博碩士論文 90225007 詳細資訊




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姓名 陳乃瑋(Nai-Wei Chen)  查詢紙本館藏   畢業系所 統計研究所
論文名稱 可修復系統上各種檢定問題之研究
(A Study of all kinds of Testing Problems in the Repairable System)
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摘要(中) 在可修復系統可靠度的研究上,一般常使用Power Law Process模型或是Log Linear Process模型,來描述一可修復系統的失效過程。而Pulcini(2001)所提出的Bounded Intensity Process模型,則對於一系統有隨著運轉時間愈久,其失效強度趨於常數值的現象發生時,能較Power Law Process模型與Log Linear Process模型,更有效地描述該系統的失效過程。
而本文將針對一退化的可修復系統,在上述三種不同的模型下,分別使用失效及時間設限二種收集失效時間點的方式;研究由Bain等(1985)所考慮的時間趨勢檢定法,分別為,Likelihood Ratio檢定法、F檢定法、Laplace檢定法與MIL-HDBK-189檢定法的檢定力表現為何。並且於F檢定法中,在資料切割點的選定上,隨著不同的模型,做一些適度的變換。
最後,本文將引入由Kumar與Klefsjö(1992)所提到關於LHD水壓系統發生失效的部分資料;透過由LHD的壽命,老(old)、中(medium old)、新(new)三群分類中,各挑選一組資料,分別為,LHD 1、LHD 9及LHD 17;以上述三個模型分別來分析其失效過程的結果。並且企圖歸納出以何種模型來描述此類水壓系統的失效過程較為適當。
摘要(英) On the reliability study of the repairable system, we often use the Power Law Process, the Log Linear Process to describe the failure process of the system. Pulcini(2001) finds the Bounded Intensity Process model, which is more efficiently used to describe the failure process. Because the operating goes, the failure intensity of system goes to a constant value possibly.
This article will consider a deteriorating repairable system and use two kinds of methods of collecting data denoted as failure censored and time censored. Under the previous methods, we want to study the power of the following tests denoted as Likelihood Ratio test, F test, Laplace test, and MIL-HDBK-189 test given by Bain, etc.(1985). And, under the F test, we make proper changes on the selection of the cutting of the data with the different models.
Finally, we consider the failure data of the hydraulic system of LHD machines, given by Kumar and Klefsjö(1992). In particular, we use the previous three models to analyze the failure data relative to the machines denoted as LHD 1, LHD 9, and LHD 17. And we try to conclude a proper model to describe the kind of the hydraulic system from the individual analysis.
關鍵字(中) ★ 可修復的系統
★ 非齊次卜瓦松過程
★ 檢定
關鍵字(英) ★ Nonhomogeneous Poisson Process
★ Repairable System
★ Testing
論文目次 第一章 緒論
1.1 研究背景 ………………………………1
1.2 研究動機與目的 ………………………3
1.3 本文架構 ………………………………5
第二章 模型介紹
2.1 Log Linear Process模型 ………………6
2.2 Power Law Process模型 …………………9
2.3 Bounded Intensity Process模型 ………12
第三章 適合度檢定
3.1 Likelihood Ratio檢定 …………………17
3.2 F檢定 ………………………………………19
3.3 Laplace檢定 ………………………………20
3.4 MIL-HDBK-189檢定 …………………………21
第四章 檢定力之模擬與分析
4.1 模擬條件之設定 ………………………………23
4.2 失效設限資料於各模型下之檢定力模擬結果 …25
4.3 時間設限資料於各模型下之檢定力模擬結果 …35
第五章 實例分析
5.1 資料來源與分析方法介紹 …………41
5.2 資料分析結果 ………………………42
第六章 結論與建議 ………………………50
參考文獻 ……………………………………52
參考文獻 Ahn, C. W.; Chae K. C.; and Clark, G. M. (1998).“Estimating Parameters of the Power Law Process with Two Measures of Failure Time”. Journal of Quality Technology, 30, pp. 127-132.
Ascher, H. and Feingold, H. (1984).“Repairable Systems Reliability: Modeling, Inference, Misconceptions and Their Causes”. Marcel Dekker, New York, NY.
Acsher, H. (1986).“Reliability Models for Repairable Systems”. in Reliability Tecnology─Theory & Applications edited by J. Møltoft and F. Jensen. Elsevier Science, North-Holland, pp. 177-185.
Bain, L. J.; Engelhardt, M.; and Wright, F. T. (1985).“Tests for an Increasing Trend in the Intensity of a Poisson Process: A Power Study”. Journal of the American Statistical Association, 80, pp. 419-422.
Baker, R. D. (1996).“Some New Tests of the Power Law Process”. Technometrics, 38, pp. 256-265.
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Cox, D. R. (1955).“Some Statistical Methods Connected with Series of Events”. Journal of the Royal Statistical Society, 17, pp. 129-164.
Cox, D. R. and Lewis, P. A. (1966).“The Statistical Analysis of Series of Events”. Methuen, New York, NY.
Crow, L. H. (1974).“Reliability Analysis for Complex Repairable Systems”. in Reliability and Biometry, F. Proschan and R. J. Serfling, eds., SIAM, Philadelphia, pp. 379-410.
Crowder, M. J.; Kimber, A. C.; Smith, R. L.; and Sweeting, T. J. (1991).“Statistical Analysis of Reliability Data”. Chapman & Hall.
Engelhardt, M. and Bain, L. J. (1986).“On the Mean Time Between Failures for Repairable Systems”. IEEE Transactions on Reliabiluty, 35, pp. 419-422.
Gianpaolo Pulcini. (2001).“A Bounded Intensity Process for the Reliability of Repairable Equipment”. Journal of Quality Technology, 33, pp. 480-492.
Härtler, G. (1989).“The Nonhomogeneous Poisson Process: A Model for the Reliability of Complex Repairable Systems”. Microelectronics and Reliability, 29, pp.381-386.
Kumar, U. and Klefsjö, B. (1992).“Reliability Analysis of Hydraulic Systems of LHD Machines Using the Power Law Process Model”. Reliability Engineering and System Safety, 35, pp. 217-224.
MIL-HDBK-189 (1981).“Reliability Growth Management”. Headquarters, U.S. Army Communication Research and Development Command, ATTN: DRDCO-PT, Fort Monmouth, NJ 07702.
Park, W. J. and Kim, Y. G. (1992).“Goodness-of-Fit Test for the Power Law Process”. IEEE Transactions on Reliabiluty, 41, pp. 107-111.
Rigdon, S. E. and Basu, A. P. (1989).“The Power Law Process: A Model for the Reliability of Repairable Systems”. Journal of Quality Technology, 25, pp. 251-259.
指導教授 呂理裕(Lii-Yuh Leu) 審核日期 2003-6-20
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