• Communications for Statistical Applications and Methods
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• 제24권5호
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• pp.519-531
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• 2017

We consider goodness-of-fit test statistics for Weibull distributions when data are randomly censored and the parameters are unknown. Koziol and Green (Biometrika, 63, 465-474, 1976) proposed the $Cram\acute{e}r$-von Mises statistic's randomly censored version for a simple hypothesis based on the Kaplan-Meier product limit of the distribution function. We apply their idea to the other statistics based on the empirical distribution function such as the Kolmogorov-Smirnov and Liao and Shimokawa (Journal of Statistical Computation and Simulation, 64, 23-48, 1999) statistics. The latter is a hybrid of the Kolmogorov-Smirnov, $Cram\acute{e}r$-von Mises, and Anderson-Darling statistics. These statistics as well as the Koziol-Green statistic are considered as test statistics for randomly censored Weibull distributions with estimated parameters. The null distributions depend on the estimation method since the test statistics are not distribution free when the parameters are estimated. Maximum likelihood estimation and the graphical plotting method with the least squares are considered for parameter estimation. A simulation study enables the Liao-Shimokawa statistic to show a relatively high power in many alternatives; however, the null distribution heavily depends on the parameter estimation. Meanwhile, the Koziol-Green statistic provides moderate power and the null distribution does not significantly change upon the parameter estimation.

• Nuclear Engineering and Technology
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• 제21권1호
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• pp.32-39
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• 1989

원형 단면을 가진 축대칭형 토카막 핵융합로에 적합할 수 있는 최적의 이상적 자기유체역학 베타값과 운전조건의 결정 방법을 제시하였다. 토로이달 전류밀도 분포로 조정되는 운전조건을 변화시키면서 이상적 자기유체역학 안정성을 유지시킬 수 있는 베타값의 한계를 계산하였다. 토로이달 전류밀도 분포에는 실험적 관찰들로부터 얻은 실험식들이 사용되었고, 베타 값의 한계를 결정하기 위해 필요로 여러 식들이 이 실험식들로부터 유도되었다. 토로이달 전류밀도의 각각 다른 분포에 대해서 다양한 베타 한계값 분포들이 얻어졌다. 이상적 자기 유체 역학 불안정성들에 의해 제안받는 최대의 베타값을 토카막의 기하학적 변수와 안전인자에 의한 scaling law로 표현하였다.

• Structural Engineering and Mechanics
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• 제68권2호
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• pp.247-259
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• 2018

In this study (Part I), an advanced empirical formulation was proposed to predict the ultimate strength of initially deflected steel plate subjected to longitudinal compression. An advanced empirical formulation was proposed by adopting Initial Deflection Index (IDI) concept for plate element which is a function of plate slenderness ratio (${\beta}$) and coefficient of initial deflection. In case of initial deflection, buckling mode shape, which is mostly assumed type in the ships and offshore industry, was adopted. For the numerical simulation by ANSYS nonlinear finite element method (NLFEM), with a total of seven hundred 700 plate scenarios, including the combination of one hundred (100) cases of plate slenderness ratios with seven (7) representative initial deflection coefficients, were selected based on obtained probability density distributions of plate element from collected commercial ships. The obtained empirical formulation showed good agreement ($R^2=0.99$) with numerical simulation results. The obtained outcome with proposed procedure will be very useful in predicting the ultimate strength performance of plate element subjected to longitudinal compression.

• Journal of the Korean Data and Information Science Society
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• 제27권5호
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• pp.1399-1412
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• 2016

We compare many normality tests consisting of different sources of information extracted from the given data: Anderson-Darling test, Kolmogorov-Smirnov test, Cramervon Mises test, Shapiro-Wilk test, Shaprio-Francia test, Lilliefors, Jarque-Bera test, D'Agostino' D, Doornik-Hansen test, Energy test and Martinzez-Iglewicz test. For the purpose of comparison, those tests are applied to the various types of data generated from skewed distribution, unsymmetric distribution, and distribution with different length of support. We then summarize comparison results in terms of two things: type I error control and power. The selection of the best test depends on the shape of the distribution of the data, implying that there is no test which is the most powerful for all distributions.

• Journal of the Korean Data and Information Science Society
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• 제27권4호
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• pp.959-967
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• 2016

자산의 수익에 대한 분포 가정은 파생 상품의 가치 평가에 매우 중요한 역할을 한다. Elberlein과 Keller (1995)는 오랜 기간에 걸친 주식 자료를 바탕으로 혼합 자산의 분포에 대한 다양한 검정을 수행한 결과, 정규성 가정이 만족되지 않음을 확인한 바 있으며, 일반화 쌍곡분포가 보다 현실을 잘 반영하는 모형임을 확인하였다. 또한, Hu와 Kercheval (2007)은 6년간의 S&P500 지수의 분석에서 정규분포는 VaR (value at risk)을 과소 추정하는 반면, 일반화 쌍곡분포는 잘 적합함을 확인하였다. 일반화 쌍곡분포는, Barndorff-Nielsen (1977)이 처음 소개한 분포로, 첨도가 큰 특징을 가지는 금융 자료의 적합에 유용한 분포이다. 본 연구에서는 일반화 쌍곡분포를 모분포로 하는 선형 포트폴리오의 위험측도를 추정한다. 위험측도로는 VaR과 ES (expected shortfall)를 고려하였으며, 추정 방법으로는 안장점근사를 사용하였다. 안장점근사는 소표본에서도 정확한 근사를 제공하는 근사법으로 알려져 있다. 모의실험을 통해 위험측도에 대한 안장점근사의 정도가 매우 우수함을 확인하였다.

• Ocean Systems Engineering
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• 제9권3호
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• pp.287-328
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• 2019

Comprehensive understanding of the flood risk assessments via frequency analysis often demands multivariate designs under the different notations of return periods. Flood is a tri-variate random consequence, which often pointing the unreliability of univariate return period and demands for the joint dependency construction by accounting its multiple intercorrelated flood vectors i.e., flood peak, volume & durations. Selecting the most parsimonious probability functions for demonstrating univariate flood marginals distributions is often a mandatory pre-processing desire before the establishment of joint dependency. Especially under copulas methodology, which often allows the practitioner to model univariate marginals separately from their joint constructions. Parametric density approximations often hypothesized that the random samples must follow some specific or predefine probability density functions, which usually defines different estimates especially in the tail of distributions. Concentrations of the upper tail often seem interesting during flood modelling also, no evidence exhibited in favours of any fixed distributions, which often characterized through the trial and error procedure based on goodness-of-fit measures. On another side, model performance evaluations and selections of best-fitted distributions often demand precise investigations via comparing the relative sample reproducing capabilities otherwise, inconsistencies might reveal uncertainty. Also, the strength & weakness of different fitness statistics usually vary and having different extent during demonstrating gaps and dispensary among fitted distributions. In this literature, selections efforts of marginal distributions of flood variables are incorporated by employing an interactive set of parametric functions for event-based (or Block annual maxima) samples over the 50-years continuously-distributed streamflow characteristics for the Kelantan River basin at Gulliemard Bridge, Malaysia. Model fitness criteria are examined based on the degree of agreements between cumulative empirical and theoretical probabilities. Both the analytical as well as graphically visual inspections are undertaken to strengthen much decisive evidence in favour of best-fitted probability density.

• 천문학회보
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• 제38권2호
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• pp.38.1-38.1
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• 2013

We present the Yonsei evolutionary population synthesis (YEPS) models based on the high-resolution empirical spectral energy distributions (SEDs). We have adopted the MILES library in the optical wavelength, and our new models based on the MILES library show good agreements with our previous models presented in the YEPS I. The effect of hot horizontal-branch (HB) stars on the integrated properties of simple stellar populations (SSPs) is again confirmed by our models based on empirical SEDs. In addition, we have extended our empirical models to the near-IR wavelength and predicted the strengths of the calcium II triplet (CaT) and the Paschen triplet (PaT) based on the INDO-US and the Cenarro library. We find that the effect of HB stars and the age of SSPs on the CaT is almost negligible. On the other hands, the PaT models are very sensitive to the existence of hot stars, e.g., HB stars and young turn-off stars, and show very similar results with Balmer lines. Interestingly, the CaT distribution of GCs in NGC 1407, which is at odds with the optical (B-I) color distribution, can be explained by the unique feature of the CaT-[Fe/H] relations that show almost the same equivalent widths in the metal-rich regime. We will also discuss the impact of the second-generation populations on the strength of the CaT.

• KIEAE Journal
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• 제10권1호
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• pp.65-72
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• 2010

The use of natural light has the potential for improving both the energy efficiency and indoor environmental quality in buildings. A light-pipe system can introduce daylight to spaces that would otherwise not be able to benefit from the advantages of daylight penetration. For the light-pipe system to be widely used in Korea, it is important to quantify its daylighting performance with due consideration regarding the effects imposed by the local climate conditions. This paper presents the evaluation results of existing semi-empirical models to predict daylighting performance of a light-pipe system. The evaluation of the existing models was based on the monitoring data obtained from a underground parking lot in which the light-pipe system was installed. Comparisons were made between the predicted and the monitored data obtained from the study. The results indicated that semi-empirical models which was developed using the experimental data obtained under the Korean climatic conditions had a good prediction performance. We also quantified the effects caused by sky conditions, solar altitudes, room dimensions, and the aspect ratio of a light-pipe system on both the daylighting performance of the light-pipe system and the indoor illuminance distributions of the space using the semi-empirical model. Finally, this paper provides the design guideline of the light-pipe system for its application to an underground parking lot space.

• 한국환경과학회지
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• 제14권10호
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• pp.911-917
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• 2005

A comparison between the estimated chlorophyll a from OSMI, the SeaWiFS and the chlorophyll a measured from the research cruises of National Fisheries Research and Development Institute was made. The updated empirical algorithm for calibrating and validating of the estimated chlorophyll a in the East China Sea was formulated by relationship between the estimated chlorophyll a and the field one. The relationship between the chlorophyll a and the band ratio(nLw490/555) was still highest in the OSMI data after launching of KOMPSAT satellite. The distributions of OSMI chlorophyll a were compared with those of sea surface temperature, zooplankton biomass, and catch amounts of the Pacific mackerel in the East China Sea. In case of the relationships in specially winter seasons of 2002 and 2004, the zooplankton and the fish were totally depended on the distributions of SST than those of chlorophyll a.

• Architectural research
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• 제14권4호
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• pp.153-161
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• 2012

This paper presents an integrated procedure to predict the temperature and moisture distributions in hardening concrete considering the effects of temperature and aging. The degree of hydration is employed as a fundamental parameter to evaluate hydro-thermal-mechanical properties of hardening concrete. The temperature history and temperature distribution in hardening concrete is evaluated by combining cement hydration model with three-dimensional finite element thermal analysis. On the other hand, the influences of both self-desiccation and moisture diffusion on variation of relative humidity are considered. The self-desiccation is evaluated by using a semi-empirical expression with desorption isotherm and degree of hydration. The moisture diffusivity is expressed as a function of degree of hydration and current relative humidity. The proposed procedure is verified with experimental results and can be used to evaluate the early-age crack of hardening concrete.