• Title/Summary/Keyword: 확률 및 통계

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Mixed distributions and Laten Process over Nonstationary Rainfall/Flood Frequency Estimates over South Korea: The Role of Large Scale Climate Pattern (혼합 분포와 은닉 과정 모의를 통한 비정상성 강우/빈도 빈도해석: 전지구 기상학적 변동성의 역할)

  • Kwon, Hyun-Han
    • Proceedings of the Korea Water Resources Association Conference
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    • 2018.05a
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    • pp.8-8
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    • 2018
  • 전통적인 빈도해석은 정상성 가정을 기초로 단일 확률분포를 강우 및 홍수량 자료에 적용하는 과정을 통해 확률수문량을 추정하는 것을 목적으로 하고 있다. 그러나 전지구적인 기상학적 변동성 및 기후변화로 기인하는 극치수문량의 발생 빈도 및 양적 크기의 변화는 확률통계학적 관점에서 서로 다른 분포특성을 가지게 된다. 대표적인 기상변동성인 엘니뇨가 발생하는 경우 지역에 따라 홍수 및 가뭄이 발생 발생하게 되며, 이러한 극치수문량은 일반적으로 나타나는 홍수 및 가뭄의 분포특성과는 상이한 경우가 많다. 즉, 2개 이상의 확률분포 특성이 혼재된 혼합분포의 특성을 가지는 경우가 나타내게 되며 이를 고려한 빈도해석 기법의 개발 및 적용이 필요하다. 혼합분포를 활용한 빈도해석에서 가장 중요한 사항 중에 하나는 개별 분포에 적용되는 가중치를 추정하는 것으로서 통계학적 관점에서 자료의 특성에 근거하여 내재되어 있는 은닉상태(latent process)를 추정하는 과정과 유사하다. 이와 더불어 앞서 언급된 기상학적 변동성을 빈도해석에 반영하기 위한 비정상성 해석기법의 개발 및 적용도 필요하다. 본 연구에서는 혼합분포를 활용한 비정상성빈도해석모형을 개발하는데 목적이 있으며 개별매개변수의 동적거동 뿐만 아니라 가중치에 대한 시간적인 종속성도 고려할 수 있는 모형으로 동적모형으로 다양한 실험적 해석이 가능하다. 본 연구에서는 개발된 모형을 기반으로 엘니뇨와 같은 기상변동성에 따른 강우 및 홍수빈도해석 측면에서 은닉상태에 변화, 이로 인한 확률분포의 특성 및 설계수문량의 동적변동성을 평가하고자 한다.

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Reliability Analysis Using Parametric and Nonparametric Input Modeling Methods (모수적·비모수적 입력모델링 기법을 이용한 신뢰성 해석)

  • Kang, Young-Jin;Hong, Jimin;Lim, O-Kaung;Noh, Yoojeong
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.30 no.1
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    • pp.87-94
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    • 2017
  • Reliability analysis(RA) and Reliability-based design optimization(RBDO) require statistical modeling of input random variables, which is parametrically or nonparametrically determined based on experimental data. For the parametric method, goodness-of-fit (GOF) test and model selection method are widely used, and a sequential statistical modeling method combining the merits of the two methods has been recently proposed. Kernel density estimation(KDE) is often used as a nonparametric method, and it well describes a distribution function when the number of data is small or a density function has multimodal distribution. Although accurate statistical models are needed to obtain accurate RA and RBDO results, accurate statistical modeling is difficult when the number of data is small. In this study, the accuracy of two statistical modeling methods, SSM and KDE, were compared according to the number of data. Through numerical examples, the RA results using the input models modeled by two methods were compared, and appropriate modeling method was proposed according to the number of data.

A Study on the Randomized Response Technique by PPS Sampling (확률비례추출법에 의한 확률화응답기법에 관한 연구)

  • Lee Gi-Sung
    • The Korean Journal of Applied Statistics
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    • v.19 no.1
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    • pp.69-80
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    • 2006
  • In this study, we make an effort to find a method to acquire sensitive information when sensitive populations are consisted of several clusters that vary in size. We suggest and systemize the theoretical validity for applying RRT(Randomized Response Technique) to PPS(Probability Proportional to Size) sampling method and derive the estimate and it's variance of the proportion of sensitive characteristic of population by using the suggested method. We compare the efficiency of the suggested technique by two-stage equal probability sampling. We examine practical aspects of the suggested method of RRT by PPS sampling through field survey.

A Study on Pre-Service Teachers' Understanding of Random Variable (확률변수 개념에 대한 예비교사의 이해)

  • Choi, Jiseon;Yun, Yong Sik;Hwang, Hye Jeang
    • School Mathematics
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    • v.16 no.1
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    • pp.19-37
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    • 2014
  • This study investigated the degree of understanding pre-service teachers' random variable concept, based on the attention and the importance for developing pre-service teachers' ability on statistical reasoning in statistics education. To accomplish this, the subject of this study was 70 pre-service teachers belonged to three universities respectively. The teachers were given to 7 tasks on random variable and requested to solve them in 40 minutes. The tasks consisted of three contents in large; 1) one was on the definition of random variables, 2) the other was on the understanding of random variables in different/diverse conditions, and 3) another was on problem solving relevant to random variable concept. The findings are as follows. First, while 20% of pre-service teachers understood the definition of random variable correctly, most teachers could not distinguish between random variable and variable or probability. Second, there was a significant difference in understanding random variables in different/diverse conditions. Namely, the degree of understanding on the continuous random variable was superior to that of discrete random variable and also the degree of understanding on the equal distribution was superior to that of unequality distribution. Third, three types of problems relevant to random variable concept dealt with in this study were finding a sample space and an elementary event, and finding a probability value. In result, the teachers responded to the problem on finding a probability value most correctly and on the contrary to this, they had the mot difficulty in solving the problem on finding a sample space.

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An Analysis of the Statistics Curricula for the High School in Korea and New Zealand (우리나라와 뉴질랜드의 고등학교 통계 교육과정 분석)

  • Shin, Woo Jin;Ko, Ho Kyoung;Noh, Jihwa
    • Journal of the Korean School Mathematics Society
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    • v.25 no.1
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    • pp.19-38
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    • 2022
  • This study aims to find ways to improve the statistics education policy in Korea for the future based on the results from examining the high school statistics curricula in Korea and New Zealand. The statistics curriculum in New Zealand was analyzed comparatively with the corresponding contents of the probability and statistics domain in the Korea 2015 revised national mathematics curriculum. The analysis centered around achievement goals and key ideas of each of the two curricula. This comparative analysis provides implications on finding a direction in line with the global trend in the curriculum for statistics education and ultimately for Korea's statistics education for the future.

Nonparametric tests using optimal weights for umbrella alternatives in a randomized block design (확률화 블럭 계획법에서 최적 가중치를 이용한 우산형 대립가설의 비모수검정법)

  • 김동희;김영철
    • The Korean Journal of Applied Statistics
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    • v.9 no.1
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    • pp.139-152
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    • 1996
  • In this paper we propose nonparametric tests using optimal weights for umbrella alternatives in a randomized block design. We obtain the optimal weights by maximizing the asymptotic relative efficiency of the proposed test statistics with respect to Mack and Wolf(1981) type test statistic, and investigate asymptotic relative efficiencies of the proposed test statistics using these optimal weights relative to Mack and Wolfe type statistics and linear rank statistic. Throughout simulations for small samples, the proposed test statistic has good powers rather than the other two tests when the block sizes are different.

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The ETCCDI and Frequency Analysis using RCP Scenarios (RCP 시나리오를 고려한 극치통계분석 및 빈도해석)

  • Kim, Duck Hwan;Kim, Yon Soo;Hong, Seung Jin;Ly, Sidoeun;Jung, Younghun;Kim, Hung Soo
    • Journal of Wetlands Research
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    • v.15 no.4
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    • pp.595-607
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    • 2013
  • In this study we estimated ETCCDI and frequency based precipitation using observed precipitation and precipitation from Representative Concentration Pathway(RCP) scenarios for 58 weather stations which have the recorded data more than 30 years. We tried to eliminate the bias by Quantile Mapping and tested for outliers of simulated data under climate change scenario. Then we estimated ETCCDI related to precipitation and frequency based precipitation for the future. In addition to this study examined the changes of frequency based precipitation for the future target periods. According to the result, dry days will be increased in Korean Peninsula in the 2090s. Also it showed that the number of heavy precipitation day more than 80mm/day tends to be increased in 3~7% in the future. The precipitation of 24-hour duration under climate change will be increased by 17.7% for 80-year frequency, 18.2% for 100-year frequency and 19.6% for 200-year frequency in 2090s. In the 21st century, the damage caused by natural disasters is expected to be increased due to increase of precipitation and the change of runoff characteristics under climate change. Therefore, the proposed ETCCDI and precipitation frequency under climate change are expected to be used for the future natural disaster plan.

Uncertainty Analysis for Parameter Estimation in Rainfall Frequency Analysis using Bootstrap (Bootstrap을 이용한 강우빈도해석에서의 매개변수 추정에 대한 불확실성 해석)

  • Seo, Young-Min;Jee, Hong-Kee;Lee, Soon-Tak
    • Proceedings of the Korea Water Resources Association Conference
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    • 2009.05a
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    • pp.1406-1411
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    • 2009
  • Bootstrap 기법은 통계학적 추정치의 정확도 또는 불확실성을 평가하기 위한 컴퓨터 기반 리샘플링 기법으로서 플러그인 원칙을 이용하여 요약통계치의 표준오차 및 신뢰구간을 추정하며, Bootstrap 기법 중 BCa 기법은 다른 Bootstrap 기법들에 비해 적합도 기준면에서 훨씬 우수한 결과를 나타내는 것으로 알려져 있다. 본 논문에서는 강우빈도해석에서 확률분포의 매개변수 추정에 대한 불확실성 고려한 확률강우량의 산정 및 불확실성의 영향을 평가하기 위하여 Bootstrap 기법 중 비매개변수적 BCa 기법에 기반한 불확실성을 고려한 강우빈도해석모델 구축 및 적용을 통해 홍수위험평가 및 수자원 계획 등에 있어서 불확실성 표현 및 처리기법을 제시하였다.

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양적속성 추정을 위한 2단계 확률화응답기법

  • 최경호
    • Communications for Statistical Applications and Methods
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    • v.4 no.1
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    • pp.161-165
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    • 1997
  • 양적속성의 추정을 위한 확률화응답기법은 Greenberg et al.(1971)로부터 시작된다. 이후 새로운 방법에 대한 제시(Dalenius와 Vitale(1974)) 및 분포함수에 대한 추정(Duffy와 Waterton(1984))등이 연구되어 오고 있다. 본 연구에서는 2단계 확률화응답기법을 이용하여 양적속성을 추정하는 방법을 제시하고 이의 효율성 비교를 행해 보고자 한다.

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Application of EDA Techniques for Estimating Rainfall Quantiles (확률강우량 산정을 위한 EDA 기법의 적용)

  • Park, Hyunkeun;Oh, Sejeong;Yoo, Chulsang
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.29 no.4B
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    • pp.319-328
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    • 2009
  • This study quantified the data by applying the EDA techniques considering the data structure, and the results were then used for the frequency analysis. Although traditional methods based on the method of moments provide very sensitive statistics to the extreme values, the EDA techniques have an advantage of providing very stable statistics with their small variation. For the application of the EDA techniques to the frequency analysis, it is necessary to normalization transform and inverse-transform to conserve the skewness of the raw data. That is, it is necessary to transform the raw data to make the data follow the normal distribution, to estimate the statistics by applying the EDA techniques, and then finally to inverse-transform the statistics of transformed data. These statistics decided are then applied for the frequency analysis with a given probability density function. This study analyzed the annual maxima one hour rainfall data at Seoul and Pohang stations. As a result, it was found that more stable rainfall quantiles, which were also less sensitive to extreme values, could be estimated by applying the EDA techniques. This methodology may be effectively used for the frequency analysis of rainfall at stations with especially high annual variations of rainfall due to climate change, etc.