• Journal of the Korean Statistical Society
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• 제34권4호
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• pp.311-329
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• 2005

Skewed t distributions have attracted significant attention in the last few years. In this paper, a generalization - referred to as the skewed generalized t distribution - with the pdf f(x) = 2g(x)G(${\lambda}x$) is introduced, where g(${\cdot}$) and G (${\cdot}$) are taken, respectively, to be the pdf and the cdf of the generalized t distribution due to McDonald and Newey (1984, 1988). Several particular cases of this distribution are identified and various representations for its moments derived. An application is provided to rainfall data from Orlando, Florida.

• Communications for Statistical Applications and Methods
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• 제28권6호
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• pp.673-679
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• 2021

The moment calculation in a truncated multivariate normal distribution is a long-standing problem in statistical computation. Recently, Kan and Robotti (2017) developed an algorithm able to calculate all orders of moment under different types of truncation. This result was implemented in an R package MomTrunc by Galarza et al. (2021); however, it is difficult to use the package in practical statistical problems because the computational burden increases exponentially as the order of the moment or the dimension of the random vector increases. Meanwhile, Lee (2021) presented an efficient numerical method in both accuracy and computational burden using Gauss-Hermit quadrature. This article introduces trunmnt implementation of Lee's work as an R package. The Package is believed to be useful for moment calculations in most practical statistical problems.

• 한국수자원학회논문집
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• 제55권7호
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• pp.545-556
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• 2022

수공구조물 설계 및 수자원 계획에서는 목표연도 이상의 수문기상자료를 활용하는 것이 추천된다. 강우 자료의 확장을 위해 추계학적 강수 모의 모형을 활용하는데, Bartlett-Lewis Rectangular Pulse Modified Model (BLRPM)과 Neyman-Scott Rectangular Pulse Model(NSRPM)이 대표적이다. 이 모형들은 확률분포의 매개변수 조합을 통해 추정되는 통계적 모멘트와 관측값의 통계적 모멘트를 반복 비교하여 최적 매개변수를 추정한다. 그러나 상대적으로 적은 관측값을 이용하여 매개변수를 추정하는 것은 부적절하게 정의된 문제(ill-posed problem)에 해당하며, 최적화 과정에서 매개변수 추정이 어려울 뿐만 아니라, 매개변수의 변동성도 매우 크다. 또한, 일부 연구에서 드러나듯이, 모형 매개변수 추정과정에서 다양한 목적함수를 활용해도 2차 모멘트에 국한되어 있어, 극치 강수량 재현에는 한계가 있다. 따라서 본 연구는 3차 모멘트를 포함한 목적함수를 활용하여 NSRPM 매개변수를 추정하고, 기존 2차 모멘트를 이용한 매개변수 접근방법과 극치강수량 재현 측면에서 비교를 수행하였다. 그 결과, 목적함수의 왜곡도 포함 여부에 따라 1, 2차 모멘트는 큰 차이를 나타내지 않았지만, 극치강우 재현 측면에서는 왜곡도를 포함한 경우가 포함하지 않은 경우보다 개선된 결과를 나타냈다.

• Journal of applied mathematics & informatics
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• 제12권1_2호
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• pp.323-334
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• 2003

We review the developmental history of the moment matrix of matrix quadratic form. This paper also investigates, the moment matrix of (non-central) Wishart distribution, which is multi-version of X$^2$ distribution.

• 대한지리학회지
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• 제43권2호
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• pp.253-262
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• 2008

이 논문의 주요 목적은 정규성 가정 하에 일변량 공간 연관성 측도의 첫 번째 네 적률을 구해내는 일반화된 추출 절차를 정식화하고, 그것을 바탕으로 각 측도의 가설 검정을 위해 정규근사가 갖는 가능성과 한계를 평가하는 것이다. 중요 연구 결과는 다음과 같다. 첫째, 이전의 연구에 기반함으로써, 정규성 가정 하에 전역적 측도와 국지적 측도에 모두 적용될 수 있는 일반화된 적률 추출절차가 도출되었다. 개별 공간 연관성 측도를 위한 필수적인 메트릭스가 적절히 정의되었을 때, 일반화된 유의성 검정 방법은 각 공간 연관성 측도의 기대값과 분산은 물론 첨도와 왜도를 효과적으로 산출하였다. 둘째, 첫 번째 두 적률에 근거한 정규근사 방법은 전역적 통계량에 대해서는 유효한 것으로 판명되었지만, 국지적 통계량에 대해서는 매우 높은 왜도와 첨도로 말미암아 그 유효성이 현저히 떨어지는 것으로 드러났다.

• 전자공학회논문지
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• 제51권5호
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• pp.152-159
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• 2014

본 논문에서는 웨이블릿 계수에 대한 런-길이를 도입하고, 웨이블릿 런-길이에 대한 통계적 모멘트를 이용한 영상 접합검출 방법을 제안한다. 영상 접합에 의해 발생된 불연속 에지를 강조하기 위하여, 접합 의심 영상에 대하여 다양한 전처리를 수행하였다. 제안 방법은 웨이블릿 변환이 가지는 다양한 통계적 특성을 사용할 수 있는 장점을 가지고 있다. 본 논문에서는 72개 까지 특징을 추출하였으며, SVM(support vector machine) 분류기를 이용하여 학습 및 검증을 수행하였다. 본 논문의 방법은 기존의 방법과 유사한 영상 접합 조작 결과를 보였으며, 웨이블릿 영역에서의 런-길이가 영상 접합 검출에 유용함을 보였다.

• Communications for Statistical Applications and Methods
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• 제24권5호
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• pp.493-505
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• 2017

Maximum likelihood estimation (MLE) of the generalized extreme value distribution (GEVD) is known to sometimes over-estimate the positive value of the shape parameter for the small sample size. The maximum penalized likelihood estimation (MPLE) with Beta penalty function was proposed by some researchers to overcome this problem. But the determination of the hyperparameters (HP) in Beta penalty function is still an issue. This paper presents some data adaptive methods to select the HP of Beta penalty function in the MPLE framework. The idea is to let the data tell us what HP to use. For given data, the optimal HP is obtained from the minimum distance between the MLE and MPLE. A bootstrap-based method is also proposed. These methods are compared with existing approaches. The performance evaluation experiments for GEVD by Monte Carlo simulation show that the proposed methods work well for bias and mean squared error. The methods are applied to Blackstone river data and Korean heavy rainfall data to show better performance over MLE, the method of L-moments estimator, and existing MPLEs.

• Smart Structures and Systems
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• 제20권2호
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• pp.207-217
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• 2017

Because of the inevitable uncertainties such as structural parameters, external excitations and measurement noises, the effects of uncertainties should be taken into consideration in structural damage detection. In this paper, two probabilistic structural damage detection approaches are proposed to account for the underlying uncertainties in structural parameters and external excitation. The first approach adopts the statistical moment-based structural damage detection (SMBDD) algorithm together with the sensitivity analysis of the damage vector to the uncertain parameters. The approach takes the advantage of the strength SMBDD, so it is robust to measurement noise. However, it requests the number of measured responses is not less than that of unknown structural parameters. To reduce the number of measurements requested by the SMBDD algorithm, another probabilistic structural damage detection approach is proposed. It is based on the integration of structural damage detection using temporal moments in each time segment of measured response time history with the sensitivity analysis of the damage vector to the uncertain parameters. In both approaches, probability distribution of damage vector is estimated from those of uncertain parameters based on stochastic finite element model updating and probabilistic propagation. By comparing the two probability distribution characteristics for the undamaged and damaged models, probability of damage existence and damage extent at structural element level can be detected. Some numerical examples are used to demonstrate the performances of the two proposed approaches, respectively.

• 대한기계학회논문집A
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• 제33권8호
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• pp.745-752
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• 2009

In robust design, the mean and variance of design performance are frequently used to measure the design performance and its robustness under uncertainties. In this paper, we present the Gauss-type quadrature formula as a rigorous method for mean and variance estimation involving arbitrary input distributions and further extend its use to robust design optimization. One dimensional Gauss-type quadrature formula are constructed from the input probability distributions and utilized in the construction of multidimensional quadrature formula such as the tensor product quadrature (TPQ) formula and the univariate dimension reduction (UDR) method. To improve the efficiency of using it for robust design optimization, a semi-analytic design sensitivity analysis with respect to the statistical moments is proposed. The proposed approach is applied to a simple bench mark problems and robust topology optimization of structures considering various types of uncertainty.

• 천문학회보
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• 제43권1호
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• pp.35.3-35.3
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• 2018

Incorporating the fully quantum mechanical computation of scattering cross-section and statistical moment analysis of absorption profiles, we investigate the Lyman line asymmetry of extremely high column density systems. Recent high redshift observations detected strong damped Lyman alpha systems (DLAs) whose column density is larger than N_HI ~ [10]^21.3 cm^(-2). Absorption profiles of these DLAs are characterized by the broad and asymmetric damping wing. For accurate description of radiation damping, the second-order time-dependent perturbation theory is adopted. To quantitatively address line asymmetry, we define a distribution function for each Lyman line, and compute statistical moments (mean, standard deviation, skewness and kurtosis) regarding column densities N_HI > [10]^18 cm^(-2). In this work, we present statistical properties of the intrinsic line profiles, and compare them with the Lorentzian cases.