• Journal of Korea Water Resources Association
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• v.48 no.7
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• pp.567-579
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• 2015

This study performed the non-stationary flood frequency analysis considering time-varying parameters of a probability density function. Also, return period and risk under non-stationary condition were estimated. A stationary model and three non-stationary models using Generalized Extreme Value(GEV) were developed. The only location parameter was assumed as time-varying parameter in the first model. In second model, the only scale parameter was assumed as time-varying parameter. Finally, the both parameters were assumed as time varying parameter in the last model. Relative likelihood ratio test and Akaike information criterion were used to select appropriate model. The suggested procedure in this study was applied to eight multipurpose dams in South Korea. Using relative likelihood ratio test and Akaike information criterion it is shown that the inflow into the Hapcheon dam and the Seomjingang dam were suitable for non-stationary GEV model but the other six dams were suitable for stationary GEV model. Also, it is shown that the estimated return period under non-stationary condition was shorter than those estimated under stationary condition.

• Journal of Food Hygiene and Safety
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• v.7 no.2
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• pp.113-121
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• 1992

Food intake data from 228 persons (96 male adult ranging in age from 19 to 54, 27 female adult ranging in age from 20 to 46, 54 boys ranging in age from 9 to 11, and 51 girls ranging in age from 8 to II) were studied with respect to the shape of the underlying probablity distributions. For each menu items distributional shapes of food intake were different. Most of distributions for food intakes from normaJ distributions. From food intake data of 2 meals nutrition intake data are calculated. For each meal, energy, protein, fat, carbohydrate, fiber, calcium, iron, vitamin A, thiamin, ribofavin, niacin and vitamin C were computed and thier distributions were compared with normal distributions. Distributions for adult female showed normal distributions for some food items. For nutrient intake data from male adults, distributions for vitamin C from 1st meal and calcium from 2nd meal were marginal and the remains were differed from normal distributions. For adult female and childern, distiributions for some nutients were differed from normal distributions. It is hard to find special patterns for each nutrient distributions. Therefore the normal distributions assumptions should be verified prior to applying parametric techniques to thier data. If those assumptions are not valid, non-parametric techniques should be used to analyze their data.

• Journal of Korean Society of Disaster and Security
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• v.6 no.2
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• pp.1-8
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• 2013

This study is concerned with the estimation of fluctuate wind velocity statistic properties in the major cities reflecting the recent meteorological with largest data samples (yearly 2003-2012). The basic wind speeds were standardized homogeneously to the surface roughness category C, and to 10m above the ground surface. The estimation of the extreme of non-Gaussian load effects for design applications has often been treated tacitly by invoking a conventional wind design (gust load peak factor) on the basis of Gaussian processes. This assumption breaks down when the loading processes exhibits non-Gaussianity, in which a conventional wind design yields relatively non conservative estimates because of failure to include long tail regions inherent to non-Gaussian processes. This study seeks to ascertain the probability distribution function from recently wind data with effected typhoon & maximum instantaneous wind speed.

• The Korean Journal of Applied Statistics
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• v.23 no.1
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• pp.13-28
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• 2010

Assuming a mixture distribution for credit evaluation studies, we discuss estimating threshold methods to minimize errors that default borrowers are predicted as non defaults or non defaults are regarded as defaults. A method by using statistical hypotheses tests, the most powerful test and generalized likelihood ratio test, for the probability density functions which are defined with the score random variable and the parameter space consisted of only two elements such as the default and non default states is proposed to estimate a threshold. And anther optimal thresholds to maximize classification accuracy measures of the accuracy and the true rate for ROC and CAP curves are estimated as equations related with these probability density functions. Three kinds of optimal thresholds in terms of the hypotheses testing, the accuracy and the true rate are obtained from normal random samples with various means and variances. The sums of the type I and type II errors corresponding to each optimal threshold are obtained and compared. Finally we discuss about their efficiency and derive conclusions.

• Journal of Preventive Medicine and Public Health
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• v.17 no.1
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• pp.231-238
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• 1984

Normal range has use mainly in the first phase of the diagnostic process, that is, to screen or to raise ideas about possible pathology. The traditional method of determining it is based on the probability paper or on the mean plus or minus two standard deviations. These methods are often turned out to be vague and impractical. The percentile method is adequate and flexible, though. The appropriate limit of lower and upper points should be chosen by considering medical aspects above all things and also the reliability of the range determined by the standard error. The results of normal range are interesting, strictly speaking, only for the hospital concerned. Differences exist between the normal ranges reported by various sources (Bezemer et al, 1983). It would be best to establish the normal range based on a population comparable to a group of individuals to whom the normal range is to serve as a norm.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.29 no.1
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• pp.41-46
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• 2006

본 논문에서는 재시도와 완전입력 규칙을 갖는 BMAP/PH/N/0 대기시스템에 대한 주요 성능평가척도와 시스템의 정상상태 조건을 제시한다. 고려되는 시스템은 모든 서버가 서비스를 하고 있을 경우 도착이 이루어지는 배치도착은 모두 손실되며, 반대의 경우 도착하는 배치는 서비스를 받기 위해 시스템에 들어가게 된다. 만약 쉬고 있는 서버의 수가 불충분하여 배치의 일부가 즉각 서비스를 받을 수 없다면, 일단 오빗으로 이동하고 표준 재시도 대기 시스템의 규칙에 따라 후에 서비스를 받게 된다. 본 논문에서는 배치 마코프도착과정, 단계 서비스분포 및 유한버퍼를 갖는 다중서버 재시도 대기 시스템에 대한 수리모형을 제시한다. 제시된 시스템의 정상상태 분포 존재를 위한 충분조건을 유도하고, 이 분포를 계산하기 위한 알고리즘이 제시된다. 끝으로 완전입력규칙을 갖는 시스템에 대한 손실확률을 계산하기 위한 식이 유도하고, 수치 예제들을 제시한다.

• Journal of the Korean Society of Hazard Mitigation
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• v.11 no.2
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• pp.31-37
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• 2011

Understanding of the phase distribution in a multi-phase polycrystalline material is important because it can affect material properties and mechanical behaviors significantly. In this research, probability functions (two-point correlation and lineal-path functions) are used to represent the phase distributions of microstructures. The two-phase microstructures with random phase distribution are reconstructed using probability functions and compared with original samples. Mechanical behaviors of the virtual samples for different directions are evaluated using a finite element method. It is confirmed that microstructures with the same statistical characteristics can be generated using the reconstruction method. It is also demonstrated that the characteristics of the probability functions and mechanical reponses between the original and reconstructed microsturctures are statistically identical.

• Journal of Wetlands Research
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• v.14 no.3
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• pp.341-352
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• 2012

The purpose of this study is to statistically project future probable rainfall and to quantitatively assess a future flood vulnerability using flood vulnerability model. To project probable rainfall under non-stationarity conditions, the parameters of General Extreme Value (GEV) distribution were estimated using the 1 yr data added to the initial 30 yr base series. We can also fit a linear regression model between time and location parameters after comparing the linear relationships between time and location, scale, and shape parameters, the probable rainfall in 2030 yr was calculated using the location parameters obtained from linear regression equation. The flood vulnerability in 2030 yr was assessed inputted the probable rainfall into flood vulnerability assessment model suggested by Jang and Kim (2009). As the result of analysis, when a 100 yr rainfall frequency occurs in 2030 yr, it was projected that vulnerability will be increased by spatial average 5 % relative to present.

• The Korean Journal of Applied Statistics
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• v.23 no.5
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• pp.943-953
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• 2010

From a mixture distribution of the score random variable for credit evaluation, there are many methods of estimating optimal thresholds. Most the research news is based on the assumption of normal distributions. In this paper, we extend non-normal distributions such as Weibull, Logistic and Gamma distributions to estimate an optimal threshold by using a hypotheses test method and other methods maximizing the total accuracy and the true rate. The type I and II errors are obtained and compared with their sums. Finally we discuss their e ciency and derive conclusions for non-normal distributions.

• The Korean Journal of Applied Statistics
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• v.22 no.2
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• pp.237-248
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• 2009

The probability of default on the credit evaluation study is represented as a linear combination of two distributions of default and non-default, and the distribution of the probability of default are generally known in most cases. Except the well-known Kolmogorov-Smirnov statistic for testing the identity of two distribution, Kuiper, Cramer-Von Mises, Anderson-Darling, and Watson test statistics are introduced in this work. Under the assumption that the population distribution is known, modified Cramer-Von Mises, Anderson-Darling, and Watson statistics are proposed. Based on score data generated from various probability density functions of the probability of default, the modified test statistics are discussed and compared.