• Title/Summary/Keyword: exponential distribution

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EWMA chart Application using the Transformation of the Exponential with Individual Observations (개별 관측치에서 지수변환을 이용한 EWMA 관리도 적용기법)

  • 지선수
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.22 no.52
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    • pp.337-345
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    • 1999
  • The long-tailed, positively skewed exponential distribution can be made into an almost symmetric distribution by taking the exponent of the data. In these situations, to use the traditional shewhart control limits on an individuals chart would be impractical and inconvenient. The transformed data, approximately bell-shaped, can be plotted conveniently on the individuals chart and exponentially weighted moving average chart. In this paper, using modifying statistics with transformed exponential of the data, we give a method for constructing control charts. Selecting method of exponent for individual chart is evaluated. And consider that smaller weight being assigned to the older data as time process and properties and taking method of exponent($\theta$), weighting factor($\alpha$) are suggested. Our recommendation, on the basis result of simulation, is practical method for EWMA chart.

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Estimators of Pr [ X < Y ] in Block and Basu's Bivariate Exponential Model

  • Kim, Jae-Joo;Lee, Ki-Hoon;Lee, Yeon;Kim, Hwan-Joong
    • Journal of Korean Society for Quality Management
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    • v.22 no.3
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    • pp.124-141
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    • 1994
  • The maximum likelihood estimator (M.L.E.) and the Bayes estimators of Pr (X < Y) are derived when X and Y have a absolutely continuous bivariate exponential distribution in Block & Basu's model. The performances of M.L.E. are compared to those Bayes estimators for moderate sample size.

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System reliability estimation in multicomponent exponential stress-strength models

  • Pandit, Parameshwar V.;Kantu, Kala J.
    • International Journal of Reliability and Applications
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    • v.14 no.2
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    • pp.97-105
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    • 2013
  • A stress-strength model is formulated for a multi-component system consisting of k identical components. The k components of the system with random strengths ($X_1$, $X_2$, ${\ldots}$, $X_k$) are subjected to one of the r random stresses ($X_{k+1}$, $X_{k+2}$, ${\ldots}$, $X_{k+r}$). The estimation of system reliability based on maximum likelihood estimates (MLEs) and Bayes estimators in k component system are obtained when the system is either parallel or series with the assumption that strengths and stresses follow exponential distribution. A simulation study is conducted to compare MLE and Bayes estimator through the mean squared errors of the estimators.

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Interior and Exterior Trimmed Means in an Exponential Model

  • Jungsoo Woo;Changsoo Lee;Joongdae Kim
    • Communications for Statistical Applications and Methods
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    • v.2 no.1
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    • pp.176-184
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    • 1995
  • In an exponential distribution, the properties of the interior and exterior trimmed means will be introduced, and reliability estimators using the two trimmed means will be compared with the UMVUE of reliability function through simulations.

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Normal and exponential fuzzy probability for generalized trigonometric fuzzy sets (일반화된 삼각함수퍼지집합에 대한 정규 지수 퍼지확률)

  • Jo, Yun Dong;Yun, Yong Sik
    • Journal of the Korean Institute of Intelligent Systems
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    • v.24 no.4
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    • pp.398-402
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    • 2014
  • A generalized trigonometric fuzzy set is a generalization of a trigonometric fuzzy number. Zadeh([7]) defines the probability of the fuzzy event using the probability. We define the normal and exponential fuzzy probability on $\mathbb{R}$ using the normal and exponential distribution, respectively, and we calculate the normal and exponential fuzzy probability for generalized trigonometric fuzzy sets.

A Study on Attribute Analysis of Software Development Cost Model about Life Distribution Considering Shape Parameter of Weibull Distribution (수명분포가 와이블 분포의 형상모수를 고려한 소프트웨어 개발 비용모형에 관한 속성분석 연구)

  • Kim, Hee-Cheul
    • The Journal of Korea Institute of Information, Electronics, and Communication Technology
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    • v.11 no.6
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    • pp.645-650
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    • 2018
  • Software stability is the possibility of operating without any malfunction in the operating environment over time. In a finite failure NHPP for software failure analysis, the failure occurrence rate may be constant, monotonically increasing, or monotonically decreasing. In this study, based on the NHPP model and based on the software failure time data, we compared and analyzed the attributes of the software development cost model using the exponential distribution Rayleigh distribution and inverse exponential distribution considering the shape parameter of the Weibull distribution as the life distribution. The results of this study show that the Rayleigh model is the fastest release time and has the economic cost compared to the inverse-exponential model and the Goel-Okumoto model. Using the results of this study, it can be expected that software developers and operators will be able to predict the optimal release time and economic development cost.

Bayesian Inference for Autoregressive Models with Skewed Exponential Power Errors (비대칭 지수멱 오차를 가지는 자기회귀모형에서의 베이지안 추론)

  • Ryu, Hyunnam;Kim, Dal Ho
    • The Korean Journal of Applied Statistics
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    • v.27 no.6
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    • pp.1039-1047
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    • 2014
  • An autoregressive model with normal errors is a natural model that attempts to fit time series data. More flexible models that include normal distribution as a special case are necessary because they can cover normality to non-normality models. The skewed exponential power distribution is a possible candidate for autoregressive models errors that may have tails lighter(platykurtic) or heavier(leptokurtic) than normal and skewness; in addition, the use of skewed exponential power distribution can reduce the influence of outliers and consequently increases the robustness of the analysis. We use SIR algorithm and grid method for an efficient Bayesian estimation.

Bayesian reliability estimation of bivariate Marshal-Olkin exponential stress-strength model

  • Chandra, N.;Pandey, M.
    • International Journal of Reliability and Applications
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    • v.13 no.1
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    • pp.37-47
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    • 2012
  • In this article we attempted reliability analysis of a component under the stress-strength pattern with both classical as well as Bayesian techniques. The main focus is made to develop the theory for dealing the reliability problems in various circumstances for bivariate environmental set up in context of Bayesian paradigm. A stress-strength based model describes the life of a component which has strength (Y) and is subjected to stress(X). We develop the Bayes and moment estimators of reliability of a component for each of the three possible conditions, under the assumption that the two stresses (i.e. $X_1$ and $X_2$) on a component are dependent and follow a Bivariate exponential (BVE) of Marshall-Olkin distribution, the strength of a component (Y) following exponential distribution is independent of the stresses. The simulation study is performed with Markov Chain Monte Carlo technique via Gibbs sampler to obtain the estimates of Bayes estimators of reliability, are compared with moment estimators of reliabilities on the basis of absolute biases.

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The Comparative Study of Software Optimal Release Time Based on Gamma Exponential and Non-exponential Family Distribution Model (지수 및 비지수족 분포 모형에 근거한 소프트웨어 최적방출시기에 관한 비교 연구)

  • Kim, Hee-Cheul;Shin, Hyun-Cheul
    • Journal of the Korea Society of Computer and Information
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    • v.15 no.5
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    • pp.125-132
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    • 2010
  • Decision problem called an optimal release policies, after testing a software system in development phase and transfer it to the user, is studied. The applied model of release time exploited infinite non-homogeneous Poisson process. This infinite non-homogeneous Poisson process is a model which reflects the possibility of introducing new faults when correcting or modifying the software. The failure life-cycle distribution used exponential and non-exponential family which has various intensity. Thus, software release policies which minimize a total average software cost of development and maintenance under the constraint of satisfying a software reliability requirement becomes an optimal release policies. In a numerical example, after trend test applied and estimated the parameters using maximum likelihood estimation of inter-failure time data, estimated software optimal release time.