• Communications for Statistical Applications and Methods
• /
• v.21 no.2
• /
• pp.183-191
• /
• 2014

We define a multivariate Cauchy distribution using a probability density function; subsequently, a Ferguson's definition of a multivariate Cauchy distribution can be viewed as a characterization theorem using the characteristic function approach. To clarify this characterization theorem, we construct two dependent Cauchy random variables, but their sum is not Cauchy distributed. In doing so the proofs depend on the characteristic function, but we use the cumulative distribution function to obtain the exact density of their sum. The derivation methods are relatively straightforward and appropriate for graduate level statistics theory courses.

• Communications for Statistical Applications and Methods
• /
• v.21 no.2
• /
• pp.125-134
• /
• 2014

Kullback-Leibler (KL) information is a measure of discrepancy between two probability density functions. However, several nonparametric density function estimators have been considered in estimating KL information because KL information is not well-defined on the empirical distribution function. In this paper, we consider the KL information of the equilibrium distribution function, which is well defined on the empirical distribution function (EDF), and propose an EDF-based goodness of fit test statistic. We evaluate the performance of the proposed test statistic for an exponential distribution with Monte Carlo simulation. We also extend the discussion to the censored case.

• Journal of Korean Society of Water and Wastewater
• /
• v.29 no.4
• /
• pp.519-531
• /
• 2015

It has been widely accepted that the pressure management of water distribution systems using pressure reducing valves(PRVs) would be an effective method for controlling leakages. A pressure reducing valve (PRV) regulates outlet pressure regardless of fluctuating flow and varying inlet pressure, thereby reducing leakage and mitigating the stress on the water distribution system. However, the operation of a PRV is vulnerable to its mechanical condition and hydraulic operability. In this research, the effect of PRVs installed in water distribution system are evaluated in terms of hydraulic pressure reduction and mechanical performance by analyzing measured pressure data with statistical approach. A statistical approach using the moving average filter and frequency analysis based on fourier transform is presented to detect abnormally operated PRVs that have been densely installed in water distribution system. The result shows that the proposed approach can be a good performance evaluation method by simply measuring pressures for the PRVs.

• Smart Structures and Systems
• /
• v.6 no.4
• /
• pp.363-372
• /
• 2010

Accurate peak response estimation of a seismically excited structure with frictional damping system (FDS) is very difficult since the structure with FDS shows nonlinear behavior dependent on the structural period, loading characteristics, and relative magnitude between the frictional force and the excitation load. Previous studies have estimated the peak response of the structure with FDS by replacing a nonlinear system with an equivalent linear one or by employing the response spectrum obtained based on nonlinear time history and statistical analysis. In case that earthquake excitation is defined probabilistically, corresponding response of the structure with FDS becomes to have probabilistic distribution. In this study, nonlinear time history analyses were performed for the structure with FDS subjected to artificial earthquake excitation generated using Kanai-Tajimi filter. An equation for the probability density function (PDF) of the displacement response is proposed by adapting the PDF of the normal distribution. Coefficients of the proposed PDF are obtained by regression of the statistical distribution of the time history responses. Finally, the correlation between the resulting PDFs and statistical response distribution is investigated.

• Proceedings of the Computational Structural Engineering Institute Conference
• /
• 2007.04a
• /
• pp.639-644
• /
• 2007

The accurate peak response estimation of a seismically excited structure with frictional damping system(FDS) is very difficult since the structure with FDS shows nonlinear behavior dependent on the structural period, loading characteristics, and relative magnitude between the frictional force and the excitation load. Previous studies have estimated that by replacing a nonlinear system with an equivalent linear one or by employing the response spectrum obtained based on nonlinear time history and statistical analysis. In the case that on earthquake load is defined with probabilistic characteristics, the corresponding response of the structure with FDS has probabilistic distribution. In this study, nonlinear time history analyses were performed for the structure with FDS subjected to artificial earthquake loads generated using Kanai-Tajimi filter. An equation for the probability density function (PDF) of the displacement response is proposed by adapting the PDF of the normal distribution. Finally, coefficients of the proposed PDF is obtained by regression analysis of the statistical distribution of the time history responses. Finally, the correlation between PDFs and statistical response distribution is presented.

• KEPCO Journal on Electric Power and Energy
• /
• v.8 no.2
• /
• pp.79-86
• /
• 2022

Recently, the amount of maintenance is increasing due to the aging of power facilities, but the budget is constrained. Therefore, the importance of asset management that selects replacement priorities based on the failure probability and enhances investment effects is increasing. Because the number of distribution transformers is very large, the proportion of investment cost is very high. Therefore, it is important to select the investment priority by evaluating the reliable remaining life based on the failure probability. This paper evaluates the statistical expected life using the failure data of distribution transformers for the last 11 years and the current operation data. The hazard rate of distribution transformer and MV cable was compared with each other and the adequacy of early failure removal was reviewed and the statistical expected life corresponding to the cumulative failure probability B3% was calculated.

• Korean Journal of Organic Agriculture
• /
• v.22 no.1
• /
• pp.25-46
• /
• 2014

Since organized living cooperative associations sold their environment-friendly agricultural products directly to independent consumers in the past, the general distribution channels such as wholesalers had difficulty in handling these products. However, the ratio of distribution via wholesale channel has been gradually increased as consumption of environment-friendly agricultural products has expanded. This study is to address vitalization of wholesale distribution for environment-friendly agricultural products by gathering previous statistical data and analysis. In addition, statistical analysis are conducted by utilizing surveys on forwarders, consumers for environment-friendly agricultural products. As a result, the products producers ship are distributed through dealers at producers sites, producers cooperatives, or food process companies, food companies, internet shopping malls, large-scale distribution companies, consumer groups such as living cooperative associations, direct outlets at consumers sites, or exports. Among the channels, the large-scale distribution companies and franchised special shops account for 47%, the general supermarkets 15.7%, and living cooperative associations 14.6% respectively. By utilizing the research results on producers and consumers, and the distribution weight by channels for environment-friendly agricultural products, the distribution channels for living cooperative associations, wholesale markets, and large scale distribution companies are compared and evaluated. As a result, the level of producers' and consumers' satisfaction for them is the lowest since the low selling price for producers and high distribution margins.

• Journal of Korean Society for Quality Management
• /
• v.35 no.4
• /
• pp.159-165
• /
• 2007

Using statistical methods a change-point analysis of oil supply disruption is conducted. The statistical distribution of oil supply disruption is a weibull distribution. The detection of the change-point is applied to Bayesian method and weibull parameters are estimated through Markov chain monte carlo and parameter approach. The statistical approaches to the estimation for the change-point and weibull parameters is implemented with the sets of simulated and real data with small sizes of samples.

• Communications for Statistical Applications and Methods
• /
• v.22 no.3
• /
• pp.241-253
• /
• 2015

In this paper we predict the track of typhoons using a Bayesian principal component regression model based on wind field data. Data is obtained at each time point and we applied the Bayesian principal component regression model to conduct the track prediction based on the time point. Based on regression model, we applied to variable selection prior and two kinds of prior distribution; normal and Laplace distribution. We show prediction results based on Bayesian Model Averaging (BMA) estimator and Median Probability Model (MPM) estimator. We analysis 8 typhoons in 2006 using data obtained from previous 6 years (2000-2005). We compare our prediction results with a moving-nest typhoon model (MTM) proposed by the Korea Meteorological Administration. We posit that is possible to predict the track of a typhoon accurately using only a statistical model and without a dynamical model.

• Communications for Statistical Applications and Methods
• /
• v.17 no.4
• /
• pp.493-505
• /
• 2010

Developing a test for independence of random variables X and Y against the alternative has an important role in statistical inference. Kochar and Gupta (1987) proposed a class of tests in view of Block and Basu (1974) model and compared the powers for sample sizes n = 8, 12. In this paper, we evaluate Kochar and Gupta (1987) class of tests for testing independence against quadrant dependence in absolutely continuous bivariate Farlie-Gambel-Morgenstern distribution, via a simulation study for sample sizes n = 6, 8, 10, 12, 16 and 20. Furthermore, we compare the power of the tests with that proposed by G$\ddot{u}$uven and Kotz (2008) based on the asymptotic distribution of the test statistics.