• Journal of the Korean Society of Groundwater Environment
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• v.5 no.2
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• pp.80-87
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• 1998

Since groundwater flow paths have one of the major roles to transport the radioactive nuclides from the radioactive waste repository to the biosphere, the discrete fracture network model is used for the rock block scale flow instead of the porous continuum model. This study aims to construct a three dimensional discrete fracture network to interpret the groundwater flow system in the study site. The modeling work includes the determination of the probabilistic distribution function from the fracture geometric and hydraulic parameters, three dimensional fracture modeling and model calibration. The results of the constant pressure tests performed in a fixed interval length at boreholes indicate that the flow dimension around boreholes shows mainly radial to spherical flow pattern. The fracture transmissivity value calculated by Cubic law is 6.12${\times}$10$\^$-7/ ㎡/sec with lognormal distribution. The conductive fracture intensity estimated by FracMan code is 1.73. Based on this intensity, the total number of conductive fractures are obtained as 3,080 in the rock block of 100 m${\times}$100 m${\times}$100 m.

• Journal of the Earthquake Engineering Society of Korea
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• v.12 no.3
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• pp.37-44
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• 2008

This study investigates the influence of various soil properties on the seismic performance of a three-span FCM bridge. Piers that are vulnerable to seismic vibration are identified through numerical study of plastic hinges possibly occurring at the top and bottom of the piers. The fragility curve is obtained as a lognormal distribution function with respect to peak ground acceleration(PGA). The median and logarithmic standard deviation, which are two parameters of a lognormal distribution function, are estimated using the maximum likelihood method. In order to consider the different soil properties of each support, an equivalent spring based on the Korean Standard Specifications for Highway Bridges(KSSHB) is adopted in this study. For seismic fragility analysis, the rotational ductility demands of bridge piers are used as a damage index of the structure.

• 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.

• Journal of the Korea institute for structural maintenance and inspection
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• v.8 no.1
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• pp.203-210
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• 2004

The fragility curves of seismic retrofitted bridges by steel jacketing at bridge columns and restrainers at expansion joints after the 1994 Northridge earthquake are developed. Fragility curves are represented by lognormal distribution functions with two parameters (median and log-standard deviation) and developed as a function of peak ground acceleration(PGA). Two parameters in the lognormal distribution are estimated by the maximum likelihood method. The sixty ground acceleration time histories for Los Angeles area developed for FEMA SAC project are used for the dynamic analysis of bridges. The comparison of fragility curves of the bridges before and after column retrofit demonstrates that the improvement of the bridges with steel jacketing on the seismic performance is excellent for the damage states defined in this study. The comparison of fragility curves of the bridges before and after the installation of restrainers at expansion joints also shows the improvement in the seismic performance of restrained bridges for the severe damage state.

• Transactions of the Korean Society of Mechanical Engineers B
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• v.21 no.3
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• pp.380-391
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• 1997

A numerical study has been done on the evolution of particle size distribution in particle laden high temperature jet flows undergoing convection, diffusion, thermophoresis and coagulation. The dynamic behavior of these particles have been modelled by approximating the particle size distribution by a lognormal function throughout the process and the moments of the particle size distribution have been used to solve the general dynamic equation. The size distributions of spherical particles in the radial and axial direction have been obtained including the effect of buoyancy. Of particular interests are the variations of geometric mean diameter, number concentration and polydispersity. Results show that buoyancy significantly alters the size distribution in both axial and radial direction. One dimensional analysis for non-spherical particles has also been done and the results have been compared with the existing experimental data.

• The Korean Journal of Applied Statistics
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• v.25 no.5
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• pp.757-773
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• 2012

Traditional value at risk(S-VaR) has a difficulity in predicting the future risk of financial asset prices since S-VaR is a backward looking measure based on the historical data of the underlying asset prices. In order to resolve the deficiency of S-VaR, an economic value at risk(E-VaR) using the risk neutral probability distributions is suggested since E-VaR is a forward looking measure based on the option price data. In this study E-VaR is estimated by assuming the generalized gamma distribution(GGD) as risk neutral density function which is implied in the option. The estimated E-VaR with GGD was compared with E-VaR estimates under the Black-Scholes model, two-lognormal mixture distribution, generalized extreme value distribution and S-VaR estimates under the normal distribution and GARCH(1, 1) model, respectively. The option market data of the KOSPI 200 index are used in order to compare the performances of the above VaR estimates. The results of the empirical analysis show that GGD seems to have a tendency to estimate VaR conservatively; however, GGD is superior to other models in the overall sense.

• Communications for Statistical Applications and Methods
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• v.26 no.5
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• pp.445-461
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• 2019

It is possible that data are not always fitted with sufficient precision by the existing distributions; therefore this article presents a methodology that enables the use of families of asymmetric distributions as alternative probabilistic models for survival analysis, with censorship on the right, different from those usually studied (the Exponential, Gamma, Weibull, and Lognormal distributions). We use a more flexible parametric model in terms of density behavior, assuming that data can be fit by a distribution of stable distribution families considered unconventional in the analyses of survival data that are appropriate when extreme values occur, with small probabilities that should not be ignored. In the methodology, the determination of the analytical expression of the risk function h(t) of the $L{\acute{e}}vy$ distribution is included, as it is not usually reported in the literature. A simulation was conducted to evaluate the performance of the candidate distribution when modeling survival times, including the estimation of parameters via the maximum likelihood method, survival function ${\hat{S}}$(t) and Kaplan-Meier estimator. The obtained estimates did not exhibit significant changes for different sample sizes and censorship fractions in the sample. To illustrate the usefulness of the proposed methodology, an application with real data, regarding the survival times of patients with colon cancer, was considered.

• Proceedings of the Korean Institute of Navigation and Port Research Conference
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• v.29 no.1
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• pp.245-251
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• 2005

When we design coastal and harbol facilities deepwater design wave and wind speed are the important design parameters. Especially, the analysis of these informations is a vital step for the point of disaster prevention. In this study, we made and an extreme value analysis using a series of deep water significant wave data arranged in the 16 direction and supplied by KORDI real-time wave information system ,and the wind data gained from Wan-Do whether Station 1978-2003. The probability distributions considered in this characteristic analysis were the Weibull, the Gumbel, the Log-Pearson Type III, the Normal, the Lognormal, and the Gamma distribution. The parameter for each distribution was estimated by three methods, i.e. the method of moments, the maximum likelihood, and the method of probability weight moments. Furthermore, probability distributions for the extreme data had been selected by using Chi-square and Kolmogorov-Smirnov test within significant level of 5%, i,e. 95% reliance level. From this study we found that Gumbel distribution is the most proper model for the deep water design wave height off the southwest coast of Korea. However the result shows that the proper distribution made for the selected site is varied in each extreme data set.

• Magazine of the Korean Society of Agricultural Engineers
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• v.21 no.4
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• pp.108-117
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• 1979

In order to obtain the basic data for design of water structures which can be contributed to the planning of water use. Best fitted distribution function and the equations for the probable minimum flow were derived to the annual minimum flow of five subwatersheds along Geum River basin. The result were analyzed and summarized as follows. 1. Type III extremal distribution was considered as a best fit one among some other distributions such as exponential and two parameter lognormal distribution by $x^2$-goodness of fit test. 2. The minimum flow are analyzed by Type III extremal distribution which contains a shape parameter $\lambda$, a location parameter ${\beta}$ and a minimum drought $\gamma$. If a minimum drought $\gamma=0$, equations for the probable minimum flow, $D_T$, were derived as $D_T={\beta}e^{\lambda}1^{y'}$, with two parameters and as $D_T=\gamma+(\^{\beta}-\gamma)e^{{\lambda}y'}$ with three parameters in case of a minimum drought ${\gamma}>0$ respectively. 3. Probable minimum flow following the return periods for each stations were also obtained by above mentioned equations. Frequency curves for each station are drawn in the text. 4. Mathematical equation with three parameters is more suitable one than that of two parameters if much difference exist between the maximum and the minimum value among observed data.

• Proceedings of the Korean Society of Agricultural Engineers Conference
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• 2005.10a
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• pp.284-287
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• 2005

The objective of this study is to check into variation trends of design rainfall according to change of the number of years for observed data. To make comparative study of the relation between design rainfall and recorded year, this study was used maximum rainfall for 24-hr consecutive duration at Gangneung, Seoul, Incheon, Chupungnyeong, Pohang, Daegu, Jeonju, Ulsan, Gwangju, Busan, Mokpo and Yeosu rainfall stations. The tests for Independence, Homogeneity and detection of outliers were used Wald-Wolfowitz's test, Mann-Whitney's test and Grubbs and Beck test respectively. To select appopriate distribution, the distribution of genaralized pareto(GPA), generalized extreme value(GEV), generalized logistic(GLO), lognormal and pearson type 3 distribution is judged by L-moment ratio diagram and Kolmogorov-Smirnov (K-S) test. Design rainfall was estimated by at-site frequency analysis using L-moments and Generalized extreme value(GEV) distribution according to change of the number of years for observed data. Through the comparative analysis for design rainfall induced by L-moments and GEV distribution, relationship between design rainfall and recorded year is provided.