• KCID journal
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• v.2 no.1
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• pp.20-29
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• 1995

It was attempted to get an optimal method for the prediction of design low flows among derivation . techniques of design low flows. Derivation techniques of design low Hon used in this study are Type III extremal, Gumbel-Chow distribution, SMEMAX(Small, M

• Journal of the Chungcheong Mathematical Society
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• v.24 no.3
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• pp.401-407
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• 2011

The paper deals with characterization of standard Gumbel distribution and standard $Fr{\acute{e}}chet$ distribution and was motivated by [4], where the Weibull distribution is characterized. We present criterions using the independence of some suitable functions of lower records in a sequence of independent identically distributed random variables $\{X_n,\;n{\geq}1\}$.

• Journal of Korean Society of Coastal and Ocean Engineers
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• v.22 no.2
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• pp.120-125
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• 2010

A Monte-Carlo simulation method is proposed which can take uncertainties of scale and location parameters of Gumbel distribution into account straightforwardly in evaluating significant design wave heights with respect to return periods. The uncertainties of design wave heights may directly depend on the amounts of uncertainties of scale parameter and those distributions may be followed by Gumbel distribution. In case of that the expected values of maximum significant wave height during lifetime of structures are considered to be the design wave heights, more uncertainties are happened than in those evaluated according to return periods with encounter probability concepts. In addition, reliability analyses on the armor units are carried out to investigate into the effects of the uncertainties of design wave heights on the probability of failure. The failure probabilities of armor units to 5% damage level for 50 return periods are evaluated and compared according to the methods of taking uncertainties of design wave heights into account. It is found that the probabilities of failure may be distributed into wide ranges of bounds when the uncertainties of design wave heights are assumed to be same as those of annual maximum significant wave heights.

• Journal of Korea Water Resources Association
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• v.47 no.5
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• pp.447-457
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• 2014

This research focuses on the changes of return period for nonstationary rainfall data in which exceedance or nonexceedance probability varies depending on time. We examined two definitions of return period under nonstationarity and also performed nonstationary frequency analysis using the nonstationary Gumbel model to investigate variations of return period in Korea. Seogwipo, Inje, Jecheon, Gumi, Mungyeong, and Geochang were selected as subject sites of application. These sites have a trend in rainfall data as well as having more than 30 years data. As the results of application, the return periods considering nonstationarity are different with those considering stationarity. The differences of return periods between nonstationarity and stationarity increase as growing return period increases. In addition, the return period using the expected waiting time method shows lower value than that using the expected number of event method.

• Water for future
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• v.29 no.1
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• pp.129-139
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• 1996

It is very important to select appropriate distributions for hydrological data in planning and designing hydraulic structures. Also, it is necessary to check whether the selected distribution reproduces the statistical characteristics of the real data. In this study, the parameters of the two- and three-parameter gamma, two- and three-parameter lognormal, Gumbel, two- and three-parameter log-Gumbel, GEV, log-Pearsonn type III, two- and three-parameter Weibull, four- and five-parameter Wakeby distributions were estimated for the rainfall data of 22 sites in Korea with 7 different durations based on the methods of moments, probability weighted moments, and maximum likelihood. And the validity conditions were checked for the estimated parameters. The separation effect for each distribution was examined throught 10,000 simulations using the estimated parameters. As results, the separation effect was the smallest: log-Pearson type III for moment method, log-Pearson type III and GEV for probability weighted moment method, and GEV for maximum likelihood method. However, it is large for the two-parameter distributions.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.29 no.2B
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• pp.155-162
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• 2009

Univariate frequency analyses are widely used in practical hydrologic design. However, a storm event is usually characterized by amount, intensity, and duration of the storm. To fully understand these characteristics and to use them appropriately in hydrologic design, a multivariate statistical approach is necessary. This study applied a Gumbel mixed model to a bivariate storm frequency analysis using hourly rainfall data collected for 46 years at the Seoul rainfall gauge station in Korea. This study estimated bivariate return periods of a storm such as joint return periods and conditional return periods based on the estimation of joint cumulative distribution functions of storm characteristics. These information on statistical behaviors of a storm can be of great usefulness in the analysis and assessment of the risk associated with hydrologic design problems.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.29 no.2B
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• pp.131-139
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• 2009

Recently frequent occurrences of heavy rainfall and increases of rainfall intensity resulted in severe flood damage in Korea. In order to mitigate the vulnerability of flood, it is necessary to estimate proper design rainfalls considering the increasing trend of extreme rainfalls for hydrologic planning and design. This study focused the estimation of design rainfalls in a design target year. Tests of trend indicated that there are 7 sites showing increasing trends among 56 sites which have hourly data more than 30 years in Korea. This study analyzed the relationship between mean of annual maximum rainfalls and parameters of the Gumbel distribution. Based on the relationship, this study estimated the probability density function and design rainfalls in a design target year, and then constructed the rainfall-frequency curve. The proposed method estimated the design rainfalls 6-20% higher than those from the stationary rainfall frequency analysis.

• Structural Engineering and Mechanics
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• v.49 no.3
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• pp.355-372
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• 2014

Considering the history of severe earthquakes and the presence of active faults in the greater Tehran region, the possibility of a destructive earthquake occurring is high and seismic hazard analysis is crucial. Gumbel distributions are commonly-used statistical distributions in earthquake engineering and seismology. Their main advantage is their basis on the largest earthquake magnitudes selected from an equal-time predefined set. In this study, the first asymptotic distribution of extremes is used to estimate seismicity parameters and peak ground acceleration (PGA). By assuming a Poisson distribution for the earthquakes, after estimation of seismicity parameters, the mean return period and the probable maximum magnitude within a given time interval are obtained. A maximum probable magnitude of 7.0 has a mean return period of 100 years in this region. For a return period of 475 years, the PGA in the greater Tehran region is estimated to be 0.39g to 0.42g, depending on local site conditions. This value is greater than that of the Iranian Code for Seismic Design of Buildings, indicating that a revision of the code is necessary.

• Proceedings of the Korea Water Resources Association Conference
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• 2016.05a
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• pp.201-201
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• 2016

The asymptotic extreme value distributions of maxima are a natural choice when designing against future extreme events like flood peaks or wave heights, given a stationary time series. The generalized extreme value distribution (GEV) is often utilised in this context because it is seen as a convenient single expression for extreme event analysis. However, the GEV has a drawback because the location of the distribution bound relative to the data is a discontinuous function of the GEV shape parameter. That is, for annual maxima approximated by the Gumbel distribution, the data is also consistent with a GEV distribution with an upper bound (no lower bound) or a GEV distribution with a lower bound (no upper bound). A more consistent single extreme value expression for design purposes is proposed as the Weibull distribution of smallest extremes, as applied to transformed annual maxima. The Weibull distribution limit holds here for sufficiently large sample sizes, irrespective of the extreme value domain of attraction applicable to the untransformed maxima. The Gumbel, Type 2, and Type 3 extreme value distributions thus become redundant, together with the GEV, because in reality there is only a single asymptotic extreme value distribution required for design purposes - the Weibull distribution of minima as applied to transformed maxima. An illustrative synthetic example is given showing transformed maxima from the normal distribution approaching the Weibull limit much faster than the untransformed sample maxima approach the normal distribution Gumbel limit. Some New Zealand examples are given with the Weibull distribution being applied to reciprocal transformations of annual flood maxima, where the untransformed maxima follow apparently different extreme value distributions.

• Proceedings of the Korea Water Resources Association Conference
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• 2017.05a
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• pp.412-412
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• 2017

강우빈도해석을 위해서는 확률분포선정이 우선적으로 이루어져야 한다. 우리나라에서는 사용상의 편리상, 기존 해석결과와의 연속성 등을 이유로 Gumbel 확률분포가 가장 일반적으로 활용되고 있다. 그러나, 분포형 선정에 따른 확률강수량의 차이가 크게 발생한다는 점에서 단순히 해석상의 편리성을 기준으로 분포형 선정이 이루어지는 것은 바람직하지 않다. 특히, 우리나라에서 강우빈도해석 시 분포형 선정은 형식적인 수준에 그치고 있으며, 주로 KS검정, 검정 등 적합도 검정을 통해 고려된 분포형의 통계적 유의성만을 평가하고 있다. 그러나, 최적 분포형 선정이라는 관점에서 이러한 유의성 검정보다는 정량적인 지표를 기준으로 확률분포형 선정이 이루어지는 것이 적합할 것으로 판단된다. 즉, 자료의 설명력이 가장 우수한 분포를 정량적 지표를 기준으로 추정하는 것이 수문통계학적으로 적합성을 갖는다. 이러한 점에서 본 연구에서는 우도함수, BIC 및 AIC를 기준으로 우리나라 주요 강수지점에서 대해서 최적 분포형을 선정하고, 기존 Gumbel 분포를 기준으로 산정된 확률강수량과의 양적차이를 평가해보고자 한다.