• Title/Summary/Keyword: Log distribution

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Separation Effect of Rainfall Data Based on Parameter Estimation Methods (매개변수 추정방법에 따른 강우자료의 분리효과)

  • 김경덕;배덕효
    • 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.

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A Property of Seismic Response with Log-normal Distribution at SDOF Structure (단자유도계 구조물의 로그정규분포 지진응답 특성)

  • Chung, Youn-In;Kim, Koon-Chan;Chey, Min-Ho
    • Journal of the Korea Convergence Society
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    • v.10 no.11
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    • pp.303-308
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    • 2019
  • This study suggests a method for deriving earthquake response based on log-normal distribution in order to obtain realistic and reliable probability and statistical seismic response of structures. The development of three earthquake suites were presented, with a brief description of 2%, 10%, and 50% in 50 years probability of exceedance according the USGS Los Angeles probabilistic seismic hazard maps. In order to analyze the basic dynamic behavior, a Single-Degree-of-Freedom (SDOF) structure was selected and the seismic response spectrum representing the response of each natural period was plotted. Overall, the mean response values presented through the log-normal distribution is lower than the standard normal distribution. Thus, it is considered that the former method can be provided as the effective cost on performance-based seismic design more than the latter one.

A Fundamental Study of Probability Functions and Relationship of Wave Heights. -On the Wave Heights of the East Coast of Korea- (파고의 확률분포 및 상관에 관한 기초적 연구 - 동해안의 파고를 중심으로 하여 -)

  • 윤해식;이순탁
    • Water for future
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    • v.7 no.2
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    • pp.99-106
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    • 1974
  • The records of wave heights which were observed at Muk ho and Po hang of the East Coast of Korea were analized by several probility functions. The exponential 2 parameter distribution was found as the best fit probability function to the historical distribution of wave heights by the test of goodness of fit. But log-normal 2 parameter and log-extremal type A distributions were also fit to the historical distribution, especially in the Smirnov-Kolmogorov test. Therefore, it can't be always regarded that those two distributions are not fit to the wave heiht's distribution. In the test of goodness of fit, the Chi-Square test gave very sensitive results and Smirnov-Kolmogorov test, which is a distribution free and non-parametric test, gave more inclusive results. At the next stage, the inter-relationship between the mean and the one-third wave heights, the mean and the one-=tenth wave heights, the one-third and the one-tenth wave heights, the one-third and the highest wave heights were obtained and discussed.

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A Statistical Analysis on Fatigue Life Distribution in Spheroidal Graphite Cast Iron (구상흑연주철의 피로수명분포에 대한 통계적 해석)

  • Jang, Seong-Su;Kim, Sang-Tae
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.24 no.9 s.180
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    • pp.2353-2360
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    • 2000
  • Statistical fatigue properties of metallic materials are increasingly required for reliability design purpose. In this study, static and fatigue tests were conducted and the normal, log-normal, two -parameter Weibull distributions at the 5% significance level are compared using the Kolmogorov-Smirnov goodness-of-fit test. Parameter estimation were compared with experimental results using the maximum likelihood method and least square method. It is found that two-parameter Weibull distribution and maximum likelihood method provide a good fit for static and fatigue life data. Therefore, it is applicable to the static and fatigue life analysis of the spheroidal graphite cast iron. The P-S-N curves were evaluated using log-normal distribution, which showed fatigue life behavior very well.

Small sample likelihood based inference for the normal variance ratio

  • Lee, Woo Dong
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.4
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    • pp.911-918
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    • 2013
  • This study deals with the small sample likelihood based inference for the ratio of two normal variances. The small sample likelihood inference is an approximation method. The signed log-likelihood ratio statistic and the modified signed log-likelihood ratio statistic, which converge to standard normal distribution, are proposed for the normal variance ratio. Through the simulation study, the coverage probabilities of confidence interval and power of the exact, the signed log-likelihood and the modified signed log-likelihood ratio statistic will be compared. A real data example will be provided.

Studies on Partition and Extraction Equilibria of Metal-Dithiocarbamate Complexes(II). Metal Complexes of Ammonium Pyrrolidine Dithiocarbamate (Dithiocarbamate 금속착물의 분배 및 추출평형(제2보). Ammonium Pyrrolidine Dithiocarbamate의 금속착물)

  • Lee, Jong-Sun;Choi, Jong-Moon;Choi, Hee-Seon;Kim, Young-Sang
    • Analytical Science and Technology
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    • v.8 no.3
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    • pp.321-334
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    • 1995
  • Basic studies for the effective extraction of ammonium pyrrolidine dithiocarbamate(APDC) complexes of Co(II), Ni(II) and Cu(II) into a solvent have been performed. The maximum distribution ratio was appeared (log D=1.3543) at pH 2.0 and the partition coefficient was 2.489 in the extraction of $4{\times}10^{-5}M$ APDC itself into chloroform. From the UV/visible spectra of metal-chelates in aqueous and organic solutions, the pH to form stable 1:2 metal-ligand complexes were Co(II):5.0, Ni(II):8.0 and Cu(II):8.0, respectively and only 1 minute was enough to be partitioned into the chloroform. Besides, the partition and extraction equilibria of the complexes were investigated by back-extracting $10.0{\mu}g/ml$ metal-chelates from the solvent into an aqueous solution beacuse of their slight solubilities in the aqueous solution. The distribution coefficients and extractabilities were as follows : at pH 6.5~8.5 of the aqueous solution, log D=2.834 : E(%)=99.9% for $Co(PDC)_2$, at pH 11, log D=5.699 E%=100 for $Ni( PDC)_2$, and at pH 6.0, log D=2.025 : E(%)=99.1% for $Cu(PDC)_2$. And the extraction and formation constants were log $K_{ex}=9.671$ : log ${\beta}_2=6.938$ for $Co(PDC)_2$, log $K_{ex}=9.646$ : log ${\beta}_2=7.071$ for $Ni( PDC)_2$, and log $K_{ex}=9.074$ : log ${\beta}_2=7.049$ for $Cu(PDC)_2$, respectively. From these results, an optimum extraction procedure can be constructed for the separative concentration of trace metallic ions, and the quantitative determination of them in advanced materials and environmental samples will be expected without any influence of sample matrixes.

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The Validation Study of Normality Distribution of Aquatic Toxicity Data for Statistical Analysis (수생태 독성자료의 정규성 분포 특성 확인을 통해 통계분석 시 분포 특성 적용에 대한 타당성 확인 연구)

  • OK, Seung-yeop;Moon, Hyo-Bang;Ra, Jin-Sung
    • Journal of Environmental Health Sciences
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    • v.45 no.2
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    • pp.192-202
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    • 2019
  • Objectives: According to the central limit theorem, the samples in population might be considered to follow normal distribution if a large number of samples are available. Once we assume that toxicity dataset follow normal distribution, we can treat and process data statistically to calculate genus or species mean value with standard deviation. However, little is known and only limited studies are conducted to investigate whether toxicity dataset follows normal distribution or not. Therefore, the purpose of study is to evaluate the generally accepted normality hypothesis of aquatic toxicity dataset Methods: We selected the 8 chemicals, which consist of 4 organic and 4 inorganic chemical compounds considering data availability for the development of species sensitivity distribution. Toxicity data were collected at the US EPA ECOTOX Knowledgebase by simple search with target chemicals. Toxicity data were re-arranged to a proper format based on the endpoint and test duration, where we conducted normality test according to the Shapiro-Wilk test. Also we investigated the degree of normality by simple log transformation of toxicity data Results: Despite of the central limit theorem, only one large dataset (n>25) follow normal distribution out of 25 large dataset. By log transforming, more 7 large dataset show normality. As a result of normality test on small dataset (n<25), log transformation of toxicity value generally increases normality. Both organic and inorganic chemicals show normality growth for 26 species and 30 species, respectively. Those 56 species shows normality growth by log transformation in the taxonomic groups such as amphibian (1), crustacean (21), fish (22), insect (5), rotifer (2), and worm (5). In contrast, mollusca shows normality decrease at 1 species out of 23 that originally show normality. Conclusions: The normality of large toxicity dataset was not always satisfactory to the central limit theorem. Normality of those data could be improved through log transformation. Therefore, care should be taken when using toxicity data to induce, for example, mean value for risk assessment.

Low Flow Frequency Analysis of Steamflows Simulated from the Stochastically Generated Daily Rainfal Series (일 강우량의 모의 발생을 통한 갈수유량 계열의 산정 및 빈도분석)

  • Kim, Byeong-Sik;Gang, Gyeong-Seok;Seo, Byeong-Ha
    • 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.

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On the Estimation in Regression Models with Multiplicative Errors

  • Park, Cheol-Yong
    • Journal of the Korean Data and Information Science Society
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    • v.10 no.1
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    • pp.193-198
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    • 1999
  • The estimation of parameters in regression models with multiplicative errors is usually based on the gamma or log-normal likelihoods. Under reciprocal misspecification, we compare the small sample efficiencies of two sets of estimators via a Monte Carlo study. We further consider the case where the errors are a random sample from a Weibull distribution. We compute the asymptotic relative efficiency of quasi-likelihood estimators on the original scale to least squares estimators on the log-transformed scale and perform a Monte Carlo study to compare the small sample performances of quasi-likelihood and least squares estimators.

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Noninformative priors for the common mean in log-normal distributions

  • Kang, Sang-Gil
    • Journal of the Korean Data and Information Science Society
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    • v.22 no.6
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    • pp.1241-1250
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    • 2011
  • In this paper, we develop noninformative priors for the log-normal distributions when the parameter of interest is the common mean. We developed Jeffreys' prior, th reference priors and the first order matching priors. It turns out that the reference prior and Jeffreys' prior do not satisfy a first order matching criterion, and Jeffreys' pri the reference prior and the first order matching prior are different. Some simulation study is performed and a real example is given.