• Title/Summary/Keyword: four-parameter distributions

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Prediction of Extreme Sloshing Pressure Using Different Statistical Models

  • Cetin, Ekin Ceyda;Lee, Jeoungkyu;Kim, Sangyeob;Kim, Yonghwan
    • Journal of Advanced Research in Ocean Engineering
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    • v.4 no.4
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    • pp.185-194
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    • 2018
  • In this study, the extreme sloshing pressure was predicted using various statistical models: three-parameter Weibull distribution, generalized Pareto distribution, generalized extreme value distribution, and three-parameter log-logistic distribution. The estimation of sloshing impact pressure is important in design of liquid cargo tank in severe sea state. In order to get the extreme values of local impact pressures, a lot of model tests have been carried out and statistical analysis has been performed. Three-parameter Weibull distribution and generalized Pareto distribution are widely used as the statistical analysis method in sloshing phenomenon, but generalized extreme value distribution and three-parameter log-logistic distribution are added in this study. Additionally, statistical distributions are fitted to peak pressure data using three different parameter estimation methods. The data were obtained from a three-dimensional sloshing model text conducted at Seoul National University. The loading conditions were 20%, 50%, and 95% of tank height, and the analysis was performed based on the measured impact pressure on four significant panels with large sloshing impacts. These fittings were compared by observing probability of exceedance diagrams and probability plot correlation coefficient test for goodness-of-fit.

Analyze the parameter uncertainty of SURR model using Bayesian Markov Chain Monte Carlo method with informal likelihood functions

  • Duyen, Nguyen Thi;Nguyen, Duc Hai;Bae, Deg-Hyo
    • Proceedings of the Korea Water Resources Association Conference
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    • 2021.06a
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    • pp.127-127
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    • 2021
  • In order to estimate parameter uncertainty of hydrological models, the consideration of the likelihood functions which provide reliable parameters of model is necessary. In this study, the Bayesian Markov Chain Monte Carlo (MCMC) method with informal likelihood functions is used to analyze the uncertainty of parameters of the SURR model for estimating the hourly streamflow of Gunnam station of Imjin basin, Korea. Three events were used to calibrate and one event was used to validate the posterior distributions of parameters. Moreover, the performance of four informal likelihood functions (Nash-Sutcliffe efficiency, Normalized absolute error, Index of agreement, and Chiew-McMahon efficiency) on uncertainty of parameter is assessed. The indicators used to assess the uncertainty of the streamflow simulation were P-factor (percentage of observed streamflow included in the uncertainty interval) and R-factor (the average width of the uncertainty interval). The results showed that the sensitivities of parameters strongly depend on the likelihood functions and vary for different likelihood functions. The uncertainty bounds illustrated the slight differences from various likelihood functions. This study confirms the importance of the likelihood function selection in the application of Bayesian MCMC to the uncertainty assessment of the SURR model.

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Goodness-of-fit test for the logistic distribution based on multiply type-II censored samples

  • Kang, Suk-Bok;Han, Jun-Tae;Cho, Young-Seuk
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.1
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    • pp.195-209
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    • 2014
  • In this paper, we derive the estimators of the location parameter and the scale parameter in a logistic distribution based on multiply type-II censored samples by the approximate maximum likelihood estimation method. We use four modified empirical distribution function (EDF) types test for the logistic distribution based on multiply type-II censored samples using proposed approximate maximum likelihood estimators. We also propose the modified normalized sample Lorenz curve plot for the logistic distribution based on multiply type-II censored samples. For each test, Monte Carlo techniques are used to generate the critical values. The powers of these tests are also investigated under several alternative distributions.

A new extended Birnbaum-Saunders model with cure fraction: classical and Bayesian approach

  • Ortega, Edwin M.M.;Cordeiro, Gauss M.;Suzuki, Adriano K.;Ramires, Thiago G.
    • Communications for Statistical Applications and Methods
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    • v.24 no.4
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    • pp.397-419
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    • 2017
  • A four-parameter extended fatigue lifetime model called the odd Birnbaum-Saunders geometric distribution is proposed. This model extends the odd Birnbaum-Saunders and Birnbaum-Saunders distributions. We derive some properties of the new distribution that include expressions for the ordinary moments and generating and quantile functions. The method of maximum likelihood and a Bayesian approach are adopted to estimate the model parameters; in addition, various simulations are performed for different parameter settings and sample sizes. We propose two new models with a cure rate called the odd Birnbaum-Saunders mixture and odd Birnbaum-Saunders geometric models by assuming that the number of competing causes for the event of interest has a geometric distribution. The applicability of the new models are illustrated by means of ethylene data and melanoma data with cure fraction.

Experimental fragility functions for exterior deficient RC beam-column connections before and after rehabilitation

  • Marthong, Comingstarful;Deb, Sajal K.;Dutta, Anjan
    • Earthquakes and Structures
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    • v.10 no.6
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    • pp.1291-1314
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    • 2016
  • The paper presents the development of experimental fragility functions for exterior RC beam-column connections based on results obtained from extensive testing carried out in the present study. Three typical types of seismically deficient beam-column connections, which are commonly prevalent in Indian sub-continent, were considered. These specimens were tested under cyclic displacement histories with different characteristics to induce different damage states. Rehabilitation specific fragility functions for damaged specimens were developed considering drift angle as a demand parameter. Four probability distributions were fit to the data and suitability of each distribution was evaluated using standard statistical method. Specimens with different damage states were rehabilitated appropriately and rehabilitated specimens were tested under similar displacement histories. Fragility functions for rehabilitated specimens have also been developed following similar procedure. Comparison of fragility functions for both original and rehabilitated specimens for each rehabilitation method showed close agreement, which establishes the effectiveness of the adopted rehabilitation strategies and hence would provide confidence in field application.

Probabilistic Distributions of Fatigue Life of Concrete Subjected to Flexural Loading (콘크리트 휨피로수명의 확률분포)

  • Oh, Byung Hwan;Lee, Hee Taik
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.6 no.2
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    • pp.103-109
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    • 1986
  • The distributions of fatigue life of concrete for various applied fatigue stress levels are investigated. The concrete beam specimens are tested in four-point flexural loading conditions. Three different levels of applied fatigue stresses are considered. They are 85%. 75%. 65%, respectively, of the static flexural strength of concrete. The present study indicates that the shapes of the probability distribution of fatigue lives are rather different for different levels of applied fatigue stress. This necessitates the consideration of the effects of applied fatigue stress levels on fatigue life distributions of concrete in order to conduct a realistic fatigue reliability analysis. The graphical method, the method of moments, and the method of maximum likelihood estimation are used to evaluate the distribution parameters of fatigue lives. It was found that the shape parameter of Weibull distribution for the fatigue life of concrete ranges from 2.0 to 4.0 according to the level of applied fatigue stress.

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A Method for the Preliminary Estimation of Vertical Natural Vibations of High Speed Boats (고속선(高速船) 선체고유상하진동(船體固有上下振動)의 초기추정(初期推定) 방법(方法))

  • K.C.,Kim;H.B.,Kim
    • Bulletin of the Society of Naval Architects of Korea
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    • v.17 no.1
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    • pp.25-29
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    • 1980
  • For the preliminary estimation of the vertical hull natural frequency, the Schlick's or Schlick-type formulae have been traditional ones and are still in common use today. Some investigators have made their efforts, based on statistical data of ships' system parameters, to extend the applicability of Schlick-type formulae to higher modes, or to utilize the Rayleigh method. For instance, the work done by Dinsenbacher et al.[5] belongs to the former and that of Nagamoto et al.[6] to the latter. In a part of his previous paper[7], the author, investigating the case of a cargo ship of medium size, suggested that provided statistically simplified curves such as trapezoid of system parameter distributions are available in hands, direct utlization of an ordinary computer program can be also an another convenient method by which we can obtain both natural frequencies and normal mode shapes. In this paper, to confirm the feasibility of the above suggestion, four high speed boats are investigated. The system parameters of them are originally given in [5]. The computer program used here is one confiled based on a calculation method derived from Myklestal-Prohl modeling of hull, transfer matrix formulation and an extended Gumbel's initial value method for solving frequency equation. The results of the investigation show that the direct calculation based on statistically oriented and reasonably assumed trapezoidal mean curves of system parameter distributions can give us natural frequencies within about 5% deviation up to several-noded modes and normal mode shapes serviceable at least up to 4- or 5-noded modes in comparision with those based on actual distributions of system parameters. For this simplified method the actual data required for input are only of ship length, displacement, total added mass, bending and shear rigidity at amidship. They are available at the early stage of design. By this method we can also easily trace variations of vibration characteristics in the course of ship design cycles.

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Water balance change at a transiting subtropical forest in Jeju Island

  • Kim, JiHyun;Jo, Kyungwoo;Kim, Jeongbin;Hong, Jinkyu;Jo, Sungsoo;Chun, Jung Hwa;Park, Chanwoo;Kim, Yeonjoo
    • Proceedings of the Korea Water Resources Association Conference
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    • 2022.05a
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    • pp.99-99
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    • 2022
  • Jeju island has a humid subtropical climate and this climate zone is expected to migrate northward toward the main land, Korea Peninsula, as temperature increases are accelerated. Vegetation type has been inevitably shifted along with the climatic change, having more subtropical species native in southeast Asia or even in Africa. With the forest composition shift, it becomes more important than ever to analyze the water balance of the forest wihth the ongoing as well as upcoming climate change. Here, we implemented the Ecosystem Demography Biosphere Model (ED2) by initializing the key variables using forest inventory data (diameter at breast height in 2012). Out of 10,000 parameter sets randomly generated from prior distribution distributions of each parameter (i.e., Monte-Carlo Method), we selected four behavioral parameter sets using remote-sensing data (LAI-MOD15A2H, GPP-MOD17A2H, and ET-MOD16A2, 8-days at 500-m during 2001-2005), and evaluated the performances using eddy-covariance carbon flux data (2012 Mar.-Sep. 30-min) and remote sensing data between 2006-2020. We simulated each of the four RCP scenarios (2.6, 4.5, 6.0, and 8.5) from four climate forcings (GFDL-ESM2M, HadGEM2-ES, IPSL-CM5A-LR, and MIROC5 from ISIMIP2b). Based on those 64 simulation sets, we estimate the changes in water balance resulting from the forest composition shift, and also uncertainty in the estimates and the sensitivity of the estimates to the parameters, climate forcings, and RCP scenarios.

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Power t distribution

  • Zhao, Jun;Kim, Hyoung-Moon
    • Communications for Statistical Applications and Methods
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    • v.23 no.4
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    • pp.321-334
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    • 2016
  • In this paper, we propose power t distribution based on t distribution. We also study the properties of and inferences for power t model in order to solve the problem of real data showing both skewness and heavy tails. The comparison of skew t and power t distributions is based on density plots, skewness and kurtosis. Note that, at the given degree of freedom, the kurtosis's range of the power t model surpasses that of the skew t model at all times. We draw inferences for two parameters of the power t distribution and four parameters of the location-scale extension of power t distribution via maximum likelihood. The Fisher information matrix derived is nonsingular on the whole parametric space; in addition we obtain the profile log-likelihood functions on two parameters. The response plots for different sample sizes provide strong evidence for the estimators' existence and unicity. An application of the power t distribution suggests that the model can be very useful for real data.

A four-variable plate theory for thermal vibration of embedded FG nanoplates under non-uniform temperature distributions with different boundary conditions

  • Barati, Mohammad Reza;Shahverdi, Hossein
    • Structural Engineering and Mechanics
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    • v.60 no.4
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    • pp.707-727
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    • 2016
  • In this paper, thermal vibration of a nonlocal functionally graded (FG) plates with arbitrary boundary conditions under linear and non-linear temperature fields is explored by developing a refined shear deformation plate theory with an inverse cotangential function in which shear deformation effect was involved without the need for shear correction factors. The material properties of FG nanoplate are considered to be temperature-dependent and graded in the thickness direction according to the Mori-Tanaka model. On the basis of non-classical higher order plate model and Eringen's nonlocal elasticity theory, the small size influence was captured. Numerical examples show the importance of non-uniform thermal loadings, boundary conditions, gradient index, nonlocal parameter and aspect and side-to-thickness ratio on vibrational responses of size-dependent FG nanoplates.