• Title/Summary/Keyword: Generalized Logistic Distribution

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Use of beta-P distribution for modeling hydrologic events

  • Murshed, Md. Sharwar;Seo, Yun Am;Park, Jeong-Soo;Lee, Youngsaeng
    • Communications for Statistical Applications and Methods
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    • v.25 no.1
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    • pp.15-27
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    • 2018
  • Parametric method of flood frequency analysis involves fitting of a probability distribution to observed flood data. When record length at a given site is relatively shorter and hard to apply the asymptotic theory, an alternative distribution to the generalized extreme value (GEV) distribution is often used. In this study, we consider the beta-P distribution (BPD) as an alternative to the GEV and other well-known distributions for modeling extreme events of small or moderate samples as well as highly skewed or heavy tailed data. The L-moments ratio diagram shows that special cases of the BPD include the generalized logistic, three-parameter log-normal, and GEV distributions. To estimate the parameters in the distribution, the method of moments, L-moments, and maximum likelihood estimation methods are considered. A Monte-Carlo study is then conducted to compare these three estimation methods. Our result suggests that the L-moments estimator works better than the other estimators for this model of small or moderate samples. Two applications to the annual maximum stream flow of Colorado and the rainfall data from cloud seeding experiments in Southern Florida are reported to show the usefulness of the BPD for modeling hydrologic events. In these examples, BPD turns out to work better than $beta-{\kappa}$, Gumbel, and GEV distributions.

Geographical Impact on the Annual Maximum Rainfall in Korean Peninsula and Determination of the Optimal Probability Density Function (우리나라 연최대강우량의 지형학적 특성 및 이에 근거한 최적확률밀도함수의 산정)

  • Nam, Yoon Su;Kim, Dongkyun
    • Journal of Wetlands Research
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    • v.17 no.3
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    • pp.251-263
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    • 2015
  • This study suggested a novel approach of estimating the optimal probability density function (OPDF) of the annual maximum rainfall time series (AMRT) combining the L-moment ratio diagram and the geographical information system. This study also reported several interesting geographical characteristics of the AMRT in Korea. To achieve this purpose, this study determined the OPDF of the AMRT with the duration of 1-, 3-, 6-, 12-, and 24-hours using the method of L-moment ratio diagram for each of the 67 rain gages in Korea. Then, a map with the Thiessen polygons of the 67 rain gages colored differently according the different type of the OPDF, was produced to analyze the spatial trend of the OPDF. In addition, this study produced the color maps which show the fitness of a given probability density function to represent the AMRT. The study found that (1) both L-skewness and L-kurtosis of the AMRT have clear geographical trends, which means that the extreme rainfall events are highly influenced by geography; (2) the impact of the altitude on these two rainfall statistics is greater for the mountaneous region than for the non-mountaneous region. In the mountaneous region, the areas with higher altitude are more likely to experience the less-frequent and strong rainfall events than the areas with lower altitude; (3) The most representative OPDFs of Korea except for the Southern edge are Generalized Extreme Value distribution and the Generalized Logistic distribution. The AMRT of southern edge of Korea was best represented by the Generalized Pareto distribution.

Bivariate Frequency Analysis of Rainfall using Copula Model (Copula 모형을 이용한 이변량 강우빈도해석)

  • Joo, Kyung-Won;Shin, Ju-Young;Heo, Jun-Haeng
    • Journal of Korea Water Resources Association
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    • v.45 no.8
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    • pp.827-837
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    • 2012
  • The estimation of the rainfall quantile is of great importance in designing hydrologic structures. Conventionally, the rainfall quantile is estimated by univariate frequency analysis with an appropriate probability distribution. There is a limitation in which duration of rainfall is restrictive. To overcome this limitation, bivariate frequency analysis by using 3 copula models is performed in this study. Annual maximum rainfall events in 5 stations are used for frequency analysis and rainfall depth and duration are used as random variables. Gumbel (GUM), generalized logistic (GLO) distributions are applied for rainfall depth and generalized extreme value (GEV), GUM, GLO distributions are applied for rainfall duration. Copula models used in this study are Frank, Joe, and Gumbel-Hougaard models. Maximum pseudo-likelihood estimation method is used to estimate the parameter of copula, and the method of probability weighted moments is used to estimate the parameters of marginal distributions. Rainfall quantile from this procedure is compared with various marginal distributions and copula models. As a result, in change of marginal distribution, distribution of duration does not significantly affect on rainfall quantile. There are slight differences depending on the distribution of rainfall depth. In the case which the marginal distribution of rainfall depth is GUM, there is more significantly increasing along the return period than GLO. Comparing with rainfall quantiles from each copula model, Joe and Gumbel-Hougaard models show similar trend while Frank model shows rapidly increasing trend with increment of return period.

Estimation of Storage Capacity for Sustainable Rainwater Harvesting System with Probability Distribution (확률분포를 이용한 지속가능한 빗물이용시설의 저류용량 산정)

  • Kang, Won Gu;Chung, Eun-Sung;Lee, Kil Seong;Oh, Jin-Ho
    • Journal of Korean Society on Water Environment
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    • v.26 no.5
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    • pp.740-746
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    • 2010
  • Rainwater has been used in many countries as a way of minimizing water availability problems. Rainwater harvesting system (RHS) has been successfully implemented as alternative water supply sources even in Korea. Although RHS is an effective alternative to water supply, its efficiency is often heavily influenced by temporal distribution of rainfall. Since natural precipitation is a random process and has probabilistic characteristics, it will be more appropriate to describe these probabilistic features of rainfall and its relationship with design storage capacity as well as supply deficit of RHS. This study presents the methodology to establish the relationships between storage capacities and deficit rates using probability distributions. In this study, the real three-story building was considered and nine scenaries were developed because the daily water usage pattern of the study one was not identified. GEV, Gumbel and the generalized logistic distribution ware selected according to the results of Kolmogorov-Smirnov test and Chi-Squared test. As a result, a set of curves describing the relationships under different exceedance probabilities were generated as references to RHS storage design. In case of the study building, the deficit rate becomes larger as return period increases and will not increase any more if the storage capacity becomes the appropriate quantity. The uncertainties between design storage and the deficit can be more understood through this study on the probabilistic relationships between storage capacities and deficit rates.

Frequency Analysis of Extreme Rainfall by L-Moments (L-모멘트법에 의한 극치강우의 빈도분석)

  • Maeng, Sung-Jin;Lee, Soon-Hyuk;Kim, Byung-Jun
    • Proceedings of the Korean Society of Agricultural Engineers Conference
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    • 2002.10a
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    • pp.225-228
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    • 2002
  • This research seeks to derive the design rainfalls through the L-moment with the test of homogeneity, independence and outlier of data on annual maximum daily rainfall in 38 Korean rainfall stations. To select the fit appropriate distribution of annual maximum daily rainfall data according to rainfall stations, applied were Generalized Extreme Value (GEV), Generalized Logistic (GLO) and Generalized Pareto (GPA) probability distributions were applied. and their aptness was judged Dusing an L-moment ratio diagram and the Kolmogorov-Smirnov (K-S) test, the aptitude was judged of applied distributions such as GEV, GLO and GPA. The GEV and GLO distributions were selected as the appropriate distributions. Their parameters were estimated Targetingfrom the observed and simulated annual maximum daily rainfalls and using Monte Carlo techniques, the parameters of GEV and GLO selected as suitable distributions were estimated and. dDesign rainfallss were then derived, using the L-moment. Appropriate design rainfalls were suggested by doing a comparative analysis of design rainfall from the GEV and GLO distributions according to rainfall stations.

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Semiparametric Approach to Logistic Model with Random Intercept (준모수적 방법을 이용한 랜덤 절편 로지스틱 모형 분석)

  • Kim, Mijeong
    • The Korean Journal of Applied Statistics
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    • v.28 no.6
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    • pp.1121-1131
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    • 2015
  • Logistic models with a random intercept are useful to analyze longitudinal binary data. Traditionally, the random intercept of the logistic model is assumed to be parametric (such as normal distribution) and is also assumed to be independent to variables. Such assumptions are very strong and restricted for application to real data. Recently, Garcia and Ma (2015) derived semiparametric efficient estimators for logistic model with a random intercept without these assumptions. Their estimator shows the consistency where we do not assume any parametric form for the random intercept. In addition, the method is computationally simple. In this paper, we apply this method to analyze toenail infection data. We compare the semiparametric estimator with maximum likelihood estimator, penalized quasi-likelihood estimator and hierarchical generalized linear estimator.

Application for the Selection Criteria of Apppropriate Probability Distribution (적정 확률분포형 선정기준의 적용성에 관한 연구)

  • Kim, Soo-Young;Heo, Jun-Haeng
    • Proceedings of the Korea Water Resources Association Conference
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    • 2006.05a
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    • pp.169-173
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    • 2006
  • 일반적으로 확률수문량을 산정하기 위해서는 수문자료에 대해 빈도해석을 실시한 후 확률수문량을 산정하게 된다. 재현기간이 커질수록 확률분포형에 따라 확률수문량의 값은 많은 차이를 나타내므로 적정 확률분포형의 선정은 매우 중요하다고 할 수 있다. 적정 확률분포형의 선정은 객관적인 기준에 의해 이루어져야 하나, 적정 확률분포형의 선정에 있어 명확한 기준이 마련되어 있지 않아 실무에서 확률수문량을 산정할 때 많은 어려움을 겪고 있는 실정이다. 따라서 본 연구에서는 적정 확률분포형의 선정기준으로 제시되어 있는 검정통계량을 이용한 방법의 적용성을 비교 검토하고자 한다. 이를 위해 우리나라에서 널리 사용되고 있는 Gumbel, GEV 분포형과 Weibull, Generalized logistic 분포형을 선택하고 각각의 분포형에 대해 자료의 크기별 모의를 통해 자료를 발생시킨 후 빈도해석을 수행하고, 적합도 검정 단계에서 산출되는 검정통계량을 비교하여 적정 확률분포형을 선정하여 적용성을 검토하고자 한다. 결과적으로 자료 발생에 이용된 분포형과는 관계없이 자료수가 작을수록 2변수 gamma, 자료수가 많을수록 5변수 Wakeby가 제일 많이 선정되는 것으로 나타났으며, Gumbel, GEV, generalized logistic 분포형의 경우는 대체로 자료의 수가 많아질수록 선정되는 빈도가 많은 것으로 나타났다.

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Estimation of Storage Capacity for Rainwater Harvesting System with Probability Distribution (확률분포를 이용한 빗물이용시설의 저류용량 산정)

  • Lee, Kil-Seong;Kang, Won-Gu;Chung, Eun-Sung;Song, Jae-Yeol
    • Proceedings of the Korea Water Resources Association Conference
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    • 2010.05a
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    • pp.764-768
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    • 2010
  • 수자원의 근간이 되는 빗물의 효율적 사용을 위하여 최근 우리나라도 빗물이용시설(Rainwater Harvesting System, RHS)이 많이 도입되고 있는 실정이다. 이런 RHS의 효율적인 설계 및 유지 관리를 위해서는 해당 건물의 물 사용량과 집수되는 빗물의 양이 고려된 적정 저류용량 산정이 필수이다. RHS의 적정 저류용량 산정을 위해서는 강수량에 따른 저류용량과 부족량간의 확률적 관계를 제시하는 것이 중요하다. 이에 강우와 물 사용량의 실측값을 이용하여 저류용량에 따른 부족률을 도출하는 모의모형을 구축하였으며, 그 결과를 통하여 저류용량과 부족률간의 관계를 확률 분포로 제시하였다. 적용대상은 서울대학교 34동이며 적합 확률분포로는 Generalized Logistic 분포임을 검증하였고 재현기간에 따른 저류용량별 부족률을 제시하였다. 그 결과 $18m^3$ 이상의 저류용량을 가지는 RHS 설치는 재현기간을 막론하고 효율성이 없음을 판단하였다. 본 연구를 통해 구축된 모의 모형과 재현기간에 따른 저류용량별 부족률은 RHS의 설계와 의사결정에 관련된 이 해당사자들의 직관적 판단 도구로 활용이 가능할 것이다. 향후, 좀 더 신뢰성 있는 자료를 산정하기 위해서는 일강우량에 따른 일화장실 물사용량의 실측자료를 모의 모형에 적용시켜야 할 것이다.

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Asymptotic Variance of Flood Quantiles from the Generalized Logistic Distribution using the Method of Maximum Likelihood (Generalized Logistic 분포형의 최우도법을 이용한 확률홍수량의 근사적 분산)

  • Shin, Hong-Joon;Heo, Jun-Haeng;Kim, Young-Il
    • Proceedings of the Korea Water Resources Association Conference
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    • 2007.05a
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    • pp.1522-1526
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    • 2007
  • 최근 영국의 Institute of Hydrology에서는 Generalized logistic (GL) 분포형을 홍수빈도해석시 GEV 분포형을 대체하는 분포형으로 추천한 바 있으며, 그로 인해 GL 분포형의 사용이 증가하고 있는 추세이다. 하지만 아직 그 사용빈도에 반하여 분포형 자체의 특성, 그 중에서도 확률홍수량의 근사적 분산에 관한 연구는 거의 이루어지지 않았다. 따라서 본 연구에서는 최우도법을 이용하여 GL 분포형의 확률홍수량에 대한 근사적 분산에 관한 연구를 수행하였으며, 이를 표본 크기, 재현기간, 매개변수들의 함수로 나타내었다. 또한 확률홍수량의 근사적 분산의 적용성을 검토하기 위해 Monte Carlo 모의실험을 수행하였으며, 모의실험은 형상 매개변수$(\beta)$$\pm0.5$이면 gamma function으로 인하여 표본 크기에 관계없이 분산값이 무한대에 가까워지므로 형상매개변수의 범위는 $-0.5{\leq}{\beta}{\leq}+0.5$로 제한하였다. 모의결과 최우도법에 의해 계산된 분산식은 형상매개변수 $-0.25{\leq}{\beta}{\leq}+0.5$의 범위에서 비교적 잘 맞는 것을 확인할 수 있었으며, 기존에 알려진 대로 표본크기가 크면 클수록 정확해지는 것을 알 수 있다. 또한 표본크기가 작은 경우 형상매개변수 전 범위에서 정확도가 떨어지는 것을 확인할 수 있으며, 최우도법의 경우 표본크기가 작은 경우를 제외하고 $-0.25{\leq}{\beta}{\leq}+0.5$ 범위에서 quantile 산정시 quantile이 약간 과다추정되는 경향이 있는 것을 알 수 있으며, 이는 분산이 과다 추정되는 결과를 초래하며 이로 인해 해석해보다 약간씩 큰 값을 나타내는 것으로 판단되었다..이 극단적인 선정적인 폭력성에 탐닉하게 되는 경향이 있다. 현실은 결코 아름답지 못하고, 행복하게 살 수 없다는 것에 대한 깨달음에서 기인한다. 욕구불만의 강도가 심해질수록 폭력성은 더욱 강하게 나타나는데 개인에게서 뿐만 아니라 가족, 동료, 사회 단체나 종교, 국가간에도 집단적으로도 발생하게 된다. 사회적으로 볼 때 폭력은 용인되는 것이 아니므로 도덕적으로 절제를 하거나 상대방과 적절한 타협과 조정을 필요로 한다. 그러나 절제의 한계를 넘어선다고 생각되거나, 조정의 노력이 불가능하거나, 실패했을 때 폭력적인 행동으로 나타나게 된다. 리차즈(I.A Richards)는 분노와 공포는 일단 겉잡을 수 없는 경향이 있다고 하면서 오늘날 폭력에 대한 요구가 일상의 정서 생활에 있어, 억압을 통한, 빈곤함을 반영하고 있지 않은지 생각해봐야 할 것이라고 충고한다. 조성 가이드라인(안)을 제시하였다.EX>$\ulcorner$세종실록$\lrcorner$(世宗實錄) $\ulcorner$지리지$\lrcorner$(地理志)와의 비교를 해보면 상 중 하품의 통합 9개소가 삭제되어 있고, $\ulcorner$동국여지승람$\lrcorner$(東國與地勝覽) 에서는 자기소와 도기소의 위치가 완전히 삭제되어 있다. 이러한 현상은 첫째, 15세기 중엽 경제적 태평과 함께 백자의 수요 생산이 증가하자 군신의 변별(辨別)과 사치를 이유로 강력하게 규제하여 백자의 확대와 발전에 걸림돌이 되었다. 둘째, 동기(銅器)의 대체품으로 자기를 만들어 충당해야할 강제성 당위성 상실로 인한 자기수요 감소를 초래하였을 것으로 사료된다. 셋째, 경기도 광주에서 백자관요가 운영되었으므로 지방인 상주지역에도 더 이상 백자를 조달받을 필요가 없이, 일반 지방관아와 서민들의

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Regional Rainfall Frequency Analysis by Multivariate Techniques (다변량 분석 기법을 활용한 강우 지역빈도해석)

  • Nam, Woo-Sung;Kim, Tae-Soon;Shin, Ju-Young;Heo, Jun-Haeng
    • Journal of Korea Water Resources Association
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    • v.41 no.5
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    • pp.517-525
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    • 2008
  • Regional rainfall quantile depends on the identification of hydrologically homogeneous regions. Various variables relevant to precipitation can be used to form regions. Since the type and number of variables may lead to improve the efficiency of partitioning, it is important to select those precipitation related variables, which represent most of the information from all candidate variables. Multivariate analysis techniques can be used for this purpose. Procrustes analysis which can decrease the dimension of variables based on their correlations, are applied in this study. 42 rainfall related variables are decreased into 21 ones by Procrustes analysis. Factor analysis is applied to those selected variables and then 5 factors are extracted. Fuzzy-c means technique classifies 68 stations into 6 regions. As a result, the GEV distributions are fitted to 6 regions while the lognormal and generalized logistic distributions are fitted to 5 regions. For the comparison purpose with previous results, rainfall quantiles based on generalized logistic distribution are estimated by at-site frequency analysis, index flood method, and regional shape estimation method.