• 제목/요약/키워드: new better than used distributions

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A Goodness of Fit Approach for Testing NBUFR (NWUFR) and NBAFR (NWAFR) Properties

  • Mahmoud, M.A.W.;Alim, N.A. Abdul
    • International Journal of Reliability and Applications
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    • 제9권2호
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    • pp.125-140
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    • 2008
  • The new better than used failure rate (NBUFR), Abouammoh and Ahmed (1988), and new better than average failure rate (NBAFR) Loh (1984) classes of life distributions, have been considered in the literature as natural weakenings of NBU (NWU) property. The paper considers testing exponentiality against strictly NBUFR (NBAFR) alternatives, or their duals, based on goodness of fit approach that is possible in life testing problems and that it results in simpler procedures that are asymptotically equivalent or better than standard ones. They may also have superior finite sample behavior. The asymptotic normality are proved. Powers, Pitman asymptotic efficiency and critical points are computed. Dealing with censored data case also studied. Practical applications of our tests in the medical sciences are present.

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On NBUL class at specific age

  • Mahmoud, M.A.W.;Moshref, M.E.;Gadallah, A.M.
    • International Journal of Reliability and Applications
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    • 제15권1호
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    • pp.11-22
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    • 2014
  • New classes of life distributions called new better (worse) than used at age $t_0$ in Laplace transform order, NBUL- $t_0$(NWUL - $t_0$) are introduced. For the classes NBUL - $t_0$(NWUL - $t_0$), preservation under convolution, mixture, mixing and the homogeneous Poisson shock model are studied. In the sequel, we obtain a test for $H_0$ : F is exponential versus $H_1$ : F is NBUL - $t_0$ and not exponential. The critical values and the powers of this test are calculated to assess the performance of the test. It is shown that the proposed test has high efficiencies for some commonly used distributions in reliability. Sets of real data are used as examples to elucidate the use of the proposed test for practical problems.

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Testing Harmonic Used Better than Aged in Expectation in Upper Tail(HUBAEUT) Class of Life Distributions Using Kernel Method

  • Abu-Youssef, S.E.;Al-nachawati, H.
    • International Journal of Reliability and Applications
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    • 제7권2호
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    • pp.89-99
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    • 2006
  • A new classes of life distribution, namely harmonic used better than aged in expectation in upper tail (HUBAEUT) is introduced. Testing exponentiality against this class is investigated using kernel method. The limiting null and nonnull distribution of the test statistics is normal and the null variance is calculated exactly. Selected critical values are tabulated for sample sizes of 5(1)40. Power of the test are estimated by simulation. the efficacies of the test statistics used for testing against HUBAEUT are calculated for som common alternatives and are compared to some other procedures. It is shown that proposed test is simple, has high relative efficiency and power for some commonly used alternatives. The set of real data are used as an examples to elucidate the use of the proposed test statistics for practical reliability.

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

  • 서순근;하천수;김갑석
    • 품질경영학회지
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    • 제29권3호
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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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A generalized Hollander-Proschan test for NBUE alternative based on U-statistics approach

  • Hassan, M.KH.
    • International Journal of Reliability and Applications
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    • 제16권2호
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    • pp.113-122
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    • 2015
  • In this paper, we introduce U-statistics approach to generalized Hollander-Proschan test for new better than used (NBUE) alternative. We prove, the proposed test is equivalent to test was introduced by Anis and Mitra (2011) and includes test was introduced by Hollander Proschan (1975). Also, the asymptotic properties are studied. The powers of our test are estimated. The Pitman asymptotic efficiencies of proposed test are also calculated. Finally, the test is applied to some real data.

On NBUmgf class at specific age

  • Gadallah, A.M.
    • International Journal of Reliability and Applications
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    • 제17권2호
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    • pp.107-119
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    • 2016
  • A new concept of aging classes namely new better (worse) than used at age $t_0$ in moment generating function order, $NBU_{mgf}-t_0$ ($NWU_{mgf}-t_0$) is introduced. For the classes $NBU_{mgf}-t_0$ ($NWU_{mgf}-t_0$), preservation under convolution, mixture, mixing and the homogeneous Poisson shock model are studied. In the sequel, nonparametric test is proposed, the asymptotic normality of the class is established and the asymptotic null variance is estimated. The percentiles and powers of this test are tabulated. The asymptotic efficiencies for some alternatives distributions are derived. Finally sets of real data are used as examples to elucidate the use of the proposed test in practical application.

The Gringorten estimator revisited

  • Cook, Nicholas John;Harris, Raymond Ian
    • Wind and Structures
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    • 제16권4호
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    • pp.355-372
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    • 2013
  • The Gringorten estimator has been extensively used in extreme value analysis of wind speed records to obtain unbiased estimates of design wind speeds. This paper reviews the derivation of the Gringorten estimator for the mean plotting position of extremes drawn from parents of the exponential type and demonstrates how it eliminates most of the bias caused by the classical Weibull estimator. It is shown that the coefficients in the Gringorten estimator are the asymptotic values for infinite sample sizes, whereas the estimator is most often used for small sample sizes. The principles used by Gringorten are used to derive a new Consistent Linear Unbiased Estimator (CLUE) for the mean plotting positions for the Fisher Tippett Type 1, Exponential and Weibull distributions and for the associated standard deviations. Analytical and Bootstrap methods are used to calibrate the bias error in each of the estimators and to show that the CLUE are accurate to better than 1%.

순환 확률분포를 이용한 다중 음원 방향 추정 (Direction Estimation of Multiple Sound Sources Using Circular Probability Distributions)

  • 남승현;김용호
    • 한국음향학회지
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    • 제30권6호
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    • pp.308-314
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    • 2011
  • 본 논문에서는 주기성을 갖는 순환 확률분포를 이용하여 $0^{\circ}{\sim}360^{\circ}$ 범위의 다중 음원의 방향을 추정하는 기법을 제안한다. 음원의 방향 정보를 담고 있는 마이크로폰간의 위상차는 확률분포의 혼합물로 간주될 수 있으며, 음원 방향은 이 확률분포의 혼합물에 적용된 로그-우도함수 (log-likelihood function)를 최대화함으로써 추정된다. 주기성을 갖는 데이터의 분석에 von Mises 확률분포가 널리 활용된다는 사실은 잘 알려져 있지만, 본 논문에서는 기존의 Gaussian이나 Laplacian 확률분포에 $2{\pi}$ 모듈로 (modulo) 연산을 적용함으로써 $0^{\circ}{\sim}360^{\circ}$ 범위의 주기성을 갖는 순환 확률분포를 정의하고 이를 방향 추정에 활용한다. 순환 확률분포의 혼합물에 대한 로그-우도함수를 최대가 되게 하는 음원의 방향은 EM (Expectation-Maximization) 알고리즘을 이용하여 추정된다. 다양한 반향 환경에서의 실험 결과 Laplacian 확률분포가 von Mises나 Gaussian 확률분포보다 우수한 성능을 제공함을 확인할 수 있다.

혼합 약한 분류기를 이용한 AdaBoost 알고리즘의 성능 개선 방법 (A Method to Improve the Performance of Adaboost Algorithm by Using Mixed Weak Classifier)

  • 김정현;등죽;김진영;강동중
    • 제어로봇시스템학회논문지
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    • 제15권5호
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    • pp.457-464
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    • 2009
  • The weak classifier of AdaBoost algorithm is a central classification element that uses a single criterion separating positive and negative learning candidates. Finding the best criterion to separate two feature distributions influences learning capacity of the algorithm. A common way to classify the distributions is to use the mean value of the features. However, positive and negative distributions of Haar-like feature as an image descriptor are hard to classify by a single threshold. The poor classification ability of the single threshold also increases the number of boosting operations, and finally results in a poor classifier. This paper proposes a weak classifier that uses multiple criterions by adding a probabilistic criterion of the positive candidate distribution with the conventional mean classifier: the positive distribution has low variation and the values are closer to the mean while the negative distribution has large variation and values are widely spread. The difference in the variance for the positive and negative distributions is used as an additional criterion. In the learning procedure, we use a new classifier that provides a better classifier between them by selective switching between the mean and standard deviation. We call this new type of combined classifier the "Mixed Weak Classifier". The proposed weak classifier is more robust than the mean classifier alone and decreases the number of boosting operations to be converged.

Stochastic Properties of Life Distribution with Increasing Tail Failure Rate and Nonparametric Testing Procedure

  • Lim, Jae-Hak;Park, Dong Ho
    • 한국신뢰성학회지:신뢰성응용연구
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    • 제18권3호
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    • pp.220-228
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    • 2018
  • Purpose: The purpose of this study is to investigate the tail behavior of the life distribution which exhibits an increasing failure rate or other positive aging effects after a certain time point. Methods: We characterize the tail behavior of the life distribution with regard to certain reliability measures such as failure rate, mean residual life and reliability function and derive several stochastic properties regarding such life distributions. Also, utilizing an L-statistic and its asymptotic normality, we propose new nonparametric testing procedures which verify if the life distribution has an increasing tail failure rate. Results: We propose the IFR-Tail (Increasing Failure Rate in Tail), DMRL-Tail (Decreasing Mean Residual Life in Tail) and NBU-Tail (New Better than Used in Tail) classes, all of which represent the tail behavior of the life distribution. And we discuss some stochastic properties of these proposed classes. Also, we develop a new nonparametric test procedure for detecting the IFR-Tail class and discuss its relative efficiency to explore the power of the test. Conclusion: The results of our research could be utilized in the study of wide range of applications including the maintenance and warranty policy of the second-hand system.