• Title/Summary/Keyword: Kurtosis

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Power comparison of distribution-free two sample goodness-of-fit tests (이표본 분포 동일성에 대한 분포무관 검정법 간 검정력 비교 연구)

  • Kim, Seon Bin;Lee, Jae Won
    • The Korean Journal of Applied Statistics
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    • v.30 no.4
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    • pp.513-528
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    • 2017
  • Statistics are often used to test two samples if they have been drawn from the same underlying distribution. In this paper, we introduce several well-known distribution-free tests to compare distributions and conduct an extensive Monte-Carlo simulation to specify their behaviors. We consider various circumstances of when two distributions vary in (1) location, (2) scale, (3) symmetry, (4) kurtosis, (5) tail weight. A practical guideline for two-sample goodness-of-fit test is presented based on the simulation result.

Derivation of Design Flood by L-Moments and LH-Moments in GEV distributiion (L-모멘트 및 LH-모멘트에 의한 GEV 분포모형의 실계홍수량의 유도)

  • 이순혁;박명근;맹승진;정연수;김동주;류경식
    • Proceedings of the Korean Society of Agricultural Engineers Conference
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    • 1999.10c
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    • pp.479-485
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    • 1999
  • This study was conducted to derived design floods by Generalized Extreme Value(GEV) distributiion for the annual maximum series at ten watersheds along Han, Nagdong, Geum , Yeongsan and Seomjin river systems. Adequency for the analysis of flood data used in this study was established by the test of Independence, Homogeneity , detection of Outliers. Coefficient of variation , skewness and kurtosis were calculated by the L-Moment, and LH-Moment ratio respectively. Parameters were estimated by the Method of L-Method of LH-Moment. Design floods obtained by Method of L-Moments and LH-Moments using different methods for plotting positions in GEV distributions and were compared with those obatined using the Method of L-Moments and LH-Moments by the Relative Mean Errors and Realtive Absoulte Errors. It was found that desgin floods derived by the method of L-Moments and LH-Moments using Cunnane plotting position foumula in the GEV distribution are much closer to those of the observed data in comparison with those obtained by methods of L-moments and LH-moments using the other formula for poltting postions from the viewpoint of Relative Mean Errors and Relative Absoulte Errors. In view of the fact that hydraulic structures indcluding dams and levees are generally usiong design floods with the return period of two hundred years or so, design floods derived by LH-Moments are seemed to be more reasonable than those of L-Moments in the GEV distribution.

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Properties and classification of air discharge by Kohonen network (기중방전의 특성분석과 Kohonen network에 의한 방전원의 패턴분류)

  • 강성화;박영국;이광우;김완수;이용희;임기조
    • Proceedings of the Korean Institute of Electrical and Electronic Material Engineers Conference
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    • 1999.05a
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    • pp.704-707
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    • 1999
  • Partial discharge(PD) in air insulated electric power systems is responsible for considerable power lossesfrom high voltage transmission lines. PD in air often leads to deterioration of insulation by the combined action of the discharge ions bombarding the surface and the action of chemical compounds that are formed by the discharge and may give rise to interference in ommunication systems. PD can indicate incipient failure. Thus understanding and classification of PD in air is very important to discern source of PD. In this paper, we investigated PD in air by using statical method. We classified air discharge with corona, surface discharge and cavity discharge by source of discharge. we used the mean pulse-height phase distribution $H_{qmean}(\psi)$, the max pulse-height phase distribution $H_{qmax}(\psi)$ , the pulse count phase distribution $H_n(\psi)$ and the max pulse height vs. repetition rate $H_{q}(n)$ for analysis PD pattern. We used statistical operators, such as skewness(S+. S-1, kurtosis(K+, K-), mean phase(AP+. AP-), cross-correlation factor(CC) and asymmetry from the distribution.

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Data-Base of Statistical Parameters from PD generated in Solid Insulation (고체절연재료에서 발생하는 부분방전 특성량의 Data-Base 구축)

  • Kang, S.H.;Lee, H.G.;Park, Y.G.;Kim, W.S.;Lee, Y.H.;Park, J.N.;Lim, K.J.
    • Proceedings of the KIEE Conference
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    • 2000.07c
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    • pp.1927-1929
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    • 2000
  • PD indicates the inception and progress of degradation of solid insulation system, so it has been used to determine degradation of insulation. PD provides means for detection and recognition of defects. However, there is still marked difficult to recognize defects by PD methods. In this paper, we investigated properties of PD in solid insulation by using statistical method with surface discharge, electrical tree and void discharge with source of discharge, we used statistical parameters of PD distributions specified such as $H_n(q)$, $H_{an}(\phi)$, $H_n(\phi)$, $H_a(\phi)$. The parameters induced from its specified distributions are average discharge, average repetition rate, Skewness, Kurtosis, asymmetry and correlation. From the parameters, we classified PD patterns and built up DB(data-base).

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A Study on Auto-Classification of Acoustic Emission Signals Using Wavelet Transform and Neural Network (웨이블렛 변환과 신경망을 이용한 음향방출신호의 자동분류에 관한연구)

  • Park, Jae-Jun;Kim, Meyoun-Soo;Oh, Seung-Heon;Kang, Tae-Rim;Kim, Sung-Hong;Beak, Kwan-Hyun;Oh, Il-Duck;Song, Young-Chul;Kwon, Dong-Jin
    • Proceedings of the KIEE Conference
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    • 2000.07c
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    • pp.1880-1884
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    • 2000
  • The discrete wavelet transform is utilized as preprocessing of Neural Network(NN) to identify aging state of internal partial discharge in transformer. The discrete traveler transform is used to produce wavelet coefficients which are used for Classification. The statistical parameters (maximum of wavelet coefficients, average value, dispersion, skewness, kurtosis) using the wavelet coefficients are input into an back-propagation neural network. The neurons whose weights have obtained through Result of Cross-Validation. The Neural Network learning stops either when the error rate achieves an appropriate minimum or when the learning time overcomes a constant value. The networks, after training, can decide if the test signal is Early Aging State or Last Aging State or normal state.

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A Study on the Characteristics of Partial Discharge Signal by Multiresolution Decomposition (다중해상도 분해에 의한 부분방전 신호의 특징에 관한 연구)

  • Lee, Hyui1-Dong;Kim, Chung-Nyun;Lee, Kwang-Sik;Lee, Dong-In;Choi, Sang-Tae;Lee, Done-Heon
    • Proceedings of the KIEE Conference
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    • 2000.07c
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    • pp.1924-1926
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    • 2000
  • This paper deals with the multiresolution analysis of wavelet transform for partial discharge(PD).PD is an electrical discharge that only partically bridges the insulation performance of electrical equipment in high voltage. PD signal is very sensitive and difficult to suppress strong noises such as narrow-band radio frequency noise and random noise. In recently, wavelet transform has become a powerful tool to analysis and process signals in various science and technology fields. In this paper, daubechies family is adopted for the research of the characteristics of PD signals. The results show that the kurtosis is increased with discharge process and skewness is decreased with discharge process, but when PD occured positive range then skewness is increased. Segment 7, 8, 9, 10, 11 values is increased with discharge process, so phase distribution is characterized by 210$\sim$330 ranges.

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Numerical Verification of the First Four Statistical Moments Estimated by a Function Approximation Moment Method (함수 근사 모멘트 방법에서 추정한 1∼4차 통계적 모멘트의 수치적 검증)

  • Kwak, Byung-Man;Huh, Jae-Sung
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.31 no.4
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    • pp.490-495
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    • 2007
  • This research aims to examine accuracy and efficiency of the first four moments corresponding to mean, standard deviation, skewness, and kurtosis, which are estimated by a function approximation moment method (FAMM). In FAMM, the moments are estimated from an approximating quadratic function of a system response function. The function approximation is performed on a specially selected experimental region for accuracy, and the number of function evaluations is taken equal to that of the unknown coefficients for efficiency. For this purpose, three error-minimizing conditions are utilized and corresponding canonical experimental regions constructed accordingly. An interpolation function is then obtained using a D-optimal design and then the first four moments of it are obtained as the estimates for the system response function. In order to verify accuracy and efficiency of FAMM, several non-linear examples are considered including a polynomial of order 4, an exponential function, and a rational function. The moments calculated from various coefficients of variation show very good accuracy and efficiency in comparison with those from analytic integration or the Monte Carlo simulation and the experimental design technique proposed by Taguchi and updated by D'Errico and Zaino.

Review of Classification Models for Reliability Distributions from the Perspective of Practical Implementation (실무적 적용 관점에서 신뢰성 분포의 유형화 모형의 고찰)

  • Choi, Sung-Woon
    • Journal of the Korea Safety Management & Science
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    • v.13 no.1
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    • pp.195-202
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    • 2011
  • The study interprets each of three classification models based on Bath-Tub Failure Rate (BTFR), Extreme Value Distribution (EVD) and Conjugate Bayesian Distribution (CBD). The classification model based on BTFR is analyzed by three failure patterns of decreasing, constant, or increasing which utilize systematic management strategies for reliability of time. Distribution model based on BTFR is identified using individual factors for each of three corresponding cases. First, in case of using shape parameter, the distribution based on BTFR is analyzed with a factor of component or part number. In case of using scale parameter, the distribution model based on BTFR is analyzed with a factor of time precision. Meanwhile, in case of using location parameter, the distribution model based on BTFR is analyzed with a factor of guarantee time. The classification model based on EVD is assorted into long-tailed distribution, medium-tailed distribution, and short-tailed distribution by the length of right-tail in distribution, and depended on asymptotic reliability property which signifies skewness and kurtosis of distribution curve. Furthermore, the classification model based on CBD is relied upon conjugate distribution relations between prior function, likelihood function and posterior function for dimension reduction and easy tractability under the occasion of Bayesian posterior updating.

Derivatio of Optimal Design Flood by L-Moments and LH-Moments(II) - On the method of LH-Moments - (L-모멘트 및 LH-모멘트 기법에 의한 적정 설계홍수량의 유도(II)-LH-모멘트법을 중심으로)

  • 이순혁
    • Magazine of the Korean Society of Agricultural Engineers
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    • v.41 no.3
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    • pp.41-50
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    • 1999
  • Derivatio of reasonable design floods was attempted by comparative analysis of design floods derived by Generalized Extreme Value(GEV) distribution using methods of L-moments and LH-moments for the annual maximum series at ten watersheds along Han, Nagdong. Geum, Yeongsan and Seomjin river systems, LH-coefficient of variation, LH-skewness and Lh-kurtosis were calcualted by KH-moment ration respectively. Paramenters were estimated by the Method of LH-Moments, Design floods obtained by Method of LH-Moments using different methods for plotting positionsi n GEV distribution and design floods were compared with those obtained using the Method of L-Moments by the Relative Mean Errors(RME) and Relative Absolute Errors(RAE). The results was found that design floods derived by the method of L-Moments and LH-Moments using Cunnane plotting position formula in the GEV distribution are much closer to those of the observed data in comparison with those obtained by methods of L-moments and LH-moments using the other formula for plotting positions from the viewpoint of Relative Mean Errors and Relative Absolute Errors. In viewpoint of the fact that hydrqulic structures including dams and levees are genrally using design floods with the return period of two hundred years or so, design floods derived by LH-Moments are seemed to be more reasonable than those of L-Moments in the GEV distribution.

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Application of Technique Discrete Wavelet Transform for Acoustic Emission Signals (음향방출신호에 대한 이산웨이블릿 변환기법의 적용)

  • 박재준;김면수;김민수;김진승;백관현;송영철;김성홍;권동진
    • Proceedings of the Korean Institute of Electrical and Electronic Material Engineers Conference
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    • 2000.07a
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    • pp.585-591
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    • 2000
  • The wavelet transform is the most recent technique for processing signals with time-varying spectra. In this paper, the wavelet transform is utilized to improved the assessment and multi-resolution analysis of acoustic emission signals generating in partial discharge. This paper especially deals with the assessment of process statistical parameter using the features extracted from the wavelet coefficients of measured acoustic emission signals in case of applied voltage 20[kv]. Since the parameter assessment using all wavelet coefficients will often turn out leads to inefficient or inaccurate results, we selected that level-3 stage of multi decomposition in discrete wavelet transform. We applied FIR(Finite Impulse Response)digital filter algorithm in discrete to suppression for random noise. The white noise be included high frequency component denoised as decomposition of discrete wavelet transform level-3. We make use of the feature extraction parameter namely, maximum value of acoustic emission signal, average value, dispersion, skewness, kurtosis, etc. The effectiveness of this new method has been verified on ability a diagnosis transformer go through feature extraction in stage of acting(the early period, the last period) .

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