• 제목/요약/키워드: likelihood of failure

검색결과 279건 처리시간 0.023초

Predictions for Progressively Type-II Censored Failure Times from the Half Triangle Distribution

  • Seo, Jung-In;Kang, Suk-Bok
    • Communications for Statistical Applications and Methods
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    • 제21권1호
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    • pp.93-103
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    • 2014
  • This paper deals with the problem of predicting censored data in a half triangle distribution with an unknown parameter based on progressively Type-II censored samples. We derive maximum likelihood predictors and some approximate maximum likelihood predictors of censored failure times in a progressively Type-II censoring scheme. In addition, we construct the shortest-length predictive intervals for censored failure times. Finally, Monte Carlo simulations are used to assess the validity of the proposed methods.

염소$(Cl_2)$시설에 대한 누출사고 가능성 추정 (Likelihood Estimation of Release Incidents in Chlorine$(Cl_2)$ Facility)

  • 백종배
    • 한국가스학회지
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    • 제11권4호
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    • pp.98-103
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    • 2007
  • 발생가능성 분석은 염소공정의 염소투입설비에서 누출 가능성을 교정하는데 자주 사용되고 있다. 그리고 이러한 시설은 전형적으로 압력용기, 기화기, 배관, 측량장비, 안전장치로 등으로 구성되어 있다. 이 논문에서는 가능성 분석절차와 기계적 요소들의 고장률에 대하여 사건 시나리오를 만들 인적오류도 고려하였다. 논문의 주된 목적은 결정된 각각의 시나리오의 발생가능성을 계산하는 것으로 발생가능성분석 방법에 근거하여 기계요소의 고장률과 인적오류를 포함하여 계산하였다. 그 결과, 주요 $Cl_2$ 취급공정에서 누출이 발생할 가능성이 $5.73{\times}10^{-5}$로 예측되었으며 세정시스템의 고장확률은 $4.11{\times}10^{-2}$로 나타났다.

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THE FAILURE RATE AND LIKELIHOOD RATION ORDERINGS OF STANDBY REDUNDANT SYSTEMS

  • Choi, In-Kyeong;Kim, Gie-Whan
    • Journal of applied mathematics & informatics
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    • 제5권1호
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    • pp.41-50
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    • 1998
  • There are various notions of partial ordering between life-times of systems; stochastic ordering failure rate ordering and likeli-hood ration ordering. In this paper we show that for series systems with non i.i.d. exponential lifetimes of components standby redundancy at component level is better than that at system level in failure rate or-dering and likelihood ratio ordering. We also demonstrate that for 2-component parallel systems with i.i.d. exponential lifetimes of com-ponents standby system redundancy is better than standby component redundancy in failure rate ordering and likelihood ratio ordering.

메이크헴 수명분포에 의존한 소프트웨어 평균고장간격시간에 관한 모수 추정법 비교 연구 (A Comparative Study of the Parameter Estimation Method about the Software Mean Time Between Failure Depending on Makeham Life Distribution)

  • 김희철;문송철
    • Journal of Information Technology Applications and Management
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    • 제24권1호
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    • pp.25-32
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    • 2017
  • For repairable software systems, the Mean Time Between Failure (MTBF) is used as a measure of software system stability. Therefore, the evaluation of software reliability requirements or reliability characteristics can be applied MTBF. In this paper, we want to compare MTBF in terms of parameter estimation using Makeham life distribution. The parameter estimates used the least square method which is regression analyzer method and the maximum likelihood method. As a result, the MTBF using the least square method shows a non-decreased pattern and case of the maximum likelihood method shows a non-increased form as the failure time increases. In comparison with the observed MTBF, MTBF using the maximum likelihood estimation is smallerd about difference of interval than the least square estimation which is regression analyzer method. Thus, In terms of MTBF, the maximum likelihood estimation has efficient than the regression analyzer method. In terms of coefficient of determination, the mean square error and mean error of prediction, the maximum likelihood method can be judged as an efficient method.

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
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    • 제13권2호
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    • pp.91-104
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    • 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.

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A Note on a New Two-Parameter Lifetime Distribution with Bathtub-Shaped Failure Rate Function

  • Wang, F.K.
    • International Journal of Reliability and Applications
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    • 제3권1호
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    • pp.51-60
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    • 2002
  • This paper presents the methodology for obtaining point and interval estimating of the parameters of a new two-parameter distribution with multiple-censored and singly censored data (Type-I censoring or Type-II censoring) as well as complete data, using the maximum likelihood method. The basis is the likelihood expression for multiple-censored data. Furthermore, this model can be extended to a three-parameter distribution that is added a scale parameter. Then, the parameter estimation can be obtained by the graphical estimation on probability plot.

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염소$(Cl_2)$시설에 대한 누출가능성 예측 (Likelihood Estimation of Release Incidents in Chlorine$(Cl_2)$ Facility)

  • 이재준;김태수;이대희;유병태;백종배;고재욱;안형환
    • 한국가스학회:학술대회논문집
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    • 한국가스학회 2007년도 춘계학술발표회 논문집
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    • pp.180-185
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    • 2007
  • Likelihood analysis was used for the revision of release probability/frequency in chlorine Injection facilities used in chlorine process. Typically these facilities consist of pressure cylinder, vaporizer, pipeline, measuring equipment and safety equipment. This paper described the incident scenarios considered, likelihood analysis procedure and the selection and application of basic events and for failure rates of mechanical components. Human errors were also considered. The major objective of this paper is to estimate the likelihood of each determined incident scenarios. We estimated failure rates of mechanical components based on likelihood analysis procedure. Human errors were also considered. It was estimated to have $5.73{\times}10^{-5}\;Cl_2$ leak per year during the major $Cl_2$ handling process. The probability of failure in scrubber system was $4.11{\times}10^{-2}/demand$.

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Sequential Estimation in Exponential Distribution

  • Park, Sang-Un
    • Communications for Statistical Applications and Methods
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    • 제14권2호
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    • pp.309-316
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    • 2007
  • In this paper, we decompose the whole likelihood based on grouped data into conditional likelihoods and study the approximate contribution of additional inspection to the efficiency. We also combine the conditional maximum likelihood estimators to construct an approximate maximum likelihood estimator. For an exponential distribution, we see that a large inspection size does not increase the efficiency much if the failure rate is small, and the maximum likelihood estimator can be approximated with a linear function of inspection times.

API-581에 의한 정량적 위험기반검사에서 스테인리스강의 외부부식에 의한 사고발생 가능성 해석 (- Analysis of Likelihood of Failure for the External Corrosion of Stainless Steel through the Quantitative Risk Based Inspection Using API-581 -)

  • 이헌창;김환주;김태옥
    • 대한안전경영과학회지
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    • 제6권3호
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    • pp.99-107
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    • 2004
  • Likelihood of failure (LOF) for the external corrosion of stainless steel, which affect to a risk of facilities, was analyzed quantitatively through the risk based inspection using API-581 BRD. We found that the technical module subfactor (TMSF) decreased as the inspection number increased and it increased as the inspection effectiveness and the used year increased, and that the TMSF showed high value for the case of the marine/cooling tower drift area as a corrosion driver, In this condition, the LOF for the external corrosion of stainless steel had lower than that for the carbon and low alloy steels

API-581에 의한 정량적 위험기반검사에서 탄소강 및 저합금강의 외부부식에 치한 사고발생 가능성 해석 (- Analysis of Likelihood of Failure for the External Corrosion of Carbon and Low Alloy Steels through the Quantitative Risk Based Inspection using API-581 -)

  • 이헌창;김환주;장서일;김태옥
    • 대한안전경영과학회지
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    • 제6권4호
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    • pp.239-248
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    • 2004
  • Likelihood of failure for the external corrosion of carbon and low alloy steels, which affect to a risk of facilities, was analyzed quantitatively through the risk based inspection using API-581 BRD. We found that the technical module subfactor (TMSF) decreased as the inspection number increased and it increased as the Inspection effectiveness and the used year increased. In this condition, the TMSF showed high value for the case of the marine/cooling tower drift area as a corrosion driver, poor quality of coating, no insulation, and low insulation condition.