• Title/Summary/Keyword: bivariate failure time

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Estimation of Freund model under censored data

  • Cho, Kil-Ho
    • Journal of the Korean Data and Information Science Society
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    • v.23 no.2
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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.

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

  • Kim, Juyoung;Cha, Ji Hwan
    • Journal of the Korean Data and Information Science Society
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    • v.27 no.3
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    • pp.711-724
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    • 2016
  • Under variable complex operating environment, various factors can affect the lifetimes of systems. In this research, we study bivariate reliability models having multiple dynamic competing risks. As competing risks, in addition to the natural failure, we consider the increased stress caused by the failure of one component, external shocks, and the level of stress of the working environment at the same time. Considering two reliability models which take into account all of these competing risks, we derive bivariate life distributions. Furthermore, we compare these two models and also compare the distributions of maximum and minimum statistics in the two models.

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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    • v.19 no.2
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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.

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

  • 홍연웅
    • Journal of Korean Society for Quality Management
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    • v.26 no.2
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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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    • v.18 no.3
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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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    • v.17 no.1
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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
    • Journal of Korean Society for Quality Management
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    • v.13 no.1
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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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Constructing a Competing Risks Model for the Combined Structure with Dependent Relations (종속적 관계를 갖는 혼합구조에 대한 경쟁적 위험모형의 구축)

  • Park, Seonghwan;Park, Jihyun;Bae, Kiho;Ahn, Suneung
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.40 no.3
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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.

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

  • Kim, Hee-Cheul;Kim, Jae-Wook
    • The Journal of Korea Institute of Information, Electronics, and Communication Technology
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    • v.10 no.5
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    • pp.372-379
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    • 2017
  • Software reliability factor during the software development process is elementary. Case of the infinite failure NHPP for identifying software failure, the occurrence rates per fault (hazard function) have the characteristic point that is constant, increases and decreases. In this paper, we propose a reliability model using the chi - square distribution which depends on the degree of freedom that represents the application efficiency of software reliability. Algorithm to estimate the parameters used to the maximum likelihood estimator and bisection method, a model selection based on the mean square error (MSE) and coefficient of determination($R^2$), for the sake of the efficient model, were employed. For the reliability model using the proposed degree of freedom of the chi - square distribution, the failure analysis using the actual failure interval data was applied. Fault data analysis is compared with the intensity function using the degree of freedom of the chi - square distribution. For the insurance about the reliability of a data, the Laplace trend test was employed. In this study, the chi-square distribution model depends on the degree of freedom, is also efficient about reliability because have the coefficient of determination is 90% or more, in the ground of the basic model, can used as a applied model. From this paper, the software development designer must be applied life distribution by the applied basic knowledge of the software to confirm failure modes which may be applied.