• Communications for Statistical Applications and Methods
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• v.16 no.4
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• pp.647-658
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• 2009

It is already known from the previous study that flood seems to have heavier tail. Therefore, to make prediction of future extreme label, some agreement of tail behavior of extreme data is highly required. The LH-moments estimation method, the generalized form of L-moments is an useful method of characterizing the upper part of the distribution. LH-moments are based on linear combination of higher order statistics. In this study, we have formulated LH-moments of five distributions useful in hydrology such as, two types of three parameter kappa distributions, beta-${\kappa}$ distribution, beta-p distribution and a generalized Gumbel distribution. Using LH-moments reduces the undue influences that small sample may have on the estimation of large return period events.

• Communications for Statistical Applications and Methods
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• v.23 no.2
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• pp.93-103
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• 2016

In the paper, we discuss dimension reduction of predictors ${\mathbf{X}}{\in}{{\mathbb{R}}^p}$ in a regression of $Y{\mid}{\mathbf{X}}$ with a notion of sufficiency that is called sufficient dimension reduction. In sufficient dimension reduction, the original predictors ${\mathbf{X}}$ are replaced by its lower-dimensional linear projection without loss of information on selected aspects of the conditional distribution. Depending on the aspects, the central subspace, the central mean subspace and the central $k^{th}$-moment subspace are defined and investigated as primary interests. Then the relationships among the three subspaces and the changes in the three subspaces for non-singular transformation of ${\mathbf{X}}$ are studied. We discuss the two conditions to guarantee the existence of the three subspaces that constrain the marginal distribution of ${\mathbf{X}}$ and the conditional distribution of $Y{\mid}{\mathbf{X}}$. A general approach to estimate them is also introduced along with an explanation for conditions commonly assumed in most sufficient dimension reduction methodologies.

• Communications for Statistical Applications and Methods
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• v.14 no.3
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• pp.583-592
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• 2007

Given the moments of a symmetric random variable, its density and distribution functions can be accurately approximated by making use of the algorithm proposed in this paper. This algorithm is specially designed for approximating symmetric distributions and comprises of four phases. This approach is essentially based on the transformation of variable technique and moment-based density approximants expressed in terms of the product of an appropriate initial approximant and a polynomial adjustment. Probabilistic quantities such as percentage points and percentiles can also be accurately determined from approximation of the corresponding distribution functions. This algorithm is not only conceptually simple but also easy to implement. As illustrated by the first two numerical examples, the density functions so obtained are in good agreement with the exact values. Moreover, the proposed approximation algorithm can provide the more accurate quantities than direct approximation as shown in the last example.

• Journal of the Society of Naval Architects of Korea
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• v.30 no.2
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• pp.37-42
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• 1993

In this study of statistical characteristics of roll response of ships to narrow band exciting moment generated by passing white noise through a linear filter is investigated. The parameters of linear filler are determined by comparing the results of exciting moment generated through filler equation tilth those evaluated from JONSWAP spectrum. The statistical results of the roll response of shops are presented.

• Communications for Statistical Applications and Methods
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• v.12 no.2
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• pp.443-451
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• 2005

The studied in this paper is a new algorithm for searching the maximum likelihood estimate(MLE) in which probability density function is not explicitly expressed. Newton-Raphson's root-finding routine and a nonlinear numerical optimization algorithm with constraint (so-called feasible sequential quadratic programming) are used. This algorithm is applied to the Wakeby distribution which is importantly used in hydrology and water resource research for analysis of extreme rainfall. The performance comparison between maximum likelihood estimates and method of L-moment estimates (L-ME) is studied by Monte-carlo simulation. The recommended methods are L-ME for up to 300 observations and MLE for over the sample size, respectively. Methods for speeding up the algorithm and for computing variances of estimates are discussed.

• Journal of the Korean Mathematical Society
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• v.42 no.5
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• pp.949-957
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• 2005

For weighted sum of a sequence {X, X$\_{n}$, n $\geq$ 1} of identically distributed, negatively orthant dependent random variables such that |r| > 0, has a finite moment generating function, a strong law of large numbers is established.

• Structural Engineering and Mechanics
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• v.24 no.5
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• pp.601-620
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• 2006

The paper presents an effective stiffness model for deformational analysis of reinforced concrete cracked members in bending throughout the short-term loading up to the near failure. The method generally involves the analytical derivation of an effective moment of inertia based on the smeared crack technique. The method, in a simplified way, enables us to take into account the non linear properties of concrete, the effects of cracking and tension stiffening. A statistical analysis has shown that proposed technique is of adequate accuracy of calculated and experimental deflections data provided for beams with small, average and normal reinforcement ratios.

• The Korean Journal of Applied Statistics
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• v.31 no.2
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• pp.241-251
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• 2018

The analysis of gene sets in microarray has advantages in interpreting biological functions and increasing statistical powers. Many statistical methods have been proposed for detecting significant gene sets that show relations between genes and phenotypes, but there is no consensus about which is the best to perform gene sets analysis and permutation based tests are considered as standard tools. When many gene sets are tested simultaneously, a large number of random permutations are needed for multiple testing with a high computational cost. In this paper, several parametric approximations are considered as alternatives of the permutation distribution and the moment based gene set test has shown the best performance for providing p-values of the permutation test closely and quickly on a general framework.

• Proceedings of the IEEK Conference
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• 2002.07c
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• pp.1531-1534
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• 2002

Shape description and its corresponding matching algorithm is one of the main concerns in MPEG-7. In this paper, a new method is proposed for shape registration of 2D objects for MPEG-7 Shapes are recognized using the Hu statistical moments in frequency domain. The Hu moments are moment-based descriptors of planar shapes, which are invariant under general translation, rotational, scaling, and reflection transformation. The image is transformed into frequency domain using Fourier Transform. Annular and radial wedge distributions fur the power spectra are extracted. Different statistical features (Hu moments) are found f3r the power spectrum of each selected transformed individual feature. The Euclidean distance of the extracted moment descriptors of the features are found with respect to the shapes in the database. The minimum Euclidean distance is the candidate for the matched shape. The simulation results are performed on the test shapes of MPEG-7.

• Progress in Medical Physics
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• v.2 no.2
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• pp.161-173
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• 1991

A statistical approach was carried out to analyze joint moments acting on the six subjects performing a right-handed seated task. The dynamic task analyzed consisted of moving a hand-held weight of lkg mass back and forth in front of a subject's chest at the shoulder level in an upright seated position. We used experimental data obtained in the Biomechanics Laboratory of the University of Michigan. Based on the acquired data from three trials by each subject, moments were calculated using a 3-dimensional biomechanical model at such articulations as wrist, elbow, shoulder, the third lumbar spine, hip, knee, and ankle joints. The linear correlation and the two way analysis of variance were applied to the calculated joint moments in order to investigate inter-subject and inter-trial varations. The results obtained showed that the largest magnitude and deviation of moment was found at the third lumbar spine, that any linear relationship could not be found between moment and its equivalents attempted in this study, and that the maximum value and deviation of moment acting on each joint were statistically the same for all three trials but those were statistically not the same for all six subjects.