• Communications for Statistical Applications and Methods
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• 제12권2호
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• pp.285-294
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• 2005

This paper deals with the comparison of parameter estimation methods in a 3-parameter Kappa distribution which is sometimes used in flood frequency analysis. Method of moment estimation(MME), L-moment estimation(L-ME), and maximum likelihood estimation(MLE) are applied to estimate three parameters. The performance of these methods are compared by Monte-carlo simulations. Especially for computing MME and L-ME, three dimensional nonlinear equations are simplified to one dimensional equation which is calculated by the Newton-Raphson iteration under constraint. Based on the criterion of the mean squared error, L-ME (or MME) is recommended to use for small sample size( n$\le$100) while MLE is good for large sample size.

• 한국통신학회논문지
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• 제39C권7호
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• pp.608-614
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• 2014

이 논문에서는 비간섭 전력 부하 감시에 알맞은 패턴 인식 시스템을 다룬다. 전력 신호의 고차 적률 정보를 써서 전기기구를 효과적으로 분별하여 인식할 수 있는 새로운 특징 추출 방법을 제안한다. 동작 특성이 비슷한 두 전기기구를 제안한 고차 적률 특징과 커널 판별 분석을 쓰는 패턴 인식 시스템이 효과적으로 분별하여 인식할 수 있다는 것을 모의실험으로 보인다.

• 한국수자원학회논문집
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• 제50권3호
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• pp.211-221
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• 2017

수문통계분야에서는 극치 사상을 해석하기 위해 generalized extreme value (GEV), generalized logistic (GLO), Gumbel (GUM) 모형과 같은 다양한 극치분포들을 사용하여 왔다. 특히 우리나라 강우 사상의 경우 다양한 극치분포 모형 중 GEV 분포와 Gumbel 분포가 비교적 적합한 것으로 알려져 있지만 하나의 형상매개변수를 가지고 있어 각 분포 모형이 나타낼 수 있는 통계적 특성에 한계를 가지고 있다. 이러한 점에서 두 개의 형상매개변수를 가지고 있어 분포 모형이 나타낼 수 있는 통계적 특성의 범위가 넓은 분포의 적용이 필요하다. 이에 본 연구에서는 두 개의 형상매개변수를 가지고 있어 다양한 통계적 특성을 표현할 수 있는 Burr XII 분포와 우리나라 620개 지점의 강우자료의 무차원 L-moment 비를 이용하여 우리나라 강우자료의 수문학적 적용성을 검토하였다. 이를 위해 Burr XII 분포의 L-moment ratio인 L-skewness와 L-kurtosis를 유도하고 그 관계식을 이용하여 L-moment diagram을 작성하고 620개 지점이 해당 영역에 포함되는 정도를 검토하여 그 적용성을 살펴보았다. 그 결과 L-skewness가 L-kurtosis보다 상대적으로 큰 한강 유역에 해당하는 지점들에 대한 Burr XII 분포의 적용성이 우수한 것으로 나타났으며, 이는 일반적으로 많이 사용되는 GEV 또는 Gumbel 분포를 대체할 수 있는 분포가 될 가능성을 보였다고 할 수 있다.

• Communications for Statistical Applications and Methods
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• 제16권3호
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• pp.541-547
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• 2009

We consider distribution, reliability and moment of ratio in two independent beta random variables X and Y, and reliability and $K^{th}$ moment of ratio are represented by a mathematical generalized hypergeometric function. We introduce an approximate maximum likelihood estimate(AML) of reliability and right-tail probability in the beta distribution.

• Journal of the Korean Statistical Society
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• 제36권1호
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• pp.93-109
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• 2007

Gamma distributions are some of the most popular models for hydrological processes. In this paper, a very flexible family which contains the gamma distribution as a particular case is introduced. Evidence of flexibility is shown by examining the shape of its pdf and the associated hazard rate function. A comprehensive treatment of the mathematical properties is provided by deriving expressions for the nth moment, moment generating function, characteristic function, Renyi entropy and the asymptotic distribution of the extreme order statistics. Estimation and simulation issues are also considered. Finally, a detailed application to drought data from the State of Nebraska is illustrated.

• Communications for Statistical Applications and Methods
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• 제18권6호
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• pp.817-835
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• 2011

The moment(MM) and least squares(LS) estimations of the parameters are derived for the Pareto distribution in the presence of outliers. Further, we have derived a mixture method(MIX) of estimations with MM and LS that shows that the MIX is more efficient. In the final section we have given an example of actual data from a medical insurance company.

• Communications for Statistical Applications and Methods
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• 제14권3호
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• pp.679-686
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• 2007

Moment expressions are derived for the internally truncated normal distributions commonly applied to screening and constrained problems. They are obtained from using a recursive relation between the moments of the normal distribution whose distribution is truncated in its internal part. Closed form formulae for the moments can be presented up to $N^{th}$ order under the internally truncated case. Necessary theories and two applications are provided.

• Journal of the Korean Statistical Society
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• 제33권1호
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• pp.99-106
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• 2004

Let {X, $X_{n}, n\;{\geq}\;1$} be a sequence of identically distributed, negatively associated (NA) random variables and assume that $│X│^{r}$, r > 0, has a finite moment generating function. A strong law of large numbers is established for weighted sums of these variables.

• 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.

• 한국운동역학회지
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• 제29권4호
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• pp.255-261
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• 2019

Objective: The purpose of this study was to investigate differences of shock attenuation strategies between double-leg and single-leg landing on sagittal plane using statistical parametric mapping. Method: Nine healthy female professional soccer players (age: 24.0±2.5 yrs, height: 164.9±3.3 cm, weight: 55.7±6.6 kg, career: 11.2±1.4 yrs) were participated in this study. The subjects performed 10 times of double-leg and single-leg landing from the box of 30 cm height onto force plates respectively. The ground reaction force, angle, moment, angular velocity, and power of the ankle, knee, and hip joint on sagittal plane was calculated from initial contact to maximum knee flexion during landing phase. Statistical parametric mapping was used to compare the biomechanical variables of double-leg and single-leg landing of the dominant leg throughout the landing phase. Each mean difference of variables was analyzed using a paired t-test and alpha level was set to 0.05. Results: For the biomechanical variables, significantly increased vertical ground reaction force, plantarflexion moment of the ankle joint, negative ankle joint power and extension moment of the hip joint were found in single-leg landing compared to double-leg landing (p<.05). In addition, the flexion angle and angular velocity of the knee and hip joint in double-leg landing were observed significantly greater than single-leg landing, respectively (p<.05). Conclusion: These findings suggested that negative joint power and plantarflexion moment of the ankle joint can contribute to shock absorption during single-leg landing and may be the factors for preventing the musculoskeletal injuries of the lower extremity by an external force.