• Title/Summary/Keyword: exponential distribution

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On Exponential Utility Maximization

  • Chung, Kun-Jen
    • Journal of the Korean Operations Research and Management Science Society
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    • v.13 no.2
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    • pp.66-71
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    • 1988
  • Let B be present value of some sequence. This paper concerns the maximization of the expected utility of the present value B when the utility function is exponential.

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The Study for NHPP Software Reliability Growth Model based on Exponentiated Exponential Distribution (지수화 지수 분포에 의존한 NHPP 소프트웨어 신뢰성장 모형에 관한 연구)

  • Kim, Hee-Cheul
    • Journal of the Korea Society of Computer and Information
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    • v.11 no.5 s.43
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    • pp.9-18
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    • 2006
  • Finite failure NHPP models presented in the literature exhibit either constant, monotonic increasing or monotonic decreasing failure occurrence rates per fault. In this paper, Goel-Okumoto and Yamada-Ohba-Osaki model was reviewed, proposes the exponentiated exponential distribution reliability model, which maked out efficiency substituted for gamma and Weibull model(2 parameter shape illustrated by Gupta and Kundu(2001) Algorithm to estimate the parameters used to maximum likelihood estimator and bisection method, model selection based on SSE, AIC statistics and Kolmogorov distance, for the sake of efficient model, was employed. Analysis of failure using NTDS data set for the sake of proposing shape parameter of the exponentiated exponential distribution was employed. This analysis of failure data compared with the exponentiated exponential distribution model and the existing model (using arithmetic and Laplace trend tests, bias tests) is presented.

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Evaluation of RVE Suitability Based on Exponential Curve Fitting of a Probability Distribution Function (확률 분포 함수의 지수 곡선 접합을 이용한 RVE 적합성 평가)

  • Chung, Sang-Yeop;Yun, Tae Sup;Han, Tong-Seok
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.30 no.5A
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    • pp.425-431
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    • 2010
  • The phase distribution in a multi-phase material strongly affects its material properties. Therefore, a proper method to describe the phase distribution of a material is needed. In this research, probability distribution functions, two-point correlation and lineal-path functions, are used to represent the probabilistic phase distributions of a material. The probability distribution function is calculated using a numerical method and is described as an analytical form via exponential curve fitting with three parameters. Application of analytical form of probability distribution function is investigated using two-phase polycrystalline solids and soil samples. It is confirmed that the probability distribution functions can be represented as an exponential form using curve fitting which helps identifying the applicability of a representative volume element(RVE).

Dynamic analysis of a functionally graded tapered rotating shaft under thermal load via differential quadrature finite elements method

  • Fethi, Hadjoui;Ahmed, Saimi;Ismail, Bensaid;Abdelhamid, Hadjoui
    • Advances in aircraft and spacecraft science
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    • v.10 no.1
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    • pp.19-49
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    • 2023
  • The present study proposes a theoretical and numerical investigation on the dynamic response behaviour of a functional graded (FG) ceramic-metal tapered rotor shaft system, by the differential quadrature finite elements method (DQFEM) to identify the natural frequencies for modelling and analysis of the structure with suitable validations. The purpose of this paper is to explore the influence of heat gradients on the natural frequency of rotation of FG shafts via three-dimensional solid elements, as well as a theoretical examination using the Timoshenko beam mode, which took into account the gyroscopic effect and rotational inertia. The functionally graded material's distribution is described by two distribution laws: the power law and the exponential law. To simulate varied thermal conditions, radial temperature distributions are obtained using the nonlinear temperature distribution (NLTD) and exponential temperature distribution (ETD) approaches. This work deals with the results of the effect on the fundamental frequencies of different material's laws gradation and temperature gradients distributions. Attempts are conducted to identify adequate explanations for the behaviours based on material characteristics. The effect of taper angle and material distribution on the dynamic behaviour of the FG conical rotor system is discussed.

ON CHARACTERIZATIONS OF CONTINUOUS DISTRIBUTIONS BY CONDITIONAL EXPECTATIONS OF UPPER RECORD VALUES

  • Jin, Hyun-Woo;Lee, Min-Young
    • Journal of the Chungcheong Mathematical Society
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    • v.25 no.3
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    • pp.501-505
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    • 2012
  • In this paper, general classes of continuous distributions are characterized by considering the conditional expectations of functions of upper record statistics. The specific distribution considered as a particular case of the general class of distribution are Exponential, Exponential Power(EP), Inverse Weibull, Beta Gumbel, Modified Weibull(MW), Weibull, Pareto, Power, Singh-Maddala, Gumbel, Rayleigh, Gompertz, Extream value 1, Beta of the first kind, Beta of the second kind and Lomax.

Some Distribution Free Tests for Exponential Distributions

  • Jeon, Jong Woo;Han, Suk Ki;Nam, Eun Woo
    • Journal of Korean Society for Quality Management
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    • v.14 no.1
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    • pp.39-46
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    • 1986
  • This paper considers two sided tests for exponential null distribution against NBUE or NWUE alternative in life testing. The main results concern the strong consistency of two proposed statistics, one being similar to Kolmogorov - Smirnov statistic, the other similar to Cramer-Von Mises statistic. Also obtained are the asymtotic null distribution and the exact Bahadur slope of the statistic similar to Kolmogorov-Smirnov.

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New Dispersion Function in the Rank Regression

  • Choi, Young-Hun
    • Communications for Statistical Applications and Methods
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    • v.9 no.1
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    • pp.101-113
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    • 2002
  • In this paper we introduce a new score generating (unction for the rank regression in the linear regression model. The score function compares the $\gamma$'th and s\`th power of the tail probabilities of the underlying probability distribution. We show that the rank estimate asymptotically converges to a multivariate normal. further we derive the asymptotic Pitman relative efficiencies and the most efficient values of $\gamma$ and s under the symmetric distribution such as uniform, normal, cauchy and double exponential distributions and the asymmetric distribution such as exponential and lognormal distributions respectively.

Noninformative priors for the reliability function of two-parameter exponential distribution

  • Kang, Sang-Gil;Kim, Dal-Ho;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
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    • v.22 no.2
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    • pp.361-369
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    • 2011
  • In this paper, we develop the reference and the matching priors for the reliability function of two-parameter exponential distribution. We derive the reference priors and the matching prior, and prove the propriety of joint posterior distribution under the general prior including the reference priors and the matching prior. Through the sim-ulation study, we show that the proposed reference priors match the target coverage probabilities in a frequentist sense.

Application Guide of Reliability Test (신뢰성 시험 적용 모델)

  • Choi, Sung-Woon
    • Proceedings of the Safety Management and Science Conference
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    • 2007.04a
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    • pp.295-307
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    • 2007
  • This paper introduces statistical test principles, statistical procedures and tests for exponential distribution. This paper also shows compliance test plans for success ratio and constant failure rate, and goodness-of-fit tests for Weibull distribution. Moreover, this paper presents procedures for comparision of two constant failure rates, and dependability of products containing reused parts.

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