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The Comparison of Parameter Estimation for Nonhomogeneous Poisson Process Software Reliability Model

NHPP 소프트웨어 신뢰도 모형에 대한 모수 추정 비교

  • 김희철 (한라대학교 정보통신학부) ;
  • 이상식 (송호대학 정보산업계열) ;
  • 송영재 (경희대학교 컴퓨터공학과)
  • Published : 2004.10.01

Abstract

The Parameter Estimation for software existing reliability models, Goel-Okumoto, Yamada-Ohba-Osaki model was reviewed and Rayleigh model based on Rayleigh distribution was studied. In this paper, we discusses comparison of parameter estimation using maximum likelihood estimator and Bayesian estimation based on Gibbs sampling to analysis of the estimator' pattern. Model selection based on sum of the squared errors and Braun statistic, for the sake of efficient model, was employed. A numerical example was illustrated using real data. The current areas and models of Superposition, mixture for future development are also employed.

본 논문에서는 기존의 소프트웨어 신뢰성 모형인 Goel-Okumoto 모형과 Yamada-Ohba-Osaki 모형을 재조명하고 또, 랄리 분포를 이용한 랄리 모형을 적용하여 모수 추정방법을 연구하였다. 본 연구에서는 기존의 최우추정법과 잠재변수를 도입하여 깁스 샘플링(Gibbs sampling)을 이용한 베이지안 모수추정 방법을 비교하고 그 특징을 분석하고자 한다. 또, 효율적 모형을 위한 모형선택으로서 잔차제곱합(Sum of the squared errors ; SSE)과 Braun 통계량을 적용하여 모형들에 대한 효율성 입증방법을 설명하였다. 그리고 수치적인 예로서 실제 자료를 이용한 수치 견과를 나열하였다. 이 접근방법을 기초로 하여 수명분포가 중첩(Superposition) 및 혼합(Mixture)인 경우에 대한 접근방법이 연구되었으면 한다.

Keywords

References

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