• KSCE Journal of Civil and Environmental Engineering Research
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• v.38 no.2
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• pp.249-259
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• 2018

More than half of annual rainfall occurs in summer season in Korea due to its climate condition and geographical location. A frequency analysis is mostly adopted for designing hydraulic structure under the such concentrated rainfall condition. Among the various distributions, univariate Gumbel distribution has been routinely used for rainfall frequency analysis in Korea. However, the distributional changes in extreme rainfall have been globally observed including Korea. More specifically, the univariate Gumbel distribution based rainfall frequency analysis is often fail to describe multimodal behaviors which are mainly influenced by distinct climate conditions during the wet season. In this context, we purposed a Gumbel mixture distribution based rainfall frequency analysis with a Bayesian framework, and further the results were compared to that of the univariate. It was found that the proposed model showed better performance in describing underlying distributions, leading to the lower Bayesian information criterion (BIC) values. The mixed Gumbel distribution was more robust for describing the upper tail of the distribution which playes a crucial role in estimating more reliable estimates of design rainfall uncertainty occurred by peak of upper tail than single Gumbel distribution. Therefore, it can be concluded that the mixed Gumbel distribution is more compatible for extreme frequency analysis rainfall data with two or more peaks on its distribution.

• Journal of the Korean Data and Information Science Society
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• v.28 no.4
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• pp.733-742
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• 2017

There are many areas of applications where Gumbel distribution are employed such as environmental sciences, system reliability and hydrology. The goodness-of-fit test for Gumbel distribution is very important in environmental sciences, system reliability and hydrology data analysis. Therefore, we propose the two test statistics to test goodness-of-fit for the Gumbel distribution based on the generalized Lorenz curve. We compare the new test statistic with the Anderson - Darling test, Cramer - vonMises test, and modified Anderson - Darling test in terms of the power of the test through by Monte Carlo method. As a result, the new test statistics are more powerful than the other test statistics. Also, we propose new graphic method to goodness-of-fit test for the Gumbel distribution based on the generalized Lorenz curve.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.13 no.4
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• pp.151-161
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• 1993

The log-Gumbel distribution in real space is defined by transforming the conventional log-Gumbel distribution in log space. For this model, the parameter estimation techniques are applied based on the methods of moments, maximum likelihood and probability weighted moments. The asymptotic variances of estimator of the quantiles for each estimation method are derived to find the confidence limits for a given return period. Finally, the log-Gumbel model is applied to actual flood data to estimate the parameters, quantiles and confidence limits.

• Journal of Korea Water Resources Association
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• v.42 no.5
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• pp.365-374
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• 2009

Probability plotting positions are used for the graphical display of annual maximum rainfall or flood series and the estimation of exceedance probability of those values. In addition, plotting positions allow a visual examination of the fitness of probability distribution provided by frequency analysis for a given data. Therefore, the graphical approach using plotting position has been applied to many fields of hydrology and water resources planning. In this study, the plotting position formula for the Gumbel distribution is derived by using the order statistics and the probability weight moment of the Gumbel distribution for various sample sizes. And then, the parameters of plotting position formula for the Gumbel distribution are estimated by using genetic algorithm. The appropriate plotting position formulas for the Gumbel distribution are examined by the comparison of root mean square errors and biases between theoretical reduced Gumbel variates and those calculated from derived and existing plotting position formulas. As the results, Gringorten's plotting position formula has the smaller root mean square errors and biases than any other formulas.

• Wind and Structures
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• v.26 no.6
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• pp.383-395
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• 2018

An accurate determination of wind speed distribution is the basis for an evaluation of the wind energy potential required to design a wind turbine, so it is important to estimate unknown parameters of wind speed distribution. In this paper, Gumbel distribution is used in modelling wind speed data, and alternative robust estimation methods to estimate its parameters are considered. The methodologies used to obtain the estimators of the parameters are least absolute deviation, weighted least absolute deviation, median/MAD and least median of squares. The performances of the estimators are compared with traditional estimation methods (i.e., maximum likelihood and least squares) according to bias, mean square deviation and total mean square deviation criteria using a Monte-Carlo simulation study for the data with and without outliers. The simulation results show that least median of squares and median/MAD estimators are more efficient than others for data with outliers in many cases. However, median/MAD estimator is not consistent for location parameter of Gumbel distribution in all cases. In real data application, it is firstly demonstrated that Gumbel distribution fits the daily mean wind speed data well and is also better one to model the data than Weibull distribution with respect to the root mean square error and coefficient of determination criteria. Next, the wind data modified by outliers is analysed to show the performance of the proposed estimators by using numerical and graphical methods.

• Journal of the Chungcheong Mathematical Society
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• v.30 no.3
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• pp.285-289
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• 2017

Let $\{X_n,\;n{\geq}1\}$ be a sequence of independent and identically distributed random variables with cdf F(x) which is absolutely continuous with pdf f(x) and F(x) < 1 for all x in ($-{\infty},\;{\infty}$). In this paper, we obtain the characterizations of the Gumbel distribution by lower record values.

• Journal of Korean Society of Steel Construction
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• v.22 no.6
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• pp.573-580
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• 2010

In this study, an assessment method that considers the effects of directional wind speeds on buildings or structures that are sensitive to wind is proposed. Also, the basic characteristics of directional wind speeds were assessed by means of local annual maximum wind speeds. From the method of assessment of the characteristics of directional wind speeds, their goodness-of-fit was verified by applying extreme value distribution to the data on annual maximum wind speeds from the Korea Meteorological Administration. To consider the characteristics of directional winds, an assessment method is suggested that divides the directional wind pattern of each directional wind speed into four groups. From the study results, all the data on directional wind speeds based on the Gumbel distribution were examined using data on annual maximum wind speeds from Seoul, Tongyung, and Incheon. Since the Gumbel model of all directional wind speeds has independent probability characteristics that govern the 4 directional wind pattern groups, the application ratio proposed was based on the assessment of these four groups. According to the goodness-of-fit of the data on the annual maximum wind speeds based on the Gumbel distribution, new application ratios were proposed that consider the directional wind speeds in Seoul, Tongyung, and Incheon.

• Journal of Korean Society of Coastal and Ocean Engineers
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• v.16 no.3
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• pp.130-141
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• 2004

For a coastal or harbor structure design, one of the most important environmental factors is the appropriate design wave condition. Especially, the information of deepwater wave height distribution is essential for reliability design. In this paper, a set of deep water wave data obtained from KORDI(2003) were analyzed for extreme wave heights. These wave data at 67 stations off the Korean coast from 1979 to 1998 were arranged in the 16 directions. The probability distributions considered in this research were the Weibull, the Gumbel, the Log-pearson Type-III, and Lognormal distribution. For each of these distributions, three parameter estimation methods, i.e. the method of moments, maximum likelihood and probability weighted moments, were applied. Chi-square and Kolmogorov-Smirnov goodness-of-fit tests were performed, and the assumed distribution was accepted at the confidence level 95%. Gumbel distribution which best fits to the 67 station was selected as the most probable parent distribution, and optimally estimated parameters and 50 year design wave heights were presented.

• Journal of Korean Society of Water and Wastewater
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• v.26 no.2
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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.

• Journal of Korean Society of Water and Wastewater
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• v.30 no.1
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• pp.41-49
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• 2016

In this study, rainfall characteristics with stationary and non-stationary perspectives were analyzed using generalized extreme value (GEV) distribution and Gumbel distribution models with rainfall data collected in major cities of Korea to reevaluate the return period of sewer flooding in those cities. As a result, the probable rainfall for GEV and Gumbel distribution in non-stationary state both increased with time(t), compared to the stationary probable rainfall. Considering the reliability of ${\xi}_1$, a variable reflecting the increase of storm events due to climate change, the reliability of the rainfall duration for Seoul, Daegu, and Gwangju in the GEV distribution was over 90%, indicating that the probability of rainfall increase was high. As for the Gumbel distribution, Wonju, Daegu, and Gwangju showed the higher reliability while Daejeon showed the lower reliability than the other cities. In addition, application of the maximum annual rainfall change rate (${\xi}_1{\cdot}t$) to the location parameter made possible the prediction of return period by time, therefore leading to the evaluation of design recurrence interval.