• Title/Summary/Keyword: Log distribution

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Testing of a discontinuity point in the log-variance function based on likelihood (가능도함수를 이용한 로그분산함수의 불연속점 검정)

  • Huh, Jib
    • Journal of the Korean Data and Information Science Society
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    • v.20 no.1
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    • pp.1-9
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    • 2009
  • Let us consider that the variance function in regression model has a discontinuity/change point at unknown location. Yu and Jones (2004) proposed the local polynomial fit to estimate the log-variance function which break the positivity of the variance. Using the local polynomial fit, Huh (2008) estimate the discontinuity point of the log-variance function. We propose a test for the existence of a discontinuity point in the log-variance function with the estimated jump size in Huh (2008). The proposed method is based on the asymptotic distribution of the estimated jump size. Numerical works demonstrate the performance of the method.

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An Analysis and Visualization of Creative Tendency appeared in Query Log of a Story Database Service (스토리 검색 서비스의 사용자 기록에 나타난 창작 성향 분석 및 가시화)

  • Kim, Myoung-Jun
    • Journal of Korea Multimedia Society
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    • v.19 no.8
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    • pp.1609-1618
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    • 2016
  • is a service providing the story synopses that match user's query. This paper analyzes the user log of which is the answers to the queries to find stories from database, and shows the tendency distribution of user creation. Specially, we analyze a joint distribution of the genres and actions of stories to get better understanding of the tendencies that cannot be found in the analysis of independent distribution. Furthermore, we define a correlation factor between genre and action, and investigate what combinations of the genres and actions are highly, less, and negatively correlated. Finally, we investigate how the tendencies of characters are related to genres and actions, and propose a visualization method to show the tendencies.

Penalized maximum likelihood estimation with symmetric log-concave errors and LASSO penalty

  • Seo-Young, Park;Sunyul, Kim;Byungtae, Seo
    • Communications for Statistical Applications and Methods
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    • v.29 no.6
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    • pp.641-653
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    • 2022
  • Penalized least squares methods are important tools to simultaneously select variables and estimate parameters in linear regression. The penalized maximum likelihood can also be used for the same purpose assuming that the error distribution falls in a certain parametric family of distributions. However, the use of a certain parametric family can suffer a misspecification problem which undermines the estimation accuracy. To give sufficient flexibility to the error distribution, we propose to use the symmetric log-concave error distribution with LASSO penalty. A feasible algorithm to estimate both nonparametric and parametric components in the proposed model is provided. Some numerical studies are also presented showing that the proposed method produces more efficient estimators than some existing methods with similar variable selection performance.

Analysis of Soil Erosion Hazard Zone by R Factor Frequency (빈도별 R인자에 의한 토양침식 위험지역 분석)

  • Kim, Joo-Hun;Oh, Deuk-Keun
    • Journal of the Korean Association of Geographic Information Studies
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    • v.7 no.2
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    • pp.47-56
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    • 2004
  • The purpose of this study is to estimate soil loss amount according to the rainfall-runoff erosivity factor frequency and to analyze the hazard zone that has high possibilities of soil erosion in the watershed. RUSLE was used to analyze soil loss quantity. The study area is Gwanchon that is part of Seomjin river basin. To obtain the frequency rainfall-runoff erosivity factor, the daily maximum rainfall data for 39 years was used. The probability rainfall was calculated by using the Normal distribution, Log-normal distribution, Pearson type III distribution, Log-Pearson type III distribution and Extreme-I distribution. Log-Pearson type III was considered to be the most accurate of all, and used to estimate 24 hours probabilistic rainfall, and the rainfall-runoff erosivity factor by frequency was estimated by adapting the Huff distribution ratio. As a result of estimating soil erosion quantity, the average soil quantity shows 12.8 and $68.0ton/ha{\cdot}yr$, respectively from 2 years to 200 years frequency. The distribution of soil loss quantity within a watershed was classified into 4 classes, and the hazard zone that has high possibilities of soil erosion was analyzed on the basis of these 4 classes. The hazard zone represents class IV. The land use area of class IV shows $0.01-5.28km^2$, it ranges 0.02-9.06% of total farming area. Especially, in the case of a frequency of 200 years, the field area occupies 77.1% of total fanning area. Accordingly, it is considered that soil loss can be influenced by land cover and cultivation practices.

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Evaluation of wind loads and the potential of Turkey's south west region by using log-normal and gamma distributions

  • Ozkan, Ramazan;Sen, Faruk;Balli, Serkan
    • Wind and Structures
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    • v.31 no.4
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    • pp.299-309
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    • 2020
  • In this study, wind data such as speeds, loads and potential of Muğla which is located in the southwest of Turkey were statistically analyzed. The wind data which consists of hourly wind speed between 2010 and 2013 years, was measured at the 10-meters height in four different ground stations (Datça, Fethiye, Marmaris, Köyceğiz). These stations are operated by The Turkish State Meteorological Service (T.S.M.S). Furthermore, wind data was analyzed by using Log-Normal and Gamma distributions, since these distributions fit better than Weibull, Normal, Exponential and Logistic distributions. Root Mean Squared Error (RMSE) and the coefficients of the goodness of fit (R2) were also determined by using statistical analysis. According to the results, extreme wind speed in the research area was 33 m/s at the Datça station. The effective wind load at this speed is 0.68 kN/㎡. The highest mean power densities for Datça, Fethiye, Marmaris and Köyceğiz were found to be 46.2, 1.6, 6.5 and 2.2 W/㎡, respectively. Also, although Log-normal distribution exhibited a good performance i.e., lower AD (Anderson - Darling statistic (AD) values) values, Gamma distribution was found more suitable in the estimation of wind speed and power of the region.

Dynamic Modeling and Sensitivity Analysis for Predicting the Pseudomonas spp. Concentration in Alaska Pollack along the Distribution Path (명태 유통 중 Pseudomonas spp. 농도의 예측 모델링과 민감도 분석)

  • Shim, Soo-Dong;Sung, Jae-Ung;Lee, Jung-Young;Lee, Da-Sun;Kim, Seon-Bong;Hong, Kwang-Won;Lee, Yang-Bong;Lee, Seung-Ju
    • Korean Journal of Fisheries and Aquatic Sciences
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    • v.43 no.3
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    • pp.205-210
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    • 2010
  • Dynamic modeling was used to predict the Pseudomonas spp. concentration in Alaska pollack under dynamic temperature conditions in a programmable incubator using Euler's method. The model evaluation showed good agreement between the predicted and measured concentrations of Pseudomonas spp. In the simulation, three kinds of distribution path were assumed: consumers buying from a distribution center (A), manufacturer (B), or direct market (C). Each of these distribution paths consists of six phases: shipping, warehousing/shipment, warehousing/storing, processing, market exhibition, and sale/consumption. Sensitivity analysis of each phase was also implemented. The Pseudomonas concentrations and sensitivities ($S_k$) at the terminal phases of the three paths were estimated to be (A) 11.174 log CFU/g and 10.550 log $S_k$, (B) 10.948 log CFU/g and 10.738 log $S_k$, and (C) 8.758 log CFU/g and 9.602 log $S_k$, respectively. The sensitivities indicated that path A has the highest risk of failure in managing the relevant phases.

Likelihood based inference for the ratio of parameters in two Maxwell distributions (두 개의 맥스웰분포의 모수비에 대한 우도함수 추론)

  • Kang, Sang-Gil;Lee, Jeong-Hee;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
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    • v.23 no.1
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    • pp.89-98
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    • 2012
  • In this paper, the ratio of parameters in two independent Maxwell distributions is parameter of interest. We proposed test statistics, which converge to standard normal distribution, based on likelihood function. The exact distribution for testing the ratio is hard to obtain. We proposed the signed log-likelihood ratio statistic and the modified signed log-likelihood ratio statistic for testing the ratio. Through simulation, we show that the modified signed log-likelihood ratio statistic converges faster than signed log-likelihood ratio statistic to standard normal distribution. We compare two statistics in terms of type I error and power. We give an example using real data.

A Statistical Analysis of Fatigue Crack Growth under Constant-Amplitude Loads (일정진폭하중하의 피로균열전파의 통계적 특성)

  • Jeong, Hyeon-Cheol;Lim, Young-Kyu;Kim, Seon-Jin
    • Proceedings of the Korea Committee for Ocean Resources and Engineering Conference
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    • 2002.05a
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    • pp.104-109
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    • 2002
  • In this paper, a statistical analysis of fatigue crack growth behavior under constant amplitude loads has been carried out. Fatigue crack growth tests were conducted on sixteen pre-cracked compact tension (CT) specimens of the pressure vessel (SPV50) steel in controlled identical load and environmental conditions. The assessment of the statistical distribution of fatigue crack growth experimental data obtained from SPV50 steel was studied and also the correlation of the parameter C and m in the Paris-Erdogan law was discussed. The probability distribution function of fatigue crack growth life seems to follow the 3-parameter Weibull. The fatigue crack growth rate seems to follow the 3-parameter Weibull and the log-normal distribution. The coefficient of variation (COV) of fatigue crack growth life was observed to decrease as the crack grows. A strong negative linear correlation exists between the coefficient C and the exponent m in Paris model. Fatigue crack growth rate data shows a normal distribution for both m and logC.

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Probabilistic Fatigue Crack Growth Behavior under Constant Amplitude Loads (일정진폭하중하의 확률론적 피로균열전파거동)

  • Jeong, Hyeon-Cheol;Kim, Seon-Jin
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.27 no.6
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    • pp.923-929
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    • 2003
  • In this paper, an analysis of fatigue crack growth behavior from a statistical point of view has been carried out. Fatigue crack growth tests were conducted on sixteen pre-cracked compact tension (CT) specimens of the pressure vessel (SPV50) steel in controlled identical load and environmental conditions. The assessment of the statistical distribution of fatigue crack growth experimental data obtained from SPV50 steel was studied and also the correlation of the parameter C and m in the Paris-Erdogan law was discussed. The probability distribution function of fatigue crack growth life seems to follow the 3-parameter Weibull. The fatigue crack growth rate seems to follow the 3-parameter Weibull and the log-normal distribution. The coefficient of variation (COV) of fatigue crack growth life was observed to decrease as the crack grows. Fatigue crack growth rate data shows a normal distribution for both m and logC. A strong negative linear correlation exists between the coefficient C and the exponent m.

Repair Cost Analysis for RC Structure Exposed to Carbonation Considering Log and Normal Distributions of Life Time (탄산화에 노출된 철근콘크리트 구조물의 로그 및 정규 수명분포를 고려한 보수비용 해석)

  • Woo, Sang-In;Kwon, Seung-Jun
    • Journal of the Korean Recycled Construction Resources Institute
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    • v.6 no.3
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    • pp.153-159
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    • 2018
  • Many researches have been carried out on carbonation, a representative deterioration in underground structure. The carbonation of RC (Reinforced Concrete) structure can cause steel corrosion through pH drop in concrete pore water. However extension of service life in RC structures can be obtained through simple surface protection. Unlike the conventional deterministic maintenance technique, probabilistic technique can consider a variation of service life but it deals with only normal distributions. In the work, life time-probability distributions considering not only normal but also log distributions are induced, and repair cost estimation technique is proposed based on the induced model. The proposed technique can evaluate the repair cost through probabilistic manner regardless of normal or log distribution from initial service life and extended service life with repair. When the extended service life through repair has log distribution, repair cost is effectively reduced. The more reasonable maintenance strategy can be set up though actual determination of life-probability distribution based on long term tests and field investigations.