TY - GEN

T1 - Estimating the probability distributions of alloy impact toughness

T2 - A constrained quantile regression approach

AU - Golodnikov, Alexandr

AU - MacHeret, Yevgeny

AU - Trindade, A. Alexandre

AU - Uryasev, Stan

AU - Zrazhevsky, Grigoriy

N1 - Copyright:
Copyright 2008 Elsevier B.V., All rights reserved.

PY - 2007

Y1 - 2007

N2 - We extend our earlier work, Golodnikov et al [3] and Golodnikov et al [4], by estimating the entire probability distributions for the impact toughness characteristic of steels, as measured by Charpy V-Notch (CVN) at -84°C. Quantile regression, constrained to produce monotone quantile function and unimodal density function estimates, is used to construct the empirical quantiles as a function of various alloy chemical composition and processing variables. The estimated quantiles are used to produce an estimate of the underlying probability density function, rendered in the form of a histogram. The resulting CVN distributions are much more informative for alloy design than singular test data. Using the distributions to make decisions for selecting better alloys should lead to a more effective and comprehensive approach than the one based on the minimum value from a multiple of the three test, as is commonly practiced in the industry.

AB - We extend our earlier work, Golodnikov et al [3] and Golodnikov et al [4], by estimating the entire probability distributions for the impact toughness characteristic of steels, as measured by Charpy V-Notch (CVN) at -84°C. Quantile regression, constrained to produce monotone quantile function and unimodal density function estimates, is used to construct the empirical quantiles as a function of various alloy chemical composition and processing variables. The estimated quantiles are used to produce an estimate of the underlying probability density function, rendered in the form of a histogram. The resulting CVN distributions are much more informative for alloy design than singular test data. Using the distributions to make decisions for selecting better alloys should lead to a more effective and comprehensive approach than the one based on the minimum value from a multiple of the three test, as is commonly practiced in the industry.

UR - http://www.scopus.com/inward/record.url?scp=53749084492&partnerID=8YFLogxK

U2 - 10.1007/978-3-540-48271-0_16

DO - 10.1007/978-3-540-48271-0_16

M3 - Conference contribution

AN - SCOPUS:53749084492

SN - 9783540482703

T3 - Lecture Notes in Economics and Mathematical Systems

SP - 269

EP - 283

BT - Cooperative Systems

A2 - Grundel, Don

A2 - Pardalos, Panos

A2 - Murphey, Robert

A2 - Prokopyev, Oleg

ER -