• Title/Summary/Keyword: gamma model

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Stochastic Simulation of Monthly Streamflow by Gamma Distribution Model (Gamma 분포모델에 의한 하천유량의 Simulation에 관한 연구)

  • 이중석;이순택
    • Water for future
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    • v.13 no.4
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    • pp.41-50
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    • 1980
  • The prupose of this study are the theoretical examination of Gamma distribution function and its application to hydraulic engineering, that is studying the simulation of monthly streamflow by the Gamma distribtution function model(Gamma Model) based on Monte Carlo technique. In the analysis, monthly streamflow data in the Nak Dong River, the Han River, and the Keum River were used and the data were changed to modular coefficient in order to make the analysis convenient. At first, the fitness of monthly streamflow to 2-Parameter Gamma distribution was tested by Chi-square and Kolmogrov-Smironov test, by which it was found the monthly streamflow were fit well to this Gamma distribution function. Then, the Gamma Model based on the Gamma distribution and Monte Carlo Method was used in the simulation of monthly streamflow, and simulateddata showed that all their stastical characteristics were preserved well in the simulation. Consequently, it can be concluded that the Gamma Model is suitable for the simulation of monthly streamflow series directly by using the Mote Carlo technique.

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Derivation of Optimal Design Flood by Gamma and Generalized Gamma Distribution Models(II) -On the Generalized Gamma Distribution Model- (Gamma 및 Generalized Gamma 분포 모형에 의한 적정 설계홍수량의 유도(II) -Generalized Gamma 분포모형을 중심으로-)

  • 이순혁;박명근;맹승진;정연수;류경선
    • Magazine of the Korean Society of Agricultural Engineers
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    • v.40 no.2
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    • pp.59-68
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    • 1998
  • This study was conducted to derive optimal design floods by generalized gamma distribution model of the annual maximum series at eight watersheds along Geum, Yeongsan and Seomjin river systems. Design floods obtained by different methods for evaluation of parameters and for plotting positions in the generalized gamma distribution model were compared by the relative mean errors and graphical fit along with 95% confidence limits plotted on gamma probability paper. The results were analyzed and summarized as follows. 1. Basic statistics and parameters were calculated by the generalized gamma distribution model using different methods for parameters. 2. Design floods according to the return periods were obtained by different methods for evaluation of parameters and for plotting positions in the generalized gamma distribution model. 3. It was found that design floods derived by sundry averages method for parameters and Cunnane method for plotting position in the generalized gamma distribution are much closer to those of the observed data in comparison with those obtained by the other methods for parameters and for plotting positions from the viewpoint of relative mean errors. 4. Reliability of design floods derived by sundry averages method in the generalized gamma distribution was acknowledged within 95% confidence interval.

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Does mudcake change the results of modeling gamma-gamma well-logging?

  • Rasouli, Fatemeh S.
    • Nuclear Engineering and Technology
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    • v.54 no.9
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    • pp.3390-3397
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    • 2022
  • Among the different techniques available, nuclear methods, including gamma-gamma logging tools, are of special importance. Though the real environment which surrounds the drilled borehole is a complex fractured medium which the fluid can flow through the porosities, simulation studies generally use the traditional model of a homogeneous mixture of formation and the liquid. Considering a previously published study, which shows that modeling of fluid flow in fractured reservoirs and simulating the formation as an inhomogeneous fractured medium leads to different results compared with those of homogeneous mixture, here we study the effect of the presence of drilling fluid (mudcake) on the response of the detectors in both the models. To study this effect, a typical gamma-gamma logging tool was modeled by using the MCNPX Monte Carlo code. The results show that the responses of the detectors in the mixture model in the presence of various thicknesses of mudcake are sensitive to the density of the formation material. However, this effect is not notable in the inhomogeneous fractured medium. These results emphasize the importance of the model employed for simulation of the medium in gamma-gamma well-logging.

Bayesian Model Selection in the Gamma Populations

  • Kang, Sang-Gil;Kang, Doo-Young
    • Journal of the Korean Data and Information Science Society
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    • v.17 no.4
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    • pp.1329-1341
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    • 2006
  • When X and Y have independent gamma distributions, we consider the testing problem for two gamma means. We propose a solution based on a Bayesian model selection procedure to this problem in which no subjective input is considered. The reference prior is derived. Using the derived reference prior, we compute the fractional Bayes factor and the intrinsic Bayes factors. The posterior probability of each model is used as a model selection tool. Simulation study and a real data example are provided.

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The Decision of Critical Population Size for Releasing Micro Data Files (마이크로데이터 제공에 따른 임계모집단 크기 결정)

  • NamKung, Pyong;So, Joung-Hyun
    • Communications for Statistical Applications and Methods
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    • v.17 no.6
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    • pp.791-801
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    • 2010
  • This study reviews the concept of disclosure, disclosure risks, and uniqueness. The number of uniqueness in the population is of great importance in evaluating the disclosure risk of micro data files. We approach this problem by considering some basic superpopulation models including the Multinomial-Dirichlet model, the Poisson- Gamma model of Bethlehem et al. (1990) and Takemura (1997), and the Modified Multinomial-Dirichlet model. We decided the critical population size of each superpopulation model for four different superpopulation models.

A Study of Option Pricing Using Variance Gamma Process (Variance Gamma 과정을 이용한 옵션 가격의 결정 연구)

  • Lee, Hyun-Eui;Song, Seong-Joo
    • The Korean Journal of Applied Statistics
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    • v.25 no.1
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    • pp.55-66
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    • 2012
  • Option pricing models using L$\acute{e}$evy processes are suggested as an alternative to the Black-Scholes model since empirical studies showed that the Black-Sholes model could not reflect the movement of underlying assets. In this paper, we investigate whether the Variance Gamma model can reflect the movement of underlying assets in the Korean stock market better than the Black-Scholes model. For this purpose, we estimate parameters and perform likelihood ratio tests using KOSPI 200 data based on the density for the log return and the option pricing formula proposed in Madan et al. (1998). We also calculate some statistics to compare the models and examine if the volatility smile is corrected through regression analysis. The results show that the option price estimated under the Variance Gamma process is closer to the market price than the Black-Scholes price; however, the Variance Gamma model still cannot solve the volatility smile phenomenon.

ATTITUDE DETERMINATION OF MICRO-SATELLITE USING GEOMAGNETISE AND MAGNETOMETER DATA (MAGNETOMETER 측정자료와 지구자기장을 이용한 소형 인공위성의 자세 결정)

  • 석재호;최규홍
    • Journal of Astronomy and Space Sciences
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    • v.9 no.2
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    • pp.203-212
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    • 1992
  • Geomagnetic data from 3-axis magnetometer and the IGRF model (tilite - eccentric dipole model) were used to determine the attitude of a satellite. We compared the values of the geomagnetic model with the magnetometer data and two attitude angles, called $\alpha$ -angle and $\beta$-angle respectively, were calculated. From these angles we calculated simple bounds, $\gamma1$ and $\gamma2$, on the true attitude angle $\gamma$, which is used to detemine attitude, between the z-axis and the local vertical. And then we investigated conditions of attitudes of UoSAT-11, 14, 22.

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Change of Surviving Fractions based on the Recovery of Potentially Lethal Damage in HFL-I Cell Line (HFL-I 세포의 잠재적 치사 손상 회복에 따른 세포 생존율 변화)

  • Choi, Eunae
    • Journal of the Korean Society of Radiology
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    • v.11 no.3
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    • pp.147-151
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    • 2017
  • Potentially lethal damage repair (PLDR) in HFL-I was investigated by delayed plating experiments. The surviving fraction data were fitted to the linear Quadratic equation ($LogSn=-n{\gamma}({\alpha}d+{\beta}d^2$) where ${\gamma}=1$ for immediate plating). And a repair factor ${\gamma}$ was developed to compare survival for immediate and delayed plating. When we only took into account the repair factor of PLDR ${\gamma}$ which was derived from the delay assay, the cell survival response th fractionated carbon ion irradiation was not fully matched. This gap suggested that consideration of another repair process is necessary. So this suggests that the various repair process plays an important role in the fractionated irradiations.

A Structural Model for Maternal Adaptation and Family Stress in Families with Mentally Retarded Children (정신 박약 아동 어머니의 스트레스와 적응에 관한 구조 모형)

  • 이경희
    • Journal of Korean Academy of Nursing
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    • v.22 no.4
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    • pp.476-490
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    • 1992
  • This study was designed to develop and test a structural model for maternal adaptation and family stress in families with mentally handicapped children. A hypothetical model was constructed on the basis of the family stress theory developed by McCubbin etc. The model included 6 theoretical concepts and 11 paths. For the purpose of the model testing, empirical data were collected from May to August, 1992. The subjects of the study constituted 190 mothers of children in five special schools and one private institute in Seoul and Choong Nam. An SPSS PC+ and PC-LISREL 7.13 computer programs were used for descriptive and covariance structure analysis. The results of the study were as follows. (1) The hypothetical model showed itself a good fit to the empirical data [Chi - square=18.35(df=7, P=0.005), Goodness of Fit Index=0.991, Adjusted Goodness of Fit Index=0.959, Root Mean Square Residual=0.042), Non Normed Fit Index=0.90, Normed Fit Index=0.96]. (2) The results of Hypothesis testing indicated : 1) Social support(${\gamma}$$_{11}$=.238, T=2.352), Family functioning(${\gamma}$$_{12}$=.729, T=5.957) and Family life event stress(${\gamma}$$_{13}$=.125) had direct effects on situational definition. 2) Life event stress(${\gamma}$$_{23}$=.319, T=3.872) had direct effects on the effect of the handicapped child on the family. Family functioning(${\gamma}$$_{22}$=-.245) and situational definition($\beta$$_{21}$=-.335, T=3.227) had direct effects on the effect of the handicapped child on the family. 3) Situational definition($\beta$$_{31}$=-.273, T=3.493), family life event stress (${\gamma}$$_{33}$=.124, T=2.169) and the effect of the handicapped child on the family($\beta$$_{32}$=.264, T=-3.227) showed the direct effect on the maternal adaptation. The model was supported by the empirical data. Thus it was suggested that the model could be applied to family nursing care with the families with the mentally handicapped. The construction and testing of the comprehensive model seem to be the first trial in Korea.a.a.a.

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Comparative Analysis of Design Flood by Different Methods for the Estimation of Parameters in Generalized Gamma Distribution Model (Generalized Gamma 분포 모형의 매개변수 유도 방법에 의한 설계홍수량의 비교분석)

  • Lee Soon-hyuk;Maeng Sung-jin;Ryoo Kyong-sik
    • KCID journal
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    • v.5 no.1
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    • pp.32-46
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    • 1998
  • This study was conducted to derive optimal design floods by generalized gamma distribution model of the annual maximum series at six watersheds along Han and Nag Dong river systems. Design floods obtained by different methods for estimation of parameters

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