• 제목/요약/키워드: compound exponential distribution

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The least squares estimation for failure step-stress accelerated life tests

  • Kim, In-Ho
    • Journal of the Korean Data and Information Science Society
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    • 제21권4호
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    • pp.813-818
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    • 2010
  • The least squares estimation method for model parameters under failure step-stress accelerated life tests is studied and a numerical example will be given to illustrate the proposed inferential procedures under the compound linear plans proposed as an alternative to the optimal quadratic plan, assuming that the exponential distribution with a quadratic relationship between stress and log-mean lifetime. The proposed compound linear plan for constant stress accelerated life tests and 4:2:1 plan are compared for various situations. Even though the compound linear plan was proposed under constant stress accelerated life tests, we found that this plan did well relatively in failure step-stress accelerated life tests.

Lifetime Estimation for Mixed Replacement Grouped Data in Competing Failures Model

  • Lee, Tai-Sup;Yun, Sang-Un
    • International Journal of Reliability and Applications
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    • 제2권3호
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    • pp.189-197
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    • 2001
  • The estimation of mean lifetimes in presence of interval censoring with mixed replacement procedure is examined when the distributions of lifetimes are exponential. It is assumed that, due to physical restrictions and/or economic constraints, the number of failures is investigated only at several inspection times during the lifetime test; thus there is interval censoring. The maximum likelihood estimator is found in an implicit form. The Cramor-Rao lower bound, which is the asymptotic variance of the estimator, is derived. The estimation of mean lifetimes for competing failures model has been expanded.

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Compound Linear Test Plan for 3-level Constant Stress Tests

  • Kim, In-Ho
    • Journal of the Korean Data and Information Science Society
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    • 제17권3호
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    • pp.945-952
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    • 2006
  • Several accelerated life test plans use tests at only two levels of stress and thus, have practical limitations. They highly depend upon the assumption of a linear relationship between stress and time-to-failure and use only two extreme stresses that can cause irrelevant failure modes. Thus 3-level stress plans are preferable. When the lifetime distribution of test unit is exponential with mean lifetime $\theta_i$ at stress $x_i$, i=0, 1, 2, 3, we derive the optimum quadratic plan under the assumption that a quadratic relationship exists between stress and log(mean lifetime), and propose the compound linear plans, as an alternative to the optimum quadratic plan. The proposed compound linear plan is better than two other compromise plans for constant stress testing and nearly as good as the optimum quadratic plan, and has the advantage of simplicity.

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Compound Poisson 수요를 갖는 CONWIP 시스템의 근사적 분석 (Approximate Analysis of a CONWIP system with Compound Poisson Demands)

  • 이정은;이효성
    • 한국경영과학회지
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    • 제23권3호
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    • pp.153-168
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    • 1998
  • In this study we consider a CONWIP system in which the processing times at each station follow an exponential distribution and the demands for the finished Products arrive according to a compound Poisson process. The demands that are not satisfied instantaneously are assumed to be backordered. For this system we develop an approximation method to obtain the performance measures such as steady state probabilities of the number of parts at each station, the proportion of backordered demands, the average number of backordered demands and the mean waiting time of a backordered demand. For the analysis of the proposed CONWIP system, we model the CONWIP system as a closed queueing network with a synchronization station and analyze the closed queueing network using a product form approximation method. A matrix geometric method is used to solve the subnetwork in the application of the product-form approximation method. To test the accuracy of the approximation method, the results obtained from the approximation method were compared with those obtained by simulation. Comparisons with simulation have shown that the approximate method provides fairly good results.

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ON THE EXISTENCE OF THE TWEEDIE POWER PARAMETER IMPLICIT ESTIMATOR

  • Ghribi, Abdelaziz;Hassin, Aymen;Masmoudi, Afif
    • 대한수학회보
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    • 제59권4호
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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.

비의 양이 지수분포를 따르는 경우 무한 댐의 최적 방출정책 연구 (An optimal policy for an infinite dam with exponential inputs of water)

  • 김명화;백지선;최승경;이의용
    • Journal of the Korean Data and Information Science Society
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    • 제22권6호
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    • pp.1089-1096
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    • 2011
  • 본 논문에서는 댐으로 물이 복합 포아송 과정을 따라 유입되고, 댐 수위가 적정수준 ${\lambda}$를 넘어서게 되면 방출률 M으로 물을 방출하는 무한 댐 모형이 고려된다. 한번 내리는 비의 양이 지수분포를 따르는 경우, 정상상태에서 댐 수위의 확률적 성질들을 구한다. 댐 운영과 관리에 관련된 여러 비용을 고려한 후, 장시간에 걸친 단위시간당 평균 비용을 구하고, 이를 최소화하는 방출률 M과 적정수준${\lambda}$가 유일하게 존재함을 보인다. MATLAB을 이용하여 수치적인 결과도 함께 보인다.

Development of Sensitive Analytical Method of Rhodanthpyrone A by a LC-MS/MS and its Application to Bioavailability Study in Rats

  • Kang, Bitna;Yoon, Jeong A;Song, Im-Sook;Han, Young Taek;Choi, Min-Koo
    • Mass Spectrometry Letters
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    • 제10권3호
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    • pp.88-92
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    • 2019
  • A sensitive analytical method of rhodanthpyrone A in rat plasma was developed using a liquid chromatography-tandem mass spectrometry (LC-MS/MS). Rhodanthpyrone A and rhodanthpyrone B (internal standard) in rat plasma were extracted by a liquid-liquid extraction method with ethyl acetate. This extraction method gave results in high and reproducible extraction recovery in the range of 73.75-79.90% with no interfering peaks around the peak elution time of rhodanthpyrone A and B. The standard calibration curves for rhodanthpyrone A ranged from 0.5 to 2000 ng/mL were linear with $r^2$ > 0.994 and the inter- and intra-day accuracy and precision and the stability were within acceptance criteria. Using this validated analytical method, pharmacokinetics of rhodanthpyrone A following intravenous and oral administration of rhodanthpyrone A at doses of 2 mg/kg and 30 mg/kg, respectively, were investigated. Rhodanthpyrone A in rat plasma showed multi-exponential elimination pattern with high clearance and volume of distribution values. The absolute oral bioavailability of this compound was calculated as 3.7%. Collectively, the newly developed sensitive LC-MS/MS analytical method of rhodanthpyrone A could be successfully applied to investigate the pharmacokinetic properties of this compound and would be useful for the further studies on the efficacy, toxicity, and biopharmaceutics of rhodanthpyrone A.

로트 단위로 가공되는 CONWIP 시스템의 근사적 분석 (Approximate Analysis of a CONWIP System with a Lot Production)

  • 이효성;이정은
    • 산업공학
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    • 제11권3호
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    • pp.55-63
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    • 1998
  • In this study we consider a CONWIP system in which the processing times at each station follow an exponential distribution and the demands for the finished products arrive according to a compound Poisson process. The demands that are not satisfied instantaneously are assumed to be lost. We assume that the lot size at each station is greater than one. For this system we develop an approximation method to obtain the performance measures such as steady state probabilities of the number of parts at each station, average number of parts at each station and the proportion of lost demands. For the analysis of the proposed CONWIP system, we model the CONWIP system as a closed queueing network with a synchronization station and analyze the closed queueing network using a product form approximation method. A recursive technique is used to solve the subnetwork in the application of the product-form approximation method. To test the accuracy of the approximation method, the results obtained from the approximation method were compared with those obtained by simulation. Comparisons with simulation have shown that the accuracy of the approximate method is acceptable.

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Static response of 2-D functionally graded circular plate with gradient thickness and elastic foundations to compound loads

  • Behravan Rad, A.
    • Structural Engineering and Mechanics
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    • 제44권2호
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    • pp.139-161
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    • 2012
  • In this paper, the static behavior of bi-directional functionally graded (FG) non-uniform thickness circular plate resting on quadratically gradient elastic foundations (Winkler-Pasternak type) subjected to axisymmetric transverse and in-plane shear loads is carried out by using state-space and differential quadrature methods. The governing state equations are derived based on 3D theory of elasticity, and assuming the material properties of the plate except the Poisson's ratio varies continuously throughout the thickness and radius directions in accordance with the exponential and power law distributions. The stresses and displacements distribution are obtained by solving state equations. The effects of foundation stiffnesses, material heterogeneity indices, geometric parameters and loads ratio on the deformation and stress distributions of the FG circular plate are investigated in numerical examples. The results are reported for the first time and the new results can be used as a benchmark solution for future researches.

보험위험 확률모형에서의 파산확률 (Ruin Probability on Insurance Risk Models)

  • 박현숙;최정규
    • 응용통계연구
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    • 제24권4호
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    • pp.575-586
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    • 2011
  • 본 연구는 보험산업에서 관심을 갖는 파산확률의 근사적 추이를 살펴보기 위하여 크레임의 분포가 정규변동성 성질을 갖는 사례를 통하여 파산가능성의 추이를 살펴보고, 정확한 파산확률 유도에 결정적인 역할을 하는 계수를 추정하는 실증연구에 초점을 둔다. 추정된 결정계수와 보험위험 확률모형의 안전지수와의 연관성을 분석하여 파산확률의 추이를 진단하는 방법도 함께 진행된다.