• 제목/요약/키워드: L-skewness

검색결과 35건 처리시간 0.028초

A Study of Control Chart for Skewness

  • Lee, Jung Jin
    • 품질경영학회지
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    • 제23권4호
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    • pp.1-12
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    • 1995
  • Sample skewness has not received much attention from researchers to design a control chart. In this paper, control charts based on two skewness measures are studied to control a manufacturing process. One skewness measure is the third central moment about mean, the other is the third L-moment which is a linear combination of order statistics. Since the exact sampling distributions of two skewness measures are unknown, empirical sampling distributions are studied using simulation. The sampling distributions are used to design control charts for skewness and performance of two skewness measures is compared.

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A bivariate extension of the Hosking and Wallis goodness-of-fit measure for regional distributions

  • Kjeldsen, Thomas Rodding;Prosdocimi, Ilaria
    • 한국수자원학회:학술대회논문집
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    • 한국수자원학회 2015년도 학술발표회
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    • pp.239-239
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    • 2015
  • This study presents a bivariate extension of the goodness-of-fit measure for regional frequency distributions developed by Hosking and Wallis [1993] for use with the method of L-moments. Utilising the approximate joint normal distribution of the regional L-skewness and L-kurtosis, a graphical representation of the confidence region on the L-moment diagram can be constructed as an ellipsoid. Candidate distributions can then be accepted where the corresponding the oretical relationship between the L-skewness and L-kurtosis intersects the confidence region, and the chosen distribution would be the one that minimises the Mahalanobis distance measure. Based on a set of Monte Carlo simulations it is demonstrated that the new bivariate measure generally selects the true population distribution more frequently than the original method. An R-code implementation of the method is available for download free-of-charge from the GitHub code depository and will be demonstrated on a case study of annual maximum series of peak flow data from a homogeneous region in Italy.

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Weibull-3 및 Wakeby 분포모형의 L-모멘트법에 의한 설계갈수량 비교분석 (Comparative Analysis of Deisgn Low Flow by L-moment in the Weibull-3 and Wakeby distributions)

  • 이순혁
    • 한국농공학회지
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    • 제42권3호
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    • pp.45-55
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    • 2000
  • This study was carried out to derive optimal design low flows bythe Weibull-3 and Wakeby distributions for the partial consecutive duration series at seven watersheds along Han. nagdong, Geum Yeongsan and Seomjin river systems. L-coefficient of variation L-skewness and L-kurtosis were calculated by the L-moment ratio respectively. Parameters were estimated by the method of L-Moments with consecutive duration. Design low flows obtained by method of L-Moments using with consecutive duration, Design low flows obtained by method of L-Moments using different methods for plotting positions formulas in the Weibull-3 and Wakeby distributions were compared by the Root Mean Square Errors(RMSE). It has shown that design low flows derived by the method of L-moments using Weivull plotting position formula in Wakeby distribution were much closer to those of the observed data in comparison with those obtained by the methods of L-moments with the different formulas for plotting positions in Weibull-3 distribution from the viewpoint of Root Mean Square Errors.

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Weibull -3 및 Wakeby 분포의 L-모멘크법에 의한 설계갈수량 비교분석 (Comparative Analysis of Design Drought Flow by L-Moment in the Weibull-3 and Wakeby distributions)

  • 이순혁;박종화;맹승진;류경식;지호근
    • 한국농공학회:학술대회논문집
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    • 한국농공학회 1999년도 Proceedings of the 1999 Annual Conference The Korean Society of Agricutural Engineers
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    • pp.531-536
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    • 1999
  • This study was carried out to derive optimal design drought flows by the Weibull-3 and Wakeby distributions for the annual drought flows series at seven watersheds along Han, Nagdong, Geum, Yeongsan and Seomjin river systems. L-coefficient of variation , L-skewness and L-kurtosis were calculated by the L-moment ratio respectivley. Parameters were estimated by the Methods o fL-Moments with continuous duration. Design drought flows obtained by Methods of L-Moments using Weibull plotting positions formula in the Weibull-3 and Wakeby distributions were compared by the Relative Mean Errors(RME), Relative Absolute Errors (RAE) and Root Mean Square Errors(RMSE). It has shown that design drought flows by the Wakeby distribution using method of L-moments are much closer to those of the observed data in comparison with those obtained by the Weibull-3 distribution using method of L-moments.

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L-모멘트법에 의한 적정 설계홍수량의 유도 (Derivation of Optimal Design Flood by L-Moments)

  • 이순혁;박명근;맹승진;정연수;김동주;류경식
    • 한국농공학회:학술대회논문집
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    • 한국농공학회 1998년도 학술발표회 발표논문집
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    • pp.318-324
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    • 1998
  • This study was conducted to derive optimal design floods by Generalized Extreme-value(GEV) distribution for the annual maximum series at ten watersheds along Han, Nagdong, Geum, Yeongsan and Seomjin river systems. Adequacy for the analysis of flood data used in this study was established by the tests of Independence, Homogeneity, detection of Outliers. L-coefficient of variation, L-skewness and L-kurtosis were calculated by L-moment ratio respectively. Parameters were estimated by the Methods of Moments and L-Moments. Design floods obtained by Methods of Moments and L-Moments using different methods for plotting positions in GEV distribution were compared by the relative mean and relative absolute error. It was found that design floods derived by the method of L-moments using weibull plotting position formula in GEV distribution are much closer to those of the observed data in comparison with those obtained by method of moments using different formulas for plotting positions in view of relative mean and relative absolute error.

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Non-Gaussian features of dynamic wind loads on a long-span roof in boundary layer turbulences with different integral-scales

  • Yang, Xiongwei;Zhou, Qiang;Lei, Yongfu;Yang, Yang;Li, Mingshui
    • Wind and Structures
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    • 제34권5호
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    • pp.421-435
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    • 2022
  • To investigate the non-Gaussian properties of fluctuating wind pressures and the error margin of extreme wind loads on a long-span curved roof with matching and mismatching ratios of turbulence integral scales to depth (Lux/D), a series of synchronized pressure tests on the rigid model of the complex curved roof were conducted. The regions of Gaussian distribution and non-Gaussian distribution were identified by two criteria, which were based on the cumulative probabilities of higher-order statistical moments (skewness and kurtosis coefficients, Sk and Ku) and spatial correlation of fluctuating wind pressures, respectively. Then the characteristics of fluctuating wind-loads in the non-Gaussian region were analyzed in detail in order to understand the effects of turbulence integral-scale. Results showed that the fluctuating pressures with obvious negative-skewness appear in the area near the leading edge, which is categorized as the non-Gaussian region by both two identification criteria. Comparing with those in the wind field with matching Lux/D, the range of non-Gaussian region almost unchanged with a smaller Lux/D, while the non-Gaussian features become more evident, leading to higher values of Sk, Ku and peak factor. On contrary, the values of fluctuating pressures become lower in the wind field with a smaller Lux/D, eventually resulting in underestimation of extreme wind loads. Hence, the matching relationship of turbulence integral scale to depth should be carefully considered as estimating the extreme wind loads of long-span roof by wind tunnel tests.

우리나라 강우자료의 무차원 L-moment ratio를 통한 Burr XII 분포의 수문학적 적용성 검토 (Applicability of the Burr XII distribution through dimensionless L-moment ratio of rainfall data in South Korea)

  • 서정호;신홍준;안현준;허준행
    • 한국수자원학회논문집
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    • 제50권3호
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    • pp.211-221
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    • 2017
  • 수문통계분야에서는 극치 사상을 해석하기 위해 generalized extreme value (GEV), generalized logistic (GLO), Gumbel (GUM) 모형과 같은 다양한 극치분포들을 사용하여 왔다. 특히 우리나라 강우 사상의 경우 다양한 극치분포 모형 중 GEV 분포와 Gumbel 분포가 비교적 적합한 것으로 알려져 있지만 하나의 형상매개변수를 가지고 있어 각 분포 모형이 나타낼 수 있는 통계적 특성에 한계를 가지고 있다. 이러한 점에서 두 개의 형상매개변수를 가지고 있어 분포 모형이 나타낼 수 있는 통계적 특성의 범위가 넓은 분포의 적용이 필요하다. 이에 본 연구에서는 두 개의 형상매개변수를 가지고 있어 다양한 통계적 특성을 표현할 수 있는 Burr XII 분포와 우리나라 620개 지점의 강우자료의 무차원 L-moment 비를 이용하여 우리나라 강우자료의 수문학적 적용성을 검토하였다. 이를 위해 Burr XII 분포의 L-moment ratio인 L-skewness와 L-kurtosis를 유도하고 그 관계식을 이용하여 L-moment diagram을 작성하고 620개 지점이 해당 영역에 포함되는 정도를 검토하여 그 적용성을 살펴보았다. 그 결과 L-skewness가 L-kurtosis보다 상대적으로 큰 한강 유역에 해당하는 지점들에 대한 Burr XII 분포의 적용성이 우수한 것으로 나타났으며, 이는 일반적으로 많이 사용되는 GEV 또는 Gumbel 분포를 대체할 수 있는 분포가 될 가능성을 보였다고 할 수 있다.

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

  • 이순혁
    • 한국농공학회지
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    • 제41권3호
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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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An Empirical Comparison of Ratio and PPS Strategies

  • Sahoo, L.N.;Dalabehera, M.
    • Journal of the Korean Statistical Society
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    • 제31권2호
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    • pp.143-152
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    • 2002
  • In an effort to make a right choice among ratio estimation strategies and PPS sampling strategies, we conduct an empirical investigation of the relative performances of three ratio estimation strategies and four PPS estimation strategies using a set of 12 natural populations. The quality of a strategy is measured in the traditional way, namely with the consideration of efficiency, achieved coverage rate of the nominal 99% confidence interval and approach to normality (asymmetry).

GEV와 GLO 분포의 유출량 교차상관과 L-moment 추정값의 교차상관의 관계 유도 (Derivation of relationship between cross-site correlation among flows and among estimators of L-moments for GEV and GLO distribution)

  • 정대일;제리스테딘져
    • 한국수자원학회:학술대회논문집
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    • 한국수자원학회 2007년도 학술발표회 논문집
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    • pp.321-325
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    • 2007
  • 3개의 매개변수(location, scale, shape)로 이루어진 GEV와 GLO 분포는, 미국의 공식적인 홍수빈도 분포인 Log Pearson Type III와 함께 수문분야에서 중요한 위치를 차지하고 있다. 본 연구에서는 Monte Carlo 실험을 이용하여 GEV와 GLO 분포에서 서로 다른 두 지점의 유출량 자료를 생성하여 L-CV(L-moment Coefficient of Variation; $\tau_2$)와 L-CS(L-moment Coefficient of Skewness; $\tau_3$)를 추정하였으며, L-moment 추정값들 간의 교차상관$(\tau_2-\tau_2,\;\tau_3-\tau_3,\;\tau_2-\tau_3)$과 유출량 자료간의 교차상관의 관계를 Simple Power 함수를 이용하여 유도하였다. 실험 과정에서 GEV와 GLO 분포가 비현실적인 음수 유출량을 생성하여, 실험 결과에 큰 영향이 있음을 확인하여, 두 분포에서 생성된 유출량 자료에서 음수값을 제외한 GEV+와 GLO+ 분포를 이용하여 관계식을 유도하고 이를 GEV와 GLO 분포의 결과와도 비교하였다. 본 연구에서 도출된 관계식은 향후 Generalized Least Square 회귀식을 이용하여 홍수분포의 지역 매개변수를 추정하기 위해 활용성이 클 것으로 기대한다.

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