• Proceedings of the Korean Magnestics Society Conference
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• 2007.12a
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• pp.80-81
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• 2007

• Journal of Korea Water Resources Association
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• v.32 no.3
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• pp.265-279
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• 1999

In this study, one of the techniques on the extension of low flow series has been developed, in which the daily streamflows were simulated by the Tank model with the input of extended daily rainfall series which were stochastically generated by the Markov chain model. The annual lowest flow serried for each of the given durations were formulated form the simulated daily streamflow sequences. The frequency of the estimated annual lowest flow series was analyzed. The distribution types to be used for the frequency analysis were two-parameter and three-parameter log-normal distribution, two-parameter and three-parameter Gamma distribution, three-parameter log-Gamma distribution, Gumbel distribution, and Weibull distribution, of which parameters were estimated by the moment method and the maximum likelihood method. The goodness-of-fit test for probability distribution is evaluated by the Kolmogorov-Sminrov test. The fitted distribution function for each duration series is applied to frequency analysis for developing duration-low flow-frequency curves at Yongdam Dam station. It was shown that the purposed technique in this study is available to generate the daily streamflow series with fair accuracy and useful to determine the probabilistic low flow in the watersheds having the poor historic records of low flow series.

• The Korean Journal of Applied Statistics
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• v.24 no.5
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• pp.833-845
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• 2011

This paper conducts a statistical analysis of extreme values for both daily log-returns and daily negative log-returns, which are computed using a collection of KOSPI data from January 3, 1998 to August 31, 2011. The Poisson-GPD model is used as a statistical analysis model for extreme values and the maximum likelihood method is applied for the estimation of parameters and extreme quantiles. To the Poisson-GPD model is also added the Bayesian method that assumes the usual noninformative prior distribution for the parameters, where the Markov chain Monte Carlo method is applied for the estimation of parameters and extreme quantiles. According to this analysis, both the maximum likelihood method and the Bayesian method form the same conclusion that the distribution of the log-returns has a shorter right tail than the normal distribution, but that the distribution of the negative log-returns has a heavier right tail than the normal distribution. An advantage of using the Bayesian method in extreme value analysis is that there is nothing to worry about the classical asymptotic properties of the maximum likelihood estimators even when the regularity conditions are not satisfied, and that in prediction it is effective to reflect the uncertainties from both the parameters and a future observation.

• Proceedings of the IEEK Conference
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• 2002.07c
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• pp.1451-1454
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• 2002

In recent years, there are growing concerns about land mobile satellite (LMS) communication systems and mobile stratospheric communication systems (SCS) for the purpose of service upgrade of personal and mobile communications in near future. It is important to possess accurate channel model for prediction of the above system performance. Thus, in this paper, we evaluate the bit error rates of a coded BPSK system based on realistic channel model which can be applied to stratospheric communication systems. The channel data was made by fitting the parameters of probability distribution model to measured data. This approach was proposed by Corraza〔1〕and modified by You〔2〕. And also the effects of channel codings on the system performance are analyzed. As results, we can get the performance curve characteristics on realistic Rician log-normal fading channels with various communication environments.

• Journal of Environmental Science International
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• v.19 no.9
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• pp.1153-1159
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• 2010

Identification of probability distribution for water quality constituents from specific land use is important to achieve successful implementation of TMDL program. In this 3-year study, distribution of discharge and BOD(Biological Oxygen Demand) concentration from paddy rice fields were monitored. Four probability distributions, normal, log-normal, Gamma and Weibull were fitted and the goodness-of-fit was assessed using probability plots and Kolmogorov-Smirnov test. $EMC_s$ of BOD in runoff from paddy field ranged 0.37 to $7.99\;mgL^{-1}$, and all four probability distributions were acceptable. But the normal distribution would be preferred for BOD from paddy fields considering nature of straight forward application.

• Proceedings of the KSR Conference
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• 2002.10a
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• pp.150-155
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• 2002

En case of the fatigue life evaluation of rolling stock structures, mainly deterministic fatigue life evaluation has been carried out. But most of the parameters influencing on the fatigue life have a probabilistic distribution such as normal, log-normal, Weibull, etc. Therefore, to take probabilistic factors into fatigue life evaluation, probabilistic methods are being applied to the fatigue life evaluation of rolling stock. In this paper, probabilistic S-N analysis and methods using limit state functions are introduced. And some results of fatigue life evaluation obtained with these methods for rolling stock structures are shown.

• Journal of Korean Society of Occupational and Environmental Hygiene
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• v.5 no.2
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• pp.212-225
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• 1995

This study was performed in a diatomite factory located at Pohang City, Kyeongsangbuk-Do. The major objectives were to evaluate sampling and analytical methods of diatomaceous earth dust. Concentrations of total and respirable diatomaceous earth dust were measured. Size distribution of dust was analyzed by a personal cascade impactor and the particle size analyzer which is an application of multiple diffraction method. Also crystalline silica in respirable and total dust samples was analyzed quantitatively by X-ray diffraction and Fourie Transform Infrared Spectroscopy(FTIR). The results were as follows: The airborne total and respirable dust concentrations, particle size distribution, and cristalline silica(quartz) concentrations showed approximately a log-normal distribution. The means of totaldust concentrations at flour maufacturing, fire brick grinding and packaging processes exceeded the Korean and American Conference of Governmental Industrial Hygienists standards, $10mg/m^3$. The size distribution of diatomaceous earth dust was log-normal and identified as the rspirable particle mass and thoracic particle mass. The crystalline silica in respirable and total dust samples was identified to quartz and contained about 10 % in those samples. Finally, it is necessary to study the applicability of multiple diffraction for particle size distribution to compare the ACGIH's size selective sampling with other materials containing crystalline silica. Also, advanced quantitative study to X-ray diffraction and FTIR methods shoud be carried out 10 verify general and specific characteristics for respirable crystalline silica.

• Korean Journal of Remote Sensing
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• v.23 no.5
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• pp.455-464
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• 2007

Lee(2007) suggested the Point-Jacobian iteration MAP estimation(PJIMAP) for noise removal of the images that are corrupted by multiplicative speckle noise. It is to find a MAP estimation of noisy-free imagery based on a Bayesian model using the lognormal distribution for image intensity and an MRF for image texture. When the image intensity is logarithmically transformed, the speckle noise is approximately Gaussian additive noise, and it tends to a normal probability much faster than the intensity distribution. The MRF is incorporated into digital image analysis by viewing pixel types as states of molecules in a lattice-like physical system. In this study, the MAP estimation is computed by the Point-Jacobian iteration using adaptive parameters. At each iteration, the parameters related to the Bayesian model are adaptively estimated using the updated information. The results of the proposed scheme were compared to them of PJIMAP with SAR simulation data generated by the Monte Carlo method. The experiments demonstrated an improvement in relaxing speckle noise and estimating noise-free intensity by using the adaptive parameters for the Ponit-Jacobian iteration.

• Communications for Statistical Applications and Methods
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• v.29 no.3
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• pp.333-351
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• 2022

The skew-t distribution is an attractive family of asymmetrical heavy-tailed densities that includes the normal, skew-normal and Student's-t distributions as special cases. In this work, we propose an EM-type algorithm for computing the maximum likelihood estimates for skew-t linear regression models with censored response. In contrast with previous proposals, this algorithm uses analytical expressions at the E-step, as opposed to Monte Carlo simulations. These expressions rely on formulas for the mean and variance of a truncated skew-t distribution, and can be computed using the R library MomTrunc. The standard errors, the prediction of unobserved values of the response and the log-likelihood function are obtained as a by-product. The proposed methodology is illustrated through the analyses of simulated and a real data application on Letter-Name Fluency test in Peruvian students.

• Proceedings of the Korean Society of Machine Tool Engineers Conference
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• 2004.04a
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• pp.160-165
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• 2004

At this research, we examined probability of light bulb's life span value and prediction on purpose to inquire out the span of repeat velocity as fracture probability by executing the fatigue test, which is considered property of Tungsten filament's thermal fatigue used as an automobile bulb. As a result we can confirm what the most suitable solution is weibull distribution and log normal distribution. Tungsten filament's span gets longer as the fatigue repeat velocity gets shorter And, repeat span is about 15%~40% shorter than sequence life span.