• Communications for Statistical Applications and Methods
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• v.19 no.6
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• pp.837-847
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• 2012

Inverse Gaussian distribution is widely used in applications to analyze and model right-skewed data. To assess the appropriateness of the distribution prior to data analysis, Mudholkar and Tian (2002) proposed an entropy-based test of fit. The test is based on the entropy power fraction(EPF) index suggested by Gokhale (1983). The simulation results report that the power of the entropy-based test is superior compared to other goodness-of-fit tests; however, this observation is based on the small-scale simulation results on the standard exponential, Weibull W(1; 2) and lognormal LN(0:5; 1) distributions. A large-scale simulation should be performed against various alternative distributions to evaluate the power of the entropy-based test; however, the use of a theoretical method is more effective to investigate the powers. In this paper, utilizing the information discrimination(ID) index defined by Ehsan et al. (1995) as a mathematical tool, we scrutinize the power of the entropy-based test. The selected alternative distributions are the gamma, Weibull and lognormal distributions, which are widely used in data analysis as an alternative to inverse Gaussian distribution. The study results are provided and an illustrative example is analyzed.

• Journal of Forest and Environmental Science
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• v.34 no.6
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• pp.451-456
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• 2018

The use of single component distribution to describe the irregular stand structure of degraded forest often lead to bias. Such biasness can be overcome by the application of finite mixture distribution. Therefore, in this study, finite mixture distribution was used to characterise the irregular stand structure of the Gmelina arborea plantation in Omo forest reserve. Thirty plots, ten each from the three stands established in 1984, 1990 and 2005 were used. The data were pooled per stand and fitted. Four finite mixture distributions including normal mixture, lognormal mixture, gamma mixture and Weibull mixture were considered. The method of maximum likelihood was used to fit the finite mixture distributions to the data. Model assessment was based on negative loglikelihood value ($-{\Lambda}{\Lambda}$), Akaike information criterion (AIC), Bayesian information criterion (BIC) and root mean square error (RMSE). The results showed that the mixture distributions provide accurate and precise characterisation of the irregular diameter distribution of the degraded Gmelina arborea stands. The $-{\Lambda}{\Lambda}$, AIC, BIC and RMSE values ranged from -715.233 to -348.375, 703.926 to 1433.588, 718.598 to 1451.334 and 3.003 to 7.492, respectively. Their performances were relatively the same. This approach can be used to describe other irregular forest stand structures, especially the multi-species forest.

• Nuclear Engineering and Technology
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• v.53 no.2
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• pp.484-497
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• 2021

This paper proposes an extended time uncertainty analysis approach in Level 2 human reliability analysis (HRA) considering severe accident management (SAM) strategies. The method is a time-based model that classifies two time distribution functions-time required and time available-to calculate human failure probabilities from delayed action when implementing SAM strategies. The time required function can be obtained by the combination of four time factors: 1) time for diagnosis and decision by the technical support center (TSC) for a given strategy, 2) time for strategy implementation mainly by the local emergency response organization (ERO), 3) time to verify the effectiveness of the strategy and 4) time for portable equipment transport and installation. This function can vary depending on the given scenario and includes a summation of lognormal distributions and a choice regarding shifting the distribution. The time available function can be obtained via thermal-hydraulic code simulation (MAAP 5.03). The proposed approach was applied to assess SAM strategies that use portable equipment and safety depressurization system valves in a total loss of component cooling water event that could cause reactor vessel failure. The results from the proposed method are more realistic (i.e., not conservative) than other existing methods in evaluating SAM strategies involving the use of portable equipment.

• Journal of the Korean Society of Groundwater Environment
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• v.5 no.2
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• pp.80-87
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• 1998

Since groundwater flow paths have one of the major roles to transport the radioactive nuclides from the radioactive waste repository to the biosphere, the discrete fracture network model is used for the rock block scale flow instead of the porous continuum model. This study aims to construct a three dimensional discrete fracture network to interpret the groundwater flow system in the study site. The modeling work includes the determination of the probabilistic distribution function from the fracture geometric and hydraulic parameters, three dimensional fracture modeling and model calibration. The results of the constant pressure tests performed in a fixed interval length at boreholes indicate that the flow dimension around boreholes shows mainly radial to spherical flow pattern. The fracture transmissivity value calculated by Cubic law is 6.12${\times}$10$\^$-7/ ㎡/sec with lognormal distribution. The conductive fracture intensity estimated by FracMan code is 1.73. Based on this intensity, the total number of conductive fractures are obtained as 3,080 in the rock block of 100 m${\times}$100 m${\times}$100 m.

• Journal of Korea Water Resources Association
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• v.32 no.3
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• pp.265-279
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• 1999

In this study, one of the techniques on the extension of low flow series has been developed, in which the daily streamflows were simulated by the Tank model with the input of extended daily rainfall series which were stochastically generated by the Markov chain model. The annual lowest flow serried for each of the given durations were formulated form the simulated daily streamflow sequences. The frequency of the estimated annual lowest flow series was analyzed. The distribution types to be used for the frequency analysis were two-parameter and three-parameter log-normal distribution, two-parameter and three-parameter Gamma distribution, three-parameter log-Gamma distribution, Gumbel distribution, and Weibull distribution, of which parameters were estimated by the moment method and the maximum likelihood method. The goodness-of-fit test for probability distribution is evaluated by the Kolmogorov-Sminrov test. The fitted distribution function for each duration series is applied to frequency analysis for developing duration-low flow-frequency curves at Yongdam Dam station. It was shown that the purposed technique in this study is available to generate the daily streamflow series with fair accuracy and useful to determine the probabilistic low flow in the watersheds having the poor historic records of low flow series.

• Korean Management Science Review
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• v.25 no.3
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• pp.1-12
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• 2008

The Swaption is one of the popular Interest rates derivatives. In spite of such a popularity, the swaption pricing formula is hard to derived within the theoretical consistency. Most of swaption pricing model are heavily depending on the simulation technique. We present a new class of swaption model based on the multi-factor HJM levy-mixture model. A key contribution of this paper is to provide a generalized swaption pricing formula encompassing many market stylize facts. We provide an approximated closed form solution of the swaption price using the Gram-Charlier expansion. Specifically, the solution form is similar to the market models, since our approximation is based on the Lognormal distribution. It can be directly compared with the traditional Black's formula when the size of third and fourth moments are not so large. The proposed extended levy model is also expected to be capable of producing the volatility smiles and skewness.

• Communications for Statistical Applications and Methods
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• v.9 no.1
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• pp.101-113
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• 2002

In this paper we introduce a new score generating (unction for the rank regression in the linear regression model. The score function compares the $\gamma$'th and s\`th power of the tail probabilities of the underlying probability distribution. We show that the rank estimate asymptotically converges to a multivariate normal. further we derive the asymptotic Pitman relative efficiencies and the most efficient values of $\gamma$ and s under the symmetric distribution such as uniform, normal, cauchy and double exponential distributions and the asymmetric distribution such as exponential and lognormal distributions respectively.

• Proceedings of the Safety Management and Science Conference
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• 2008.11a
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• pp.153-160
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• 2008

This paper presents the log likelihood function for integrated models for ALT such as exponential-general Eyring, Weibull-temperature and specific heat, lognormal-temperature and specific heat. Additionally this paper estimates the system reliability and mean time to failure(MTTF) for series, parallel, k of n, and standby system using ALT linkage parameter. Lastly this study designs three variable reliability acceptance sampling(RAS) plans such as type I, II censored test, sequential test by the use of integrated models for ALT.

• The Transactions of The Korean Institute of Electrical Engineers
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• v.68 no.1
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• pp.52-60
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• 2019

In this paper, four types of insulation coils were fabricated by adding various kinds of glycols to improve the flexibility and adhesion of insulating coils in varnish dispersed with PAI / Nano Silica_15wt%. The applied voltage and frequency were 1.5 kV / 20 kHz for accelerated life evaluation. Through the 6th temperature stress level, the cause of the insulation breakdown of the coil was ignored and only the breakdown time was measured. The Arrhenius model was chosen based on the theoretical relationship between chemical reaction rate and temperature for estimating the insulation life of the coil due to accelerated thermal stress. Three types of distributions (Weibull, Lognormal, Exponential) were selected as the relationship between thermal stress model and distribution. The average insulation lifetime was estimated under the temperature stress of four types of insulation coils through the relationship between one kind of model and three kinds of distributions.

• Journal of Korean Society for Atmospheric Environment
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• v.4 no.2
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• pp.67-71
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• 1988

To estimate the probability of short term concentration of air pollution using long term arithmetic average concentration, the procedure was developed and added to Texas Climatological Model version 2. In the procedure, such statistical characteristics that frequency distribution of short term concentration may be approximated by a lognormal distribution, were applied. This procedure is capable of estimating not only highest concentration for a variety of averaging times but also concentrations for arbitrary occurrence frequency. Evaluation of the procedure with the results of short term concentrations calculated by Texas Episodic Model version 8 using the meteorological data and emission data in Seoul shows that the procedure estimates concentrations fairly well for wide range of percentiles.