• Title/Summary/Keyword: 정규분포 검정

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Uncertainty Assessment of Emission Factors for Pinus densiflora using Monte Carlo Simulation Technique (몬테 카를로 시뮬레이션을 이용한 소나무 탄소배출계수의 불확도 평가)

  • Pyo, Jung Kee;Son, Yeong Mo;Jang, Gwang Min;Lee, Young Jin
    • Journal of Korean Society of Forest Science
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    • v.102 no.4
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    • pp.477-483
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    • 2013
  • The purpose of this study was to calculate uncertainty of emission factor collected data and to evaluate the applicability of Monte Carlo simulation technique. To estimate the distribution of emission factors (Such as Basic wood density, Biomass expansion factor, and Root-to-shoot ratio), four probability density functions (Normal, Lognormal, Gamma, and Weibull) were used. The two sample Kolmogorov-Smirnov test and cumulative density figure were used to compare the optimal probability density function. It was observed that the basic wood density showed the gamma distribution, the biomass expansion factor results the log-normal distribution, and root-shoot ratio showd the normal distribution for Pinus densiflora in the Gangwon region; the basic wood density was the normal distribution, the biomass expansion factor was the gamma distribution, and root-shoot ratio was the gamma distribution for Pinus densiflora in the central region, respectively. The uncertainty assessment of emission factor were upper 62.1%, lower -52.6% for Pinus densiflora in the Gangwon region and upper 43.9%, lower -34.5% for Pinus densiflora in the central region, respectively.

On the characteristics of the Hamming distances in medical diagnosis (의학진단에 이용되는 해밍 거리의 특성 탐색)

  • Ahn, Jeong-Yong
    • Journal of the Korean Data and Information Science Society
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    • v.23 no.2
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    • pp.227-234
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    • 2012
  • Hamming distances in medical science are used for the diagnosis of diseases. The differences of the distances, however, are often very small, and is not in the general statistical form such as normal or chi-square distribution. In this study, we explore the characteristics and significance of the differences of Hamming distances generated in medical diagnosis.

Bayesian Model Selection of Lifetime Models using Fractional Bayes Factor with Type ?$\pm$ Censored Data (제2종 중단모형에서 FRACTIONAL BAYES FACTOR를 이용한 신뢰수명 모형들에 대한 베이지안 모형선택)

  • 강상길;김달호;이우동
    • The Korean Journal of Applied Statistics
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    • v.13 no.2
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    • pp.427-436
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    • 2000
  • In this paper, we consider a Bayesian model selection problem of lifetime distributions using fractional Bayes factor with noninformative prior when type II censored data are given. For a given type II censored data, we calculate the posterior probability of exponential, Weibull and lognormal distributions and select the model which gives the highest posterior probability. Our proposed methodology is explained and applied to real data and simulated data.

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Computation of Noncentral T Probabilities using Neural Network Theory (신경망이론에 의한 비중심T분포 확률계산)

  • Gu, Son-Hee
    • The Transactions of the Korea Information Processing Society
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    • v.4 no.1
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    • pp.177-183
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    • 1997
  • The cumulative function of the noncentral t distribution calculate power in testing equality of means of two normal populations and confidence intervals for the ratio of population mean to standard deviation. In this paper, the evaluation of the cumulative function of noncentral t distribution is applied to the neural network consists of the multi-layer perception structure and learning process has the algorithm of the backpropagation. Numerical comparisons are made between the Fisher's values and the results obtained by neural network theory.

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A Comparative Study on Tests of Correlation (상관계수에 대한 검정법 비교)

  • Cho, Hyun-Joo;Song, Myung-Unn;Jeong, Dong-Myung;Song, Jae-Kee
    • Journal of the Korean Data and Information Science Society
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    • v.7 no.2
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    • pp.235-245
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    • 1996
  • In this paper, we studied about several methods of testing hypothesis of correlation, specially Approximate method, Empirical method and Bootstrap method. The Approximate method is based on the Fisher's Z-transformation and the Empirical and Bootstrap methods approximate the distribution of the sample correlation coefficient by Monte Carlo simulation and Bootstrap technique, respectively. In order to compare how good these tests are, we computed powers under various alternatives. Consequently, we see that the Approximate test performs very well even if in small sample and all tests have almost the same power in large sample.

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Classification of Parkinson's Disease Using Defuzzification-Based Instance Selection (역퍼지화 기반의 인스턴스 선택을 이용한 파킨슨병 분류)

  • Lee, Sang-Hong
    • Journal of Internet Computing and Services
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    • v.15 no.3
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    • pp.109-116
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    • 2014
  • This study proposed new instance selection using neural network with weighted fuzzy membership functions(NEWFM) based on Takagi-Sugeno(T-S) fuzzy model to improve the classification performance. The proposed instance selection adopted weighted average defuzzification of the T-S fuzzy model and an interval selection, same as the confidence interval in a normal distribution used in statistics. In order to evaluate the classification performance of the proposed instance selection, the results were compared with depending on whether to use instance selection from the case study. The classification performances of depending on whether to use instance selection show 77.33% and 78.19%, respectively. Also, to show the difference between the classification performance of depending on whether to use instance selection, a statistics methodology, McNemar test, was used. The test results showed that the instance selection was superior to no instance selection as the significance level was lower than 0.05.

A survey on the Minimum Time Scale by Southern Region of the Korean Peninsula for Daily SPI Application (일 단위 SPI 적용을 위한 한반도 남부지역별 최소 시간 척도 조사)

  • Chae Lim Lee;Ji Yu Seo;Jeong Eun Won;Sang Dan Kim
    • Proceedings of the Korea Water Resources Association Conference
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    • 2023.05a
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    • pp.328-328
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    • 2023
  • 표준강수지수(Standardized Precipitation Index, SPI)는 강수량 변동의 정도를 표준화하여 나타낸 지수로, 가뭄 평가에 적용되고 있다. 일반적으로 SPI를 산정할 때는 월 단위의 시간 척도를 적용하며, 장기간의 가뭄에 대해 평가한다. 그러나 시간 척도가 길어질수록 가뭄 발생 후 가뭄을 감지하는 데 걸리는 시간이 더 길어지기 때문에 대처가 더욱 어려워진다. 또한, 기후변화로 인해 가뭄 빈도가 증가하고, 그 정도가 더욱 심화되면서 일 단위의 적용이 필요해지고 있다. 본 연구는 한반도 남부지역을 대상으로 일 단위의 SPI 적용을 위한 최소 시간 척도를 조사하였다. 대상 지역을 강원권, 수도권, 부울경, 대경권, 호남권, 충청권의 총 6개 지역으로 분리하여, 각 지역별, 계절별 최소 시간 척도를 조사하였다. SPI 산정을 위해 후보 분포형으로 Gumbel, Gamma, GEV, Loglogistic, Lognormal, Weibull을 적용하였으며, 시간 척도는 5일부터 365일까지 총 10개로 설정하였다. 본 연구에선 크게 적합도 검정과 정규성 검정으로 진행하였다. 적합도 검정에서는 Chi-square test를 적용하였으며, 이때 일 단위의 짧은 시간 척도를 적용할 경우 누가 강수 시계열의 값이 0으로, 0값이 시계열에 포함되면 SPI의 정확도가 떨어지는 문제가 발생하는데, 이를 보완하기 위해 누가 강수 시계열의 0값을 고려하였다. 마지막으로 각 후보 분포형을 적용하여 산정된 SPI가 표준정규분포에 합당한지를 검증하기 위해 Anderson-Darling test를 수행하였다. 결과적으로 대부분의 지역에서는 봄과 여름의 경우 최소 15일 정도의 시간 척도까지는 적용할 수 있을 것으로 판단되며, 겨울의 경우는 최소 30일 정도의 시간 척도를 적용해야 함을 확인하였다. 지역별로 차이가 크진 않지만, 이러한 연구 결과를 참고하여 각 지역별로 더 나은 가뭄 대책을 마련할 수 있을 것으로 기대된다.

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The Significance Test on the AHP-based Alternative Evaluation: An Application of Non-Parametric Statistical Method (AHP를 이용한 대안 평가의 유의성 분석: 비모수적 통계 검정 적용)

  • Park, Joonsoo;Kim, Sung-Chul
    • The Journal of Society for e-Business Studies
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    • v.22 no.1
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    • pp.15-35
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    • 2017
  • The method of weighted sum of evaluation using AHP is widely used in feasibility analysis and alternative selection. Final scores are given in forms of weighted sums and the alternative with largest score is selected. With two alternatives, as in feasibility analysis, the final score greater than 0.5 gives the selection but there remains a question that how large is large enough. KDI suggested a concept of 'grey area' where scores are between 0.45 and 0.55 in which decisions are to be made with caution, but it lacks theoretical background. Statistical testing was introduced to answer the question in some studies. It was assumed some kinds of probability distribution, but did not give the validity on them. We examine the various cases of weighted sum of evaluation score and show why the statistical testing has to be introduced. We suggest a non-parametric testing procedure which does not assume a specific distribution. A case study is conducted to analyze the validity of our suggested testing procedure. We conclude our study with remarks on the implication of analysis and the future way of research development.

Saddlepoint approximations for the risk measures of linear portfolios based on generalized hyperbolic distributions (일반화 쌍곡분포 기반 선형 포트폴리오 위험측도에 대한 안장점근사)

  • Na, Jonghwa
    • Journal of the Korean Data and Information Science Society
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    • v.27 no.4
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    • pp.959-967
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    • 2016
  • Distributional assumptions on equity returns play a key role in valuation theories for derivative securities. Elberlein and Keller (1995) investigated the distributional form of compound returns and found that some of standard assumptions can not be justified. Instead, Generalized Hyperbolic (GH) distribution fit the empirical returns with high accuracy. Hu and Kercheval (2007) also show that the normal distribution leads to VaR (Value at Risk) estimate that significantly underestimate the realized empirical values, while the GH distributions do not. We consider saddlepoint approximations to estimate the VaR and the ES (Expected Shortfall) which frequently encountered in finance and insurance as measures of risk management. We supposed GH distributions instead of normal ones, as underlying distribution of linear portfolios. Simulation results show the saddlepoint approximations are very accurate than normal ones.

A Study on Determination of Probability Rainfall-Depth of Short Duration as Consideringthe Project Life and the Factor of Safety in Seoul (내용 안전치를 고려한 서울지방의 단시간 확률 강우량산정에 관한 연구)

  • 이원환;김재한;김채원
    • Water for future
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    • v.9 no.1
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    • pp.101-105
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    • 1976
  • This Study is developed in order to determine the probability of a raintall depth of short duration in Seoul as considering the profect life and the factor of safety of hydraulic structures. The raw annual maximum rainfall data are selected from 1915 to 1974 about short duration (10min-120min.) in Seoul. The selected data are treated by frequency analysis, and the hypothesis that the distribution fuction of the raw data is normal Distribution is performed by chi-square test that signifcance level has 5%. With the parameters (mean and standard deviation) of the accepted distribution function, the probabilitn of a rainfall depth can be easily determined on the graph which is made on this paper.

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