• Title/Summary/Keyword: lognormal model

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Statistical Analysis of Degradation Data under a Random Coefficient Rate Model (확률계수 열화율 모형하에서 열화자료의 통계적 분석)

  • Seo, Sun-Keun;Lee, Su-Jin;Cho, You-Hee
    • Journal of Korean Society for Quality Management
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    • v.34 no.3
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    • pp.19-30
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    • 2006
  • For highly reliable products, it is difficult to assess the lifetime of the products with traditional life tests. Accordingly, a recent approach is to observe the performance degradation of product during the test rather than regular failure time. This study compares performances of three methods(i.e. the approximation, analytical and numerical methods) to estimate the parameters and quantiles of the lifetime when the time-to-failure distribution follows Weibull and lognormal distributions under a random coefficient degradation rate model. Numerical experiments are also conducted to investigate the effects of model error such as measurements in a random coefficient model.

A Note on Bayesian Reliability Estimation for the Lognormal Model (로그정규형(正規型)에서의 베이지안 추정(推定))

  • Sohn, Joong-Kweon;Kim, Yeung-Hoon
    • Journal of the Korean Data and Information Science Society
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    • v.1
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    • pp.35-45
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    • 1990
  • The problem of estimating the reliability using the Bayesian approach and the prior information about tile reliability of a lognormal distribution is considered. Some Bayes estimators are proposed and studied under the squared error loss and tile Harris loss. Also Monte Carlo simulations are carried out to examine the performances of the proposed estimators and results are provided in the tables.

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An Economic Design of Reliability Demonstration Test for Product with Lognormal lifetime distribution (수명이 대수정규분포를 따르는 제품에 대한 경제적인 신뢰성 입증시험 설계)

  • Kwon, Young-Il
    • Journal of Applied Reliability
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    • v.12 no.1
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    • pp.47-56
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    • 2012
  • Reliability demonstration tests with zero-failure acceptance criterion are most commonly used in the field of reliability application since they require fewer test samples and less test time compared to other test methods that guarantee the same reliability with a given confidence level. For products with lognormal lifetime distribution, an economic zero-failure test plan is developed that minimizes the total cost related to perform a life test to guarantee a specified reliability of a product with a given confidence level. A numerical example is provided to illustrate the use of the proposed test plan.

Optimal Design of Accelerated Life Tests under Model Uncertainty (불확정 모형하에서 가속수명시험의 최적 설계)

  • 서순근;하천수;김갑석
    • Journal of Korean Society for Quality Management
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    • v.29 no.3
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    • pp.49-65
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    • 2001
  • This paper presents new compromise ALT plan which is applied to situations that true relationship between stress and parameters is not known exactly. The assumed failure distribution of this study is one of location-scale family, i. e., exponential, Weibull, and lognormal distributions which have been ones of the popular choices of failure distributions. The method of applying the stress is constant, and the censoring mechanism is Type I censoring. Compared with existing compromise plans under true simple linear model in terms of statistical efficiency, the efficiency of new compromise plan is better than the corresponding other compromise ones in most cases. For case when true model is quadratic, this plan can be used without any severe loss in statistical efficiency. The proposed new compromise ALT plan is illustrated with a numerical example and sensitivity analyses are conducted to study effects of pre-estimates of design parameters.

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Planning of Accelerated Degradation Tests: In the Case Where the Performance Degradation Characteristic Follows the Lognormal Distribution (성능특성치의 열화가 대수정규분포를 따를 때의 가속열화시험 모형 개발)

  • Lim, Heonsang;Sung, Si-Il
    • Journal of Applied Reliability
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    • v.18 no.1
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    • pp.80-86
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    • 2018
  • Purpose: This article provides a mathematical model for the accelerated degradation test when the performance degradation characteristic follows the lognormal distribution. Method: For developing test plans, the total number of test units and the test time are determined based on the minimization of the asymptotic variance of the q-th quantile of the lifetime distribution at the use condition. Results: The mathematical model for the accelerated degradation test is provided. Conclusion: Accelerated degradation test method is widely used to evaluate the product lifetime within a resonable amount of cost and time. In this article. a mathematical model for the accelerated degradation test method is newly developed for this purposes.

On the New Age Replacement Policy (새로운 연령교체 방식의 개발)

  • Seo, Sun-Keun
    • Journal of Applied Reliability
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    • v.16 no.4
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    • pp.280-286
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    • 2016
  • Purpose: Recently, Jiang defines the tradeoff B life to minimize a sum of life lost by preventive maintenance (PM) and corrective maintenance (CM) contribution parts and sets up an optimal replacement age of age replacement policy as this tradeoff life. In this paper, Jiang's model only considering the known lifetime distribution is extended by assigning different weights to two parts of PM and CM in order to reflect the practical maintenance situations in application. Methods: The new age replacement model is formulated and the meaning of a weight factor is expressed with the implied cost of failure under asymptotic expected cost model and also discussed with one-cycle expected cost criterion. Results: The proposed model is applied to Weibull and lognormal lifetime distributions and optimum PM replacement ages are derived with corresponding implied cost of failure. Conclusion: The new age replacement policy to escape the estimation of cost of failure in classical asymptotic expected cost criterion based on the renewal process is provided.

Reliability Assessment of Anticorrosive Paints with Accelerated Degradation Test (가속열화시험에 의한 건축용 도료의 신뢰성 평가)

  • Kwon, Young-Il;Kim, Seung-Jin
    • Journal of Applied Reliability
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    • v.9 no.4
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    • pp.291-302
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    • 2009
  • Accelerated and field degradation tests are performed for reliability assessment of an anticorrosive paint for steel structures. Test data were analyzed to obtain the degradation model and the life time distributions of the paint. A power law degradation model and lognormal performance distribution were used to predict the lifetime of the anticorrosive paint and the method of finding an acceleration factor is provided.

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Use of water retention curves predicted from particle-size distribution data for simulation of transport of Benzo[a]pyrene in soil

  • Cho Young-A;Hwang Sang-Il;Jang Yong-Chul;Lee Dong-Soo
    • Proceedings of the Korean Society of Soil and Groundwater Environment Conference
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    • 2006.04a
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    • pp.216-219
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    • 2006
  • Water retention curve (WRC), one of soil hydraulic properties, is often approximated by property-transfer models (PTMs). Using the PTMs, we can estimate the WRCs from other physical properties such as particle-size distribution (PSD). The objective of this work was to investigate the performance of two PTMs with different origins for numerical simulations on transport of Benzo[a]pyrene in a soil. To do this, we chose both PTMs with different origins, i.e., (1) the lognormal distribution model (L anti NL models), and (2) the modified $Kov\'{a}cs$ model (MK model). The MK model showed tile worse performance in estimation of the WRCs. When transport of B[a]P was simulated, the MK model predicted to move farther than the L and NL models did, indicating that transport of B[a]P in a soil can be greatly influenced by the choice of PTMs.

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Threshold estimation for the composite lognormal-GPD models (로그-정규분포와 파레토 합성 분포의 임계점 추정)

  • Kim, Bobae;Noh, Jisuk;Baek, Changryong
    • The Korean Journal of Applied Statistics
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    • v.29 no.5
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    • pp.807-822
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    • 2016
  • The composite lognormal-GPD models (LN-GPD) enjoys both merits from log-normality for the body of distribution and GPD for the thick tailedness of the observation. However, in the estimation perspective, LN-GPD model performs poorly due to numerical instability. Therefore, a two-stage procedure, that estimates threshold first then estimates other parameters later, is a natural method to consider. This paper considers five nonparametric threshold estimation methods widely used in extreme value theory and compares their performance in LN-GPD parameter estimation. A simulation study reveals that simultaneous maximum likelihood estimation performs good in threshold estimation, but very poor in tail index estimation. However, the nonparametric method performs good in tail index estimation, but introduced bias in threshold estimation. Our method is illustrated to the service time of an Israel bank call center and shows that the LN-GPD model fits better than LN or GPD model alone.

A Bulk Sampling Plan for Reliability Assurance (벌크재료의 신뢰성보증을 위한 샘플링검사 방식)

  • Kim, Dong-Chul;Kim, Jong-Gurl
    • Journal of the Korea Safety Management & Science
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    • v.9 no.2
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    • pp.123-134
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    • 2007
  • This paper focuses on the in-house reliability assurance plan for the bulk materials of each company. The reliability assurance needs in essence a long time and high cost for testing the materials. In order to reduce the time and cost, accelerated life test is adopted. The bulk sampling technique was used for acceptance. Design parameters might be total sample size(segments and increments}, stress level and so on. We focus on deciding the sample size by minimizing the asymptotic variance of test statistics as well as satisfying the consumer's risk. In bulk sampling, we also induce the sample size by adapting the normal life time distribution model when the variable of the lognormal life time distribution is transformed and adapted to the model. In addition, the sample size for both the segments and increments can be induced by minimizing the asymptotic variance of test statistics of the segments and increments with consumer's risk met. We can assure the reliability of the mean life and B100p life time of the bulk materials by using the calculated minimum sample size.