• Title/Summary/Keyword: exponential hazard rate

Search Result 19, Processing Time 0.029 seconds

Sensitivity Analysis of Seismic Source Models for Probabilistic Seismic Hazard Analysis (확률론적 지진재해도 분석을 위한 지진원 모델의 민감도 분석)

  • 김연중;전정윤;김태균
    • Proceedings of the Earthquake Engineering Society of Korea Conference
    • /
    • 2003.09a
    • /
    • pp.36-45
    • /
    • 2003
  • Sensitivity analyses for several seismic source models were studied. For the area sources, the hazard is steeply decreasing with the source-to-site distance. Hazard is decreasing when the area of the source is increasing with fixed annual rate. For the fault sources, the fault length, distance from a site and dip angle of near fault show very sensitive effect to seismic hazard. But the various magnitude-rupture length relationships show effect to seismic hazard slightly. For the fault source with small magnitude, the exponential model is preferred rather than the characteristic model to the magnitude-recurrence law.

  • PDF

Comparison of parametric and nonparametric hazard change-point estimators (모수적과 비모수적 위험률 변화점 통계량 비교)

  • Kim, Jaehee;Lee, Sieun
    • Journal of the Korean Data and Information Science Society
    • /
    • v.27 no.5
    • /
    • pp.1253-1262
    • /
    • 2016
  • When there exists a change-point in hazard function, it should be estimated for exact parameter or hazard estimation. In this research, we compare the hazard change-point estimators. Matthews and Farewell (1982) parametric change-point estimator is based on the likelihood and Zhang et al. (2014) nonparametric estimator is based on the Nelson-Aalen cumulative hazard estimator. Simulation study is done for the data from exponential distribution with one hazard change-point. The simulated data generated without censoring and the data with right censoring are considered. As real data applications, the change-point estimates are computed for leukemia data and primary biliary cirrhosis data.

The Proportional Likelihood Ratio Order for Lindley Distribution

  • Jarrahiferiz, J.;Mohtashami Borzadaran, G.R.;Rezaei Roknabadi, A.H.
    • Communications for Statistical Applications and Methods
    • /
    • v.18 no.4
    • /
    • pp.485-493
    • /
    • 2011
  • The proportional likelihood ratio order is an extension of the likelihood ratio order for the non-negative absolutely continuous random variables. In addition, the Lindley distribution has been over looked as a mixture of two exponential distributions due to the popularity of the exponential distribution. In this paper, we first recalled the above concepts and then obtained various properties of the Lindley distribution due to the proportional likelihood ratio order. These results are more general than the likelihood ratio ordering aspects related to this distribution. Finally, we discussed the proportional likelihood ratio ordering in view of the weighted version of the Lindley distribution.

Parameters estimation of the generalized linear failure rate distribution using simulated annealing algorithm

  • Sarhan, Ammar M.;Karawia, A.A.
    • International Journal of Reliability and Applications
    • /
    • v.13 no.2
    • /
    • pp.91-104
    • /
    • 2012
  • Sarhan and Kundu (2009) introduced a new distribution named as the generalized linear failure rate distribution. This distribution generalizes several well known distributions. The probability density function of the generalized linear failure rate distribution can be right skewed or unimodal and its hazard function can be increasing, decreasing or bathtub shaped. This distribution can be used quite effectively to analyze lifetime data in place of linear failure rate, generalized exponential and generalized Rayleigh distributions. In this paper, we apply the simulated annealing algorithm to obtain the maximum likelihood point estimates of the parameters of the generalized linear failure rate distribution. Simulated annealing algorithm can not only find the global optimum; it is also less likely to fail because it is a very robust algorithm. The estimators obtained using simulated annealing algorithm have been compared with the corresponding traditional maximum likelihood estimators for their risks.

  • PDF

A Study on A, pp.ication of Reliability Prediction & Demonstration Methods for Computer Monitor (Computer용 Monitor에 대한 신뢰성 예측.확인 방법의 응용)

  • 박종만;정수일;김재주
    • Journal of Korean Society for Quality Management
    • /
    • v.25 no.3
    • /
    • pp.96-107
    • /
    • 1997
  • The recent stream to reliability prediction is that it is totally inclusive in depth to consider even the operating and environmental condition at the level of finished goods as well as component itselves. In this study, firstly we present the reliability prediction methods by entire failure rate model which failure rate at the system level is added to the failure rate model at the component level. Secondly we build up the improved bases of reliability demonstration through a, pp.ication of Kaplan-Meier, Cumulative hazard, Johnson's methods as non-parametric and Maximum Likelihood Estimator under exponential & Weibull distribution as parametric. And also present the methods of curve fitting to piecewise failure rate under Weibull distribution, PRST (Probability Ratio Sequential Test), curve fitting to S-shaped reliability growth curve, computer programs of each methods. Lastly we show the practical for determination of optimal burn-in time as a method of reliability enhancement, and also verify the practical usefulness of the above study through the a, pp.ication of failure and test data during 1 year.

  • PDF

Estimating the Survival of Patients With Lung Cancer: What Is the Best Statistical Model?

  • Abedi, Siavosh;Janbabaei, Ghasem;Afshari, Mahdi;Moosazadeh, Mahmood;Alashti, Masoumeh Rashidi;Hedayatizadeh-Omran, Akbar;Alizadeh-Navaei, Reza;Abedini, Ehsan
    • Journal of Preventive Medicine and Public Health
    • /
    • v.52 no.2
    • /
    • pp.140-144
    • /
    • 2019
  • Objectives: Investigating the survival of patients with cancer is vitally necessary for controlling the disease and for assessing treatment methods. This study aimed to compare various statistical models of survival and to determine the survival rate and its related factors among patients suffering from lung cancer. Methods: In this retrospective cohort, the cumulative survival rate, median survival time, and factors associated with the survival of lung cancer patients were estimated using Cox, Weibull, exponential, and Gompertz regression models. Kaplan-Meier tables and the log-rank test were also used to analyze the survival of patients in different subgroups. Results: Of 102 patients with lung cancer, 74.5% were male. During the follow-up period, 80.4% died. The incidence rate of death among patients was estimated as 3.9 (95% confidence [CI], 3.1 to 4.8) per 100 person-months. The 5-year survival rate for all patients, males, females, patients with non-small cell lung carcinoma (NSCLC), and patients with small cell lung carcinoma (SCLC) was 17%, 13%, 29%, 21%, and 0%, respectively. The median survival time for all patients, males, females, those with NSCLC, and those with SCLC was 12.7 months, 12.0 months, 16.0 months, 16.0 months, and 6.0 months, respectively. Multivariate analyses indicated that the hazard ratios (95% CIs) for male sex, age, and SCLC were 0.56 (0.33 to 0.93), 1.03 (1.01 to 1.05), and 2.91 (1.71 to 4.95), respectively. Conclusions: Our results showed that the exponential model was the most precise. This model identified age, sex, and type of cancer as factors that predicted survival in patients with lung cancer.

Application of the Weibull-Poisson long-term survival model

  • Vigas, Valdemiro Piedade;Mazucheli, Josmar;Louzada, Francisco
    • Communications for Statistical Applications and Methods
    • /
    • v.24 no.4
    • /
    • pp.325-337
    • /
    • 2017
  • In this paper, we proposed a new long-term lifetime distribution with four parameters inserted in a risk competitive scenario with decreasing, increasing and unimodal hazard rate functions, namely the Weibull-Poisson long-term distribution. This new distribution arises from a scenario of competitive latent risk, in which the lifetime associated to the particular risk is not observable, and where only the minimum lifetime value among all risks is noticed in a long-term context. However, it can also be used in any other situation as long as it fits the data well. The Weibull-Poisson long-term distribution is presented as a particular case for the new exponential-Poisson long-term distribution and Weibull long-term distribution. The properties of the proposed distribution were discussed, including its probability density, survival and hazard functions and explicit algebraic formulas for its order statistics. Assuming censored data, we considered the maximum likelihood approach for parameter estimation. For different parameter settings, sample sizes, and censoring percentages various simulation studies were performed to study the mean square error of the maximum likelihood estimative, and compare the performance of the model proposed with the particular cases. The selection criteria Akaike information criterion, Bayesian information criterion, and likelihood ratio test were used for the model selection. The relevance of the approach was illustrated on two real datasets of where the new model was compared with its particular cases observing its potential and competitiveness.

Development of Signalized-Intersection LOS Determination Method Based on Satefy (교통안전에 의한 신호교차로 서비스수준 결정방법의 개발)

  • 하태준
    • Journal of Korean Society of Transportation
    • /
    • v.14 no.4
    • /
    • pp.155-178
    • /
    • 1996
  • 신호교차로 서비스수준은, 객관적으로 측정 할 수 있는 여러 가지 기준에 의해 결정될 수 있다. 예를 들면, 지체시간(Delay), 교통사고수(Number of Accident), 교통사고율(Accident Rate), 충돌수(Traffic Conflict), 그리고 교통사고에 노출된 차량수(Exposure)등이다. 지금까지는 1985 Highway Capacity Manual(HCM)에서 소개된 지체시간에 의한 서비스수준 결정방법이 널리 사용되어 왔다. 본 논문에서는 1985 HCM 방법의 중용성과 유용성에 대해 논하지 않고, 교통안전(Safety)에 의한 신호교차로 서비스수준 결정방법을 제시하였다. 교차로의 위험도(Degree of Intersection Hazard)를 예측하기 위해, 교통사고빈도 수가 가장 높은 두가지 교통사고 유형, 즉 좌회전추돌(Left-Tum)과 후미추돌(Rear-End) 예측 모형이 개발되었다. 여기서 첫째, 좌회전추돌 위험도를 예측하기 위하여 음지수 분포(Negative-Exponential Distribution)를 이용한 확률적 모형이 개발되었다. 둘째, 후미추돌 위험도를 예측하기 위하여 연속류 모형(Continuum Model)을 이용한 거시적 모형이 개발되었다. 개발된 두가지 모형을 이용하여 신호교차로 안전도를 예측하였으며 교차로 서비스수준이 안전도에 의해 결정되었다. 본 논문에서 제시된 교통안전에 의한 신호교차로 서비스수준 결정방법은 연동교차로를 제외한 독립교차로에만 적용이 된다.

  • PDF

Field Reliability Analysis of S-Bond of AF Track Circuit for Automatic Train Control System (자동열차제어장치 AF궤도회로 S-BOND의 사용신뢰도 분석)

  • Choi, Kyu-Hyoung;Rho, Young-Whan
    • The Transactions of The Korean Institute of Electrical Engineers
    • /
    • v.58 no.2
    • /
    • pp.308-313
    • /
    • 2009
  • This paper presents a reliability analysis of S-bonds for AF track circuits, which detect train movement and transmit a speed control signal to the train. Field survey shows that S-bonds are exposed to very large vibrations transferred from rail, and suffer from frequent failures when they were installed on ballasted track. We collected the time-to-failure data of S-bonds from the maintenance field of Seoul metro line 2, and made a parametric approach to estimate the statistical distribution that fits the time-to-failure data. The analysis shows that S-bonds have time-to-failure characteristics described by Weibull distribution. The estimated shape parameter of Weibull distribution is 1.1, which means the distribution has constant failure rate characteristics like exponential distribution. The reliability function, hazard function, percentiles and mean lifetime are derived for maintenance support.