• 제목/요약/키워드: freund's bivariate exponential distribution

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Cost Analysis on Warranty Policies Using Freund's Bivariate Exponential Distribution

  • Park, Minjae;Kim, Jae-Young
    • 품질경영학회지
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    • 제42권1호
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    • pp.1-14
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    • 2014
  • Purpose: In this paper, the minimal repair-replacement warranty policy is used to carry out a warranty cost analysis with warranty servicing times and failure times that are statistically correlated to bivariate distributions. Methods: Based on the developed approach by Park and Pham (2012a), we investigate the property of the Freund's bivariate exponential distribution and obtain the number of warranty services using the field data to conduct the warranty cost analysis. Results: Maximum likelihood estimates are presented to estimate the parameters and the warranty model is investigated using a Freund's bivariate exponential distribution. A numerical example is discussed to deal with the applicability of the developed approach in the paper. Conclusion: A novel approach of analyzing the warranty cost is proposed for a product in which failure times and warranty servicing times are used simultaneously to investigate the eligibility of a warranty claim.

Estimation of Freund model under censored data

  • Cho, Kil-Ho
    • Journal of the Korean Data and Information Science Society
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    • 제23권2호
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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.

Noninformative Priors in Freund's Bivariate Exponential Distribution : Symmetry Case

  • 조장식;백승욱;김희재
    • Journal of the Korean Data and Information Science Society
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    • 제13권2호
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    • pp.235-242
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    • 2002
  • In this paper, we develop noninformative priors that are used for estimating the ratio of failure rates under Freund's bivariate exponential distribution. A class of priors is found by matching the coverage probabilities of one-sided Baysian credible interval with the corresponding frequentist coverage probabilities. Also the propriety of posterior under the noninformative priors is proved and the frequentist coverage probabilities are investigated for small samples via simulation study.

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Estimation of Bivariate Exponential Model under Censored Data

  • Cho, Kil-Ho;Kim, Young-Il
    • Journal of the Korean Data and Information Science Society
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    • 제14권4호
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    • pp.751-758
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    • 2003
  • 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. 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 failures 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. In this thesis, the likelihood estimators for Freund's bivariate exponential life distribution under above censoring scheme are obtained. Results of comparative studies based on Monte Carlo simulation are presented.

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

  • 홍연웅
    • 품질경영학회지
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    • 제26권2호
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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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독립호우사상의 확률론적 해석: 1. 연최대 호우사상 계열의 작성 (Probabilistic Analysis of Independent Storm Events: 1. Construction of Annual Maximum Storm Event Series)

  • 박민규;유철상
    • 한국방재학회 논문집
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    • 제11권2호
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    • pp.127-136
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    • 2011
  • 본 연구에서는 연최대치 호우사상을 결정하기 위해 총강우량과 강우강도를 함께 고려하여 계산한 재현기간을 기준으로 판단하는 방안을 제안하였다. 이러한 방법론은 서울 지점의 1961년 이후 관측된 자료를 대상으로 수행되었으며, 그 결과를 정리하면 다음과 같다. 먼저, 연최대 호우사상의 결정을 위해 이변량 지수분포를 적용하였다. 이변량 지수분포의 적용을 위한 모수추정은 전기간에 대해 수행하는 것보다는 연도별로 추정하는 것이 보다 합리적인 것으로 판단하였다. 선정된 호우사상들의 특성을 살펴보면, 먼저, 강수량이 많은 다우해에는 총강수량이 제일 많은 호우사상이 연최대 호우사상으로 선정되는 경향을 보인다. 강수량이 적은 과우해에는 상대적으로 강우강도가 큰 호우사상이 선정되는 경향이 있다. 이 두 특성은 각각 토양이 습윤한 경우와 건조한 경우 유출의 규모가 큰 호우사상을 선정할 가능성을 크게 해 주는 것이므로, 수문학적 최대호우의 개념도 어느 정도 만족시킨다고 할 수 있다. 선정된 연최대 호우사상의 평균적인 형태는, 강우지속기간이 1시간인 경우에는 강우강도 32.7 mm/hr(총강우량 32.7 mm), 지속기간 24시간인 경우에는 강우강도 9.7 mm/hr(총강우량 231.6 mm), 그리고 지속기간 48시간인 경우에는 강우강도 7.4 mm/hr(총강우량 355.0 mm) 등이다.