• Journal of the Korean Statistical Society
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• v.26 no.3
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• pp.289-297
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• 1997

It is well known that the spacings, the differences of two successive order statistics, in a random sample of size n from a distribution function F are independent and exponentially distributed if F is itself the exponential distribution. In this paper we obtain an asymptotically similar result on a fixed number of upper spacings as n .to. .infty. for a general F under the assumption that F is in the domain of attraction of some extreme value distribution. For a heavy or short tailed F, appropriate log transformations of the sample should be proceded to get the result. As a by-product, we also get that each upper spacing diverges in probability to .infty. and converges in probability to 0 as n .to. .infty. for a heavy and short tailed F, respectively, which is fully expected.

• Journal of the Korean Statistical Society
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• v.36 no.1
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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.

• Journal of the Society of Naval Architects of Korea
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• v.33 no.1
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• pp.145-152
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• 1996

In this study, the technique to evaluate the extreme design wave height of certain return period is developed from the given measured or hindcasted sea state data of concerned area for limited period. By using the order statistics and Monte Carlo Simulation method, the best fit probability distribution function with proper parameters describing the given wave height data is chosen, from which extreme design wave height can be predicted by extrapolation to the desired return period. The fitness and the confidence limit of the chosen probability function are also discussed. Application calculation is carried out for the wave height data given by applying the Wilson wave model theory to major 50 typhoon wind data affecting Korean South coast during the year from 1938 to 1987.

• The Korean Journal of Applied Statistics
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• v.26 no.4
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• pp.595-610
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• 2013

Testing of order-restricted alternative hypothesis in $2{\times}k$ contingency tables can be applied to various fields of medicine, sociology, and business administration. Most testing methods have been developed based on a large sample theory. In the case of a small sample size or unbalanced sample size, the Type I error rate of the testing method (based on a large sample theory) is very different from the target point of 5%. In this paper, the exact testing method is introduced in regards to the testing of an order-restricted alternative hypothesis in categorical data (particularly if a small sample size or extreme unbalanced data). Power and exact p-value are calculated, respectively.

• Journal of Environmental Science International
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• v.19 no.10
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• pp.1237-1246
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• 2010

This paper aims to analyze the perception of university students for the extreme heat watch warning and suggest the usefulness of special weather reports. For this, we have made up a descriptive questionnaires including the perception, mass media, usefulness and satisfaction of special weather report. Using the SPSS 17.0 program, descriptive statistics, t-test, ANOVA and Scheffe test were used to analyze the collected data. The result are as follows; The perception of extreme heat watch warning was some low as 59.1 percentile, we think it needs education and public relations about the extreme heat watch warning. The usefulness of special weather report was 66.6 percentile and of girl students of university that was educated about health care was higher than one of boy students of university, it needs continuous education of these students in order to upgrade satisfaction of special report and mitigate the hazard of extreme heat according to climate change. The main media to get the meteorological information of university undergraduate students were TV and Internet, it needed education and development of new contents. From these findings, suggestions are presented to help improve the extreme heat watch warning.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.26 no.9
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• pp.1746-1752
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• 2002

Fatigue fracture in machine components is produced by surface micro-crack from stress concentration area such as notch and material defect. It is difficult to predict the remaining fatigue lift of mechanical components because the surface micro-crack on critical area initiates and grows with statistical distribution. Plane bending fatigue tests were carried out on the plain specimen of Al 2024-T3 and the initiation and growth behavior of surface micro cracks were observed. The statistical distribution of surface length of multiple micro cracks and their maximum length were investigated. The maximum surface crack length distributions were analyzed on the basis of the statistics of extremes in order to examine the prediction of remaining life.

• The Korean Journal of Applied Statistics
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• v.25 no.5
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• pp.757-773
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• 2012

Traditional value at risk(S-VaR) has a difficulity in predicting the future risk of financial asset prices since S-VaR is a backward looking measure based on the historical data of the underlying asset prices. In order to resolve the deficiency of S-VaR, an economic value at risk(E-VaR) using the risk neutral probability distributions is suggested since E-VaR is a forward looking measure based on the option price data. In this study E-VaR is estimated by assuming the generalized gamma distribution(GGD) as risk neutral density function which is implied in the option. The estimated E-VaR with GGD was compared with E-VaR estimates under the Black-Scholes model, two-lognormal mixture distribution, generalized extreme value distribution and S-VaR estimates under the normal distribution and GARCH(1, 1) model, respectively. The option market data of the KOSPI 200 index are used in order to compare the performances of the above VaR estimates. The results of the empirical analysis show that GGD seems to have a tendency to estimate VaR conservatively; however, GGD is superior to other models in the overall sense.

• International Journal of Reliability and Applications
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• v.8 no.2
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• pp.153-173
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• 2007

Wood-plastic composites (WPC) are gaining market share in the building industry because of durability/maintenance advantages of WPC over traditional wood products and because of the removal of chromated copper arsenate (CCA) pressure-treated wood from the market. In order to ensure continued market share growth, WPC manufacturers need greater focus on reliability, quality, and cost. The reliability methods outlined in this paper can be used to improve the quality of WPC and lower manufacturing costs by reducing raw material inputs and minimizing WPC waste. Statistical methods are described for analyzing stiffness (tangent modulus of elasticity: MOE) and flexural strength (modulus of rupture: MOR) test results on sampled WPC panels. Descriptive statistics, graphs, and reliability plots from these test data are presented and interpreted. Sources of variability in the MOE and MOR of WPC are suggested. The methods outlined may directly benefit WPC manufacturers through a better understanding of strength and stiffness measures, which can lead to process improvements and, ultimately, a superior WPC product with improved reliability, thereby creating greater customer satisfaction.

• Journal of the Korean Statistical Society
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• v.30 no.4
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• pp.667-678
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• 2001

The asymptotic behavior and distribution for quantiles estimators using ranked samples are introduced. Applications of quantiles estimation on finding the normal ranges (2.5% and 97.5% percentiles) and the median of some medical characteristics and on finding the Hodges-Lehmann estimate are discussed. The conclusion of this study is, whenever perfect ranking is possible, the relative efficiency of quantiles estimation using ranked samples relative to SRS is high. This may translates to large savings in cost and time. Also, this conclusion holds even if the ranking is not perfect. Computer simulation results are given and real data from lows 65+ study is used to illustrate the method.

• Asian Journal of Atmospheric Environment
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• v.8 no.3
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• pp.140-153
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• 2014

The extreme heat watch and warnings (EHWW) which is constructed as a part of the climate change adaptation took effect in the summer of 2008, but active response actions failed to be taken because of low perception among citizens. Therefore, a survey investigation targeting citizens residing in Busan and the Gyeongnam province was conducted in order to know the perception regarding EHWW issued by the Korea Meteorological Administration, to identify the main media through which information is acquired, and to propose an improvement measures which may enhance the usefulness and the degree of satisfaction of weather information. The results are as follows; The perception regarding EHWW was not very high as it remained at 59.8% in terms of percentile. Although the statistical significance was not fulfilled in the categories of gender or occupation, significant differences did exist among age groups. The main medium through which citizens acquired information regarding EHWW was the television, which was followed in order by the internet, acquaintances, short message service (SMS), radio, newspapers, the 131 weather hotline, and other media. The usefulness of EHWW was somewhat high (67.2%), and female students were found to utilize the information to a higher degree than male students. The statistics on the level of satisfaction regarding the weather information (65.4%) revealed that most respondents were satisfied. Housewives, professional, and the elder age groups exhibited great satisfaction, leading to the conclusions that the level of perception and interest regarding to the special weather reports (SWR) have an impact on satisfaction of SWR.