this paper, the maximum likelihood estimators of parameters for Block and Basu bivariate exponential model under above censoring scheme are obtained and the results of comparative studies are presented.

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Design of bivariate step-stress partially accelerated degradation test plan using copula and gamma process

  • Srivastava, P.W.;Manisha, Manisha;Agarwal, M.L.
    • International Journal of Reliability and Applications
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    • 제17권1호
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    • pp.21-49
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    • 2016
  • Many mechanical, electrical and electronic products have more than one performance characteristics (PCs). For example the performance degradation of rubidium discharge lamps can be characterized by the rubidium consumption or the decreasing intensity the lamp. The product may degrade due to all the PCs which may be independent or dependent. This paper deals with the design of optimal bivariate step-stress partially accelerated degradation test (PADT) with degradation paths modelled by gamma process. The dependency between PCs has been modelled through Frank copula function. In partial step-stress loading, the unit is tested at usual stress for some time, and then the stress is accelerated. This helps in preventing over-stressing of the test specimens. Failure occurs when the performance characteristic crosses the critical value the first time. Under the constraint of total experimental cost, the optimal test duration and the optimal number of inspections at each intermediate stress level are obtained using variance optimality criterion.

Statistical Inferences for Bivariare Exponential Distribution in Reliability and Life Testing Problems

  • PARK, BYUNG-GU
    • 품질경영학회지
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    • 제13권1호
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    • pp.31-40
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    • 1985
  • In this paper, statistical estimation of the parameters of the bivariate exponential distribution are studied. Bayes estimators of the parameters are obtained and compared with the maximum likelihood estimators which are introduced by Freund. We know that the method of moments estimators coincide with the maximum likelihood estimators and Bayes estimators are more efficient than the maximum likelihood estimators in moderate samples. The asymptotic distributions of the maximum likelihood estimators and the estimator of mean time to system failure are obtained.

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종속적 관계를 갖는 혼합구조에 대한 경쟁적 위험모형의 구축 (Constructing a Competing Risks Model for the Combined Structure with Dependent Relations)

  • 박성환;박지현;배기호;안선응
    • 산업경영시스템학회지
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    • 제40권3호
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    • pp.92-98
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    • 2017
  • The rapid growth of engineering technology and the emergence of systemized and large-scale engineering systems have resulted in complexity and uncertainty throughout the lifecycle activities of engineering systems. This complex and large-scale engineering system consists of numerous components, but system failure can be caused by failure of any one of a number of components. There is a real difficulty in managing such a complex and large-scale system as a part. In order to efficiently manage the system and have high reliability, it is necessary to structure a system with a complex structure as a sub-system. Also, in the case of a system in which cause of failures exist at the same time, it is required to identify the correlation of the components lifetime and utilize it for the design policy or maintenance activities of the system. Competitive risk theory has been used as a theory based on this concept. In this study, we apply the competitive risk theory to the models with combined structure of series and parallel which is the basic structure of most complex engineering systems. We construct a competing risks model and propose a mathematical model of net lifetime and crude lifetime for each cause of failure, assuming that the components consisting a parallel system are mutually dependent. In addition, based on the constructed model, the correlation of cause of failure is mathematically analyzed and the hazard function is derived by dividing into net lifetime and crude lifetime.

수명분포가 자유도에 의존한 카이제곱분포를 따르는 무한고장 NHPP 소프트웨어 신뢰성 모형에 관한 비교연구 (A Comparative Study on the Infinite NHPP Software Reliability Model Following Chi-Square Distribution with Lifetime Distribution Dependent on Degrees of Freedom)

  • 김희철;김재욱
    • 한국정보전자통신기술학회논문지
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    • 제10권5호
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    • pp.372-379
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    • 2017
  • 소프트웨어 개발과정동안 소프트웨어 신뢰성 요인은 매우 기본적인 사항이다. 소프트웨어 고장파악을 위한 무한고장 비동질적인 포아송 과정을 이용할 때 고장발생률 혹은 위험함수가 일정하거나 증가 또는 감소하는 속성을 가진다. 본 논문에서는 소프트웨어 신뢰 성능에 관한 효율성을 비교하는 자유도에 의존하는 카이제곱 분포를 적용한 신뢰성 모형을 제안하였다. 효율적인 모형을 평가하기 위하여 평균제곱오차(MSE)와 결정계수($R^2$)를 이용하고 최우추정법과 수치 해석적 방법을 사용하여 모수추정 알고리즘이 수행되었다. 제안하는 카이제곱분포의 자유도를 이용한 신뢰성 모형을 위해 실제 고장 간격 데이터를 사용한 고장 성능 분석이 적용되었다. 고장데이터 분석은 카이제곱분포의 자유도에 근거한 강도함수를 기준으로 비교되었다. 데이터 신뢰성을 확인하기 위하여 라플라스 추세검정이 적용되었다. 본 연구에 제안된 카이제곱분포의 자유도는 다양한 고장현상을 표현 할 수 있기 때문에 (결정계수가 90% 이상), 신뢰성 분야에서 활용 할 수 있는 모형으로 활용 할 수 있다. 이 연구 결과를 적용하면 소프트웨어 개발 설계자에게 다양한 자유도를 적용하여 소프트웨어 고장패턴을 예측함으로서 효율적인 모형을 개발하는데 표준 지침으로 적용 할 수 있다.