Journal of Korea Water Resources Association (한국수자원학회논문집)

Korea Water Resources Association (한국수자원학회)
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Comparison on Probability Plot Correlation Coefficient Test Considering Skewness of Sample for the GEV Distribution

표본자료의 왜곡도 영향을 고려한 GEV 분포의 확률도시 상관계수 검정방법 비교 검토

  • Ahn, Hyunjun (School of Civil and Environmental Engineering, Yonsei Univ.) ;
  • Shin, Hongjoon (School of Civil and Environmental Engineering, Yonsei Univ.) ;
  • Kim, Sooyoung (School of Civil and Environmental Engineering, Yonsei Univ.) ;
  • Heo, Jun-Haeng (School of Civil and Environmental Engineering, Yonsei Univ.)
  • 안현준 (연세대학교 대학원 토목환경공학과) ;
  • 신홍준 (연세대학교 대학원 토목환경공학과) ;
  • 김수영 (연세대학교 대학원 토목환경공학과) ;
  • 허준행 (연세대학교 사회환경공학부 토목환경공학과)
  • Received : 2013.12.04
  • Accepted : 2014.01.06
  • Published : 2014.02.28
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Abstract

It is important to estimate an appropriate quantile for design of hydraulic structure. For this purpose, it is necessary to find the appropriate probability distribution which can represent the sample data well. Probability plot correlation coefficient test as one of goodness-of-fit test, is recently developed and has been known as a simple and powerful method. In this study, probability plot correlation coefficient test statistics using the plotting position considering the coefficients of skewness for the GEV distribution is derived, and represented by the regression equation. Monte-Carlo method is also performed to compare the rejection power between each method. As the results, the probability plot correlation coefficient test which is derived in this study is better than the others. In particular, when sample size is small and distribution has the shape parameter, rejection power of probability plot correlation coefficient test considering the coefficients of skewness is bigger than the others.

수공구조물의 설계 시 적절한 확률수문량을 추정하는 것은 매우 중요하며, 이러한 확률수문량을 추정하기 위해서는 표본으로서의 수문자료를 잘 표현할 수 있는 확률분포형을 찾아야 한다. 이와 같이 수문자료에 통계적 특성을 잘 표현할 수 있는 확률분포형을 찾기 위해서 적합도 검정을 실시하며, 적합도 검정 중 하나인 확률도시 상관계수 검정은 비교적 최근에 개발되어 그 사용법이 간단하며 높은 기각능력을 갖는다고 알려져 있다. 본 연구에서는 왜곡도 계수의 영향을 고려할 수 있는 도시위치공식을 이용하여 확률도시 상관계수 검정통계량을 유도하고 그 기각능력을 검토하였으며, 그 결과를 기존에 왜곡도 계수를 고려하지 않은 확률도시 상관계수 검정 방법과 비교해보았다. 그 결과 본 연구에서 유도된 확률도시 상관계수 검정에 의한 기각능력이 기존의 검정 방법들 보다 뛰어났으며, 특히 표본 크기가 작을수록, 발생 분포형이 형상 매개변수를 가질 경우 기각능력이 높게 나타나는 것으로 나타났다.

Keywords

References

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