• 응용통계연구
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• 제26권4호
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• pp.611-622
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• 2013

Mudholkar와 Tian (2002)이 제시한 엔트로피 기반 검정은 위치모수와 척도모수가 모두 알려져 있지 않거나 척도 모수만 알려져 있는 역가우스분포의 적합을 알아보고자 하는 경우에만 사용이 가능하다. 본 논문에서는 위치모수와 척도모수가 모두 알려져 있거나 위치모수만 알려져 있는 역가우스분포의 적합에도 적용할 수 있는 엔트로피 기반 적합도 검정을 소개한다. 이 검정은 확률적분변환에 기초를 두고 있다. 모의실험을 통해서 추정한 표본크기와 윈도크기에 따른 검정통계량의 기각값과 근사기각값을 얻기 위한 계산공식을 제시한다. 제안한 검정과 Mudholkar와 Tian (2002)의 검정을 검정력 측면에서의 성능을 비교하고자 모의실험을 수행한다. 모의실험 결과에서 제안한 검정은 기존의 엔트로피 기반 검정보다 더 좋은 검정력을 가지는 것으로 나타난다.

• 한국농공학회논문집
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• 제55권5호
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• pp.49-58
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• 2013

Appropriate random variables and probability density functions based on statistical analysis should be defined to execute reliability analysis. Most studies have focused on only normal distributions or assumed that the variables showing non-normal characteristics follow the normal distributions. In this study, the reliability problem with non-normal probability distribution was dealt with using the convolution method in the case that the integration domains of variables are limited to a finite range. The results were compared with the traditional method (linear transformation of normal distribution) and Monte Carlo simulation method to verify that the application was in good agreement with the characteristics of probability density functions with peak shapes. However it was observed that the reproducibility was slightly reduced down in the tail parts of density function.

• Journal of Electrical Engineering and Technology
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• 제8권4호
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• pp.719-728
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• 2013

Probabilistic assessment of voltage stability margin (VSM) with existence of correlated wind speeds is investigated. Nataf transformation is adopted to establish wind speed correlation (WSC) model. Based on the saddle-node bifurcation transversality condition equations and Monte Carlo simulation technique, probability distribution of VSM is determined. With correlation coefficients range low to high value, the effect of WSC on VSM is studied. In addition, two risk indexes are proposed and the possible threat caused by WSC is evaluated from the viewpoint of risk analysis. Experimental results show that the presence of correlated wind speeds is harmful to safe and stable operation of a power system as far as voltage stability is concerned. The achievement of this paper gives a detailed elaboration about the influence of WSC on voltage stability and provides a potentially effective analytical tool for modern power system with large-scale wind power sources integration.