• Title/Summary/Keyword: Moments of order statistics

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Development of Daily Rainfall Simulation Model Using Piecewise Kernel-Pareto Continuous Distribution (불연속 Kernel-Pareto 분포를 이용한 일강수량 모의 기법 개발)

  • Kwon, Hyun-Han;So, Byung Jin
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.31 no.3B
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    • pp.277-284
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    • 2011
  • The limitations of existing Markov chain model for reproducing extreme rainfalls are a known problem, and the problems have increased the uncertainties in establishing water resources plans. Especially, it is very difficult to secure reliability of water resources structures because the design rainfall through the existing Markov chain model are significantly underestimated. In this regard, aims of this study were to develop a new daily rainfall simulation model which is able to reproduce both mean and high order moments such as variance and skewness using a piecewise Kernel-Pareto distribution. The proposed methods were applied to summer and fall season rainfall at three stations in Han river watershed in Korea. The proposed Kernel-Pareto distribution based Markov chain model has been shown to perform well at reproducing most of statistics such as mean, standard deviation and skewness while the existing Gamma distribution based Markov chain model generally fails to reproduce high order moments. It was also confirmed that the proposed model can more effectively reproduce low order moments such as mean and median as well as underlying distribution of daily rainfall series by modeling extreme rainfall separately.

Zero-Inflated Poisson Model with a Change-point (변화시점이 있는 영과잉-포아송모형)

  • Kim, Kyung-Moo
    • Journal of the Korean Data and Information Science Society
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    • v.9 no.1
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    • pp.1-9
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    • 1998
  • In case of Zero-Inflated Poisson model with a change-point, likelihood ratio test statistic was used for testing hypothesis for a change-point. A change-point and several interesting parameters were estimated by using the method of moments and maximum likelihood. In order to compare the estimators, empirical mean-square-error was used. Real data for the Zero-Inflated Poisson model with a change-point and Poisson model without a change-point were examined.

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An Analysis of Daily Maximum Traffic Accident Using Generalized Extreme Value Distribution (일반화 극단치분포를 이용한 일 최대 교통사고 분석)

  • Kim, Junseok;Kim, Daesung;Yoon, Sanghoo
    • Journal of Digital Convergence
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    • v.18 no.10
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    • pp.33-39
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    • 2020
  • In order to cope with traffic accidents efficiently, the maximum number of traffic accidents, deaths and serious injuries that can occur during the day should be presented quantitatively. In order to examine the characteristics of traffic accidents in different regions, it was divided into the Seoul metropolitan area, Chungcheong area, Gyeongbuk area, Honam area, and Gyeongnam area and was suitable for the generalized extreme value distribution (GEV). The parameters of the GEV distribution were estimated by the L-moments, and the Anderson-Darling test and the Cramer-von Mises test confirmed the suitability of the distribution. According to the analysis, the maximum number of traffic accidents that can occur once every 50 years is 401 in the Seoul metropolitan area, 168 in the South Gyeongsang region, 455 in the North Gyeongsang region, 136 in the Chungcheong region and 205 in the South Jeolla region. Compared to the Seoul metropolitan area, which has a large population and car registration, the number of traffic accidents is relatively high due to the large area, mountainous areas, and logistics movement caused by the industrial complex.

Nonlinear Responses of a Hinged-Clamped Beam under Random Excitation (불규칙 가진되는 회전-고정보의 비선형응답특성)

  • 조덕상;김영종
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.13 no.4
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    • pp.427-436
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    • 2000
  • This study presents the nonlinear responses of a hinged-clamped beam under broadband random excitation. By using Galerkin's method the governing equation is reduced to a system or nonautonomous nonlinear ordinary differential equations. The Fokker-Planck equation is used to generate a general first-order differential equation in the joint moments of response coordinates. Gaussian and non-Gaussian closure schemes are used to close the infinite coupled moment equations. The closed equations are then solved for response statistics in terms of system and excitation parameters. The case of two mode interaction is considered in order to compare it with the case of three mode interaction. Monte Carlo simulation is used for numerical verification.

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Analysis on Spatio-Temporal Pattern and Regionalization of Extreme Rainfall Data (극치강수량의 시공간적 특성 분석 및 지역화에 관한 연구)

  • Lee, Jeong-Ju;Kwon, Hyun-Han
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.31 no.1B
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    • pp.13-20
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    • 2011
  • The spatio-temporal pattern in precipitation is a significant element in defining characteristics of precipitation. In this study, a new scheme on regionalization utilizing temporal information was introduced on the basis of existing approaches that is mainly based on simple moments of data and geographical information. Given the identified spatio-temporal pattern, this study was extended to characterize regional pattern of annual maximum rainfall over Korea. We have used circular statistics to characterize the temporal distribution on the precipitation, and the circular statistics allow us to effectively assess changes in timing of the extreme rainfall in detail. In this study, a modified K-means method was incorporated with derived temporal characteristics of extreme rainfall in order to better characterize hydrologic pattern for regional frequency analysis. The extreme rainfall was reasonably separated into five categories that considered most attributes in both quantitative and temporal changes in extremes. The results showed that the proposed approach is a promising approach for regionalization in term of physical understanding of extreme rainfall.

Biomechanical Evaluation of Elbow Moment in Pitching Types according to the Throwing Speed: A Pilot Study

  • Lee, Chang-Hyung;Yang, Jin-Hwan;Lee, Seung-Hoo;Lee, Gyu-Chang;Park, Jong-Chul
    • Korean Journal of Applied Biomechanics
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    • v.30 no.1
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    • pp.1-6
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    • 2020
  • Objective: The incidence rate of elbow ulnar collateral ligament injuries is dependent on the throwing speed or pitching type, especially in adolescent baseball players. However, mixed results have been reported due to a lack of controlled biomechanical analysis. Thus, the purpose of this study was to investigate the biomechanical analysis of the elbow in relation to throwing speed and pitching type. Method: Four overhead type high-school baseball players were recruited for this study. The participants were asked to throw balls with different types of pitch and speed. While the throwing speeds were measured, each pitching moment of the elbow was recorded. Descriptive statistics, frequency analysis, mean comparison analysis, and Pearson's correlation analysis were performed in order to examine differences in peak varus and valgus moment during pitching motion in the elbow in all throwing speed and pitching types. Results: There was no significant difference in physical characteristics, throwing speed, and momentum variability among all players. The mean varus moments were 44.38±1.55 Nm, 48.83±1.66 Nm, and 48.94±0.95 Nm, and the moment gaps between varus and valgus were 7.36±3.25 Nm, 7.44±2.02 Nm, and 7.36±2.62 Nm in fastball, curveball, and slider ball, respectively. The varus moment was higher in the curved and slider balls than in the fastballs, and there was no significant differences between the varus moments regarding the pitching type. However, the increase in valgus moment and decrease in moment gap according to throwing speed was significantly increased in the slider ball (r=0.718 and -0.591, respectively). Conclusion: The possibility of elbow injury caused by the valgus moment or moment gapincreases more rapidly in slider balls as the speed increases. Based on our results, appropriate pitching guidelines should be suggested to prevent ulnarligament injuries, especially in adolescent baseball players.

A Robust Design of Response Surface Methods (반응표면방법론에서의 강건한 실험계획)

  • 임용빈;오만숙
    • The Korean Journal of Applied Statistics
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    • v.15 no.2
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    • pp.395-403
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    • 2002
  • In the third phase of the response surface methods, the first-order model is assumed and the curvature of the response surface is checked with a fractional factorial design augmented by centre runs. We further assume that a true model is a quadratic polynomial. To choose an optimal design, Box and Draper(1959) suggested the use of an average mean squared error (AMSE), an average of MSE of y(x) over the region of interest R. The AMSE can be partitioned into the average prediction variance (APV) and average squared bias (ASB). Since AMSE is a function of design moments, region moments and a standardized vector of parameters, it is not possible to select the design that minimizes AMSE. As a practical alternative, Box and Draper(1959) proposed minimum bias design which minimize ASB and showed that factorial design points are shrunk toward the origin for a minimum bias design. In this paper we propose a robust AMSE design which maximizes the minimum efficiency of the design with respect to a standardized vector of parameters.

The Role of Negative Binomial Sampling In Determining the Distribution of Minimum Chi-Square

  • Hamdy H.I.;Bentil Daniel E.;Son M.S.
    • International Journal of Contents
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    • v.3 no.1
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    • pp.1-8
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    • 2007
  • The distributions of the minimum correlated F-variable arises in many applied statistical problems including simultaneous analysis of variance (SANOVA), equality of variance, selection and ranking populations, and reliability analysis. In this paper, negative binomial sampling technique is employed to derive the distributions of the minimum of chi-square variables and hence the distributions of the minimum correlated F-variables. The work presented in this paper is divided in two parts. The first part is devoted to develop some combinatorial identities arised from the negative binomial sampling. These identities are constructed and justified to serve important purpose, when we deal with these distributions or their characteristics. Other important results including cumulants and moments of these distributions are also given in somewhat simple forms. Second, the distributions of minimum, chisquare variable and hence the distribution of the minimum correlated F-variables are then derived within the negative binomial sampling framework. Although, multinomial theory applied to order statistics and standard transformation techniques can be used to derive these distributions, the negative binomial sampling approach provides more information regarding the nature of the relationship between the sampling vehicle and the probability distributions of these functions of chi-square variables. We also provide an algorithm to compute the percentage points of the distributions. The computation methods we adopted are exact and no interpolations are involved.

On Some Distributions Generated by Riff-Shuffle Sampling

  • Son M.S.;Hamdy H.I.
    • International Journal of Contents
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    • v.2 no.2
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    • pp.17-24
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    • 2006
  • The work presented in this paper is divided into two parts. The first part presents finite urn problems which generate truncated negative binomial random variables. Some combinatorial identities that arose from the negative binomial sampling and truncated negative binomial sampling are established. These identities are constructed and serve important roles when we deal with these distributions and their characteristics. Other important results including cumulants and moments of the distributions are given in somewhat simple forms. Second, the distributions of the maximum of two chi-square variables and the distributions of the maximum correlated F-variables are then derived within the negative binomial sampling scheme. Although multinomial theory applied to order statistics and standard transformation techniques can be used to derive these distributions, the negative binomial sampling approach provides more information and deeper insight regarding the nature of the relationship between the sampling vehicle and the probability distributions of these functions of chi-square variables. We also provide an algorithm to compute the percentage points of these distributions. We supplement our findings with exact simple computational methods where no interpolations are involved.

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Conditional Moment-based Classification of Patterns Using Spatial Information Based on Gibbs Random Fields (깁스확률장의 공간정보를 갖는 조건부 모멘트에 의한 패턴분류)

  • Kim, Ju-Sung;Yoon, Myoung-Young
    • The Transactions of the Korea Information Processing Society
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    • v.3 no.6
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    • pp.1636-1645
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    • 1996
  • In this paper we proposed a new scheme for conditional two dimensional (2-D)moment-based classification of patterns on the basis of Gibbs random fields which are will suited for representing spatial continuity that is the characteristic of the most images. This implementation contains two parts: feature extraction and pattern classification. First of all, we extract feature vector which consists of conditional 2-D moments on the basis of estimated Gibbs parameter. Note that the extracted feature vectors are invariant under translation, rotation, size of patterns the corresponding template pattern. In order to evaluate the performance of the proposed scheme, classification experiments with training document sets of characters have been carried out on 486 66Mhz PC. Experiments reveal that the proposed scheme has high classification rate over 94%.

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