• 대한수학회보
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• 제55권3호
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• pp.679-698
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• 2018

In this paper, with optimal normalized constants, the asymptotic expansions of the distribution and density of the normalized maxima from generalized Maxwell distribution are derived. For the distributional expansion, it shows that the convergence rate of the normalized maxima to the Gumbel extreme value distribution is proportional to 1/ log n. For the density expansion, on the one hand, the main result is applied to establish the convergence rate of the density of extreme to its limit. On the other hand, the main result is applied to obtain the asymptotic expansion of the moment of maximum.

• 한국해안·해양공학회논문집
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• 제20권5호
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• pp.482-490
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• 2008

연안 및 항만구조물의 설계에서 최극 고조위는 매우 중요한 환경인자이다. 특히, 최극 고조위의 분포정보는 최근 부각되고 있는 신뢰성 설계에 필수적인 요소이다. 본 연구에서는 국립해양조사원에서 제시한 한국연안 주요 23개 검조소의 최극조위자료를 이용하여 극치분포 분석을 수행하였다. 특성분석에 사용된 극치분포함수는 Generalized Extreme Value, Gumbel 그리고 Weibull 분포이며, 각 분포함수의 매개변수는 모멘트법, 최우도법 그리고 확률가중모멘트법 등 3가지방법으로 추정하였다. 또한, 극치분포함수의 적합성은 95% 신뢰도 수준으로 $X^2$ 및 K-S 검정을 실시하였다. 그 결과, 23개 검조소의 최극 고조위는 Gumbel 분포형이 가장 적합한 모형으로 파악되었으며, 최적 추정된 매개변수 및 재현기간별 최극 고조위 정보를 제시하였다. 심 등(1992)이 제시한 인천, 제주, 여수, 부산, 묵호에 대한 극치해면값은 본 논문에서 산정한 결과에 비하여 작게 나타났다.

• 문화기술의 융합
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• 제8권1호
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• pp.531-536
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• 2022

본 논문은 꼬리가 두꺼운 분포의 꼬리부분에 대한 분포를 추정할 경우 모수적 방법과 비모수적 방법의 성능에 대해 비교하였다. 모수적 방법으로는 일반화 극단값 분포와 일반화 파레토 분포를 이용하였고, 비모수적 방법은 커널형 확률밀도함수 추정방법을 적용하였다. 두 접근법의 비교를 위해 2014년부터 2018년까지 서울시 관측소별 일일 미세먼지 공공데이터를 이용하여 블록 최댓값 모형과 분계점 초과치 모형을 적용하여 함수 추정한 결과를 함께 보이고 2년, 5년, 10년의 재현수준을 통해 고농도의 미세먼지가 일어날 지역을 예측하였다.

• Ocean Systems Engineering
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• 제4권4호
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• pp.293-308
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• 2014

Unlike the traditional displacement type vessels, the high speed planing crafts are supported by the lift forces which are highly non-linear. This non-linear phenomenon causes their motions in an irregular seaway to be non-Gaussian. In general, it may not be possible to express the probability distribution of such processes by an analytical formula. Also the process might not be stationary or ergodic in which case the statistical behavior of the motion to be constantly changing with time. Therefore the extreme values of such a process can no longer be calculated using the analytical formulae applicable to Gaussian processes. Since closed form analytical solutions do not exist, recourse is taken to fitting a distribution to the data and estimating the statistical properties of the process from this fitted probability distribution. The peaks over threshold analysis and fitting of the Generalized Pareto Distribution are explored in this paper as an alternative to Weibull, Generalized Gamma and Rayleigh distributions in predicting the short term extreme value of a random process.

• 한국농공학회논문집
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• 제54권6호
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• pp.133-142
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• 2012

The objective of this study was to correct the bias of the Representative Concentration Pathways (RCP)-based future precipitation data using a quantile mapping method. This method was adopted to correct extreme values because it was designed to adjust simulated data using probability distribution function. The Generalized Extreme Value (GEV) distribution was used to fit distribution for precipitation data obtained from the Korea Meteorological Administration (KMA). The resolutions of precipitation data was 12.5 km in space and 3-hour in time. As the results of bias correction over the past 30 years (1976~2005), the annual precipitation was increased 16.3 % overall. And the results for 90 years (divided into 2011~2040, 2041~2070, 2071~2100) were that the future annual precipitation were increased 8.8 %, 9.6 %, 11.3 % respectively. It also had stronger correction effects on high value than low value. It was concluded that a quantile mapping appeared a good method of correcting extreme value.

• 응용통계연구
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• 제33권1호
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• pp.107-114
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• 2020

자연 재해로부터 관측되는 자료를 대상으로 재현 수준 예측 등과 같은 자료 분석을 위해 일반화 극단값 분포(generalized extreme value)가 자주 사용되어 왔다. 표본 수가 충분히 큰 경우 연속적인 블록 최댓값들은 점근적으로 일반화 극단값 분포를 따른다. 하지만 소표본인 경우 이러한 사실은 성립되지 않을 수도 있다. 본 논문에서는 이러한 문제점을 해결하기 위해 모형 적합도 검정 및 모형 선택을 통해 로그-로지스틱(log-logistic) 분포의 사용을 제안한다. 하나의 예증으로서 중국 지진 자료를 대상으로 하여 로그-로지스틱 분포를 이용하여 재현 기간별 재현 수준 예측 및 신뢰구간을 제시한다.

• Journal of the Korean Data and Information Science Society
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• 제24권5호
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• pp.1101-1101
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• 2013

• Journal of the Korean Data and Information Science Society
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• 제15권3호
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• pp.593-603
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• 2004

We consider the problem of estimating the scale parameter of the Weibull distribution based on multiply Type-II censored samples. We propose two estimators by using the approximate maximum likelihood estimation method for Weibull and extreme value distributions. The proposed estimators are compared in the sense of the mean squared error.

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2015년도 학술발표회
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• pp.537-537
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• 2015

In recent decades, the independence and identical distribution (iid) assumption for extreme events has been shown to be invalid in many cases because long-term climate variability resulting from phenomena such as the Pacific decadal variability and El Nino-Southern Oscillation may induce varying meteorological systems such as persistent wet years and dry years. Therefore, in the current study we propose a new parameter estimation method for probability distribution models to more accurately predict the magnitude of future extreme events when the iid assumption of probability distributions for large-scale climate variability is not adequate. The proposed parameter estimation is based on a metaheuristic approach and is derived from the objective function of the rth power probability-weighted sum of observations in increasing order. The combination of two distributions, gamma and generalized extreme value (GEV), was fitted to the GEV distribution in a simulation study. In addition, a case study examining the annual hourly maximum precipitation of all stations in South Korea was performed to evaluate the performance of the proposed approach. The results of the simulation study and case study indicate that the proposed metaheuristic parameter estimation method is an effective alternative for accurately selecting the rth power when the iid assumption of extreme hydrometeorological events is not valid for large-scale climate variability. The maximum likelihood estimate is more accurate with a low mixing probability, and the probability-weighted moment method is a moderately effective option.

• 상하수도학회지
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• 제26권2호
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• pp.321-329
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• 2012

In this study, statistical analysis under both stationary and non-stationary climate was conducted for rainfall data measured in Seoul. Generalised Extreme Value (GEV) distribution and Gumbel distribution were used for the analysis. Rainfall changes under the non-stationary climate were estimated by applying time variable (t) to location parameter (${\xi}$). Rainfall depths calculated in non-stationary climate increased by 1.1 to 6.2mm and 1.0 to 4.6mm for the GEV distribution and gumbel distribution respectively from those stationary forms. Changes in annual maximum rainfall were estimated with rate of change in the location parameter (${\xi}1{\cdot}t$), and temporal changes of return period were predicted. This was also available for re-evaluating the current sewer design return period. Design criteria of sewer system was newly suggested considering life expectance of the system as well as temporal changes in the return period.