• Title/Summary/Keyword: tail distribution

검색결과 269건 처리시간 0.022초

안장점근사를 이용한 자기회귀계수에 대한 소표본 점근추론 (Small Sample Asymptotic Inferences for Autoregressive Coefficients via Saddlepoint Approximation)

  • 나종화;김정숙
    • 응용통계연구
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    • 제20권1호
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    • pp.103-115
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    • 2007
  • 본 논문에서는 1차 자기회귀모형에서 자기회귀계수에 대한 여러 가지 추정량들의 분포함수에 대한 근사 방법에 대해 연구하였다. 자기회귀계수의 여러 추정량들을 이차형식의 관점에서 이해하고, Na와 Kim(2005)에 의한 안장점근사의 결과를 이용한 새로운 근사법을 제시하였다. 이 방법은 정규근사를 비롯한 기존의 근사법과는 달리 추정량에 대한 근사분포의 유도과정이 불필요하며, 소표본은 물론 통계적 추론의 주요 관심영역에서의 근사정도가 매우 뛰어난 장점을 가지고 있다. 모의실험을 통해 Edgeworth 근사를 비롯한 기존의 여러 근사법보다 효율이 뛰어남을 확인하였다.

Analytical Approximation Algorithm for the Inverse of the Power of the Incomplete Gamma Function Based on Extreme Value Theory

  • Wu, Shanshan;Hu, Guobing;Yang, Li;Gu, Bin
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제15권12호
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    • pp.4567-4583
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    • 2021
  • This study proposes an analytical approximation algorithm based on extreme value theory (EVT) for the inverse of the power of the incomplete Gamma function. First, the Gumbel function is used to approximate the power of the incomplete Gamma function, and the corresponding inverse problem is transformed into the inversion of an exponential function. Then, using the tail equivalence theorem, the normalized coefficient of the general Weibull distribution function is employed to replace the normalized coefficient of the random variable following a Gamma distribution, and the approximate closed form solution is obtained. The effects of equation parameters on the algorithm performance are evaluated through simulation analysis under various conditions, and the performance of this algorithm is compared to those of the Newton iterative algorithm and other existing approximate analytical algorithms. The proposed algorithm exhibits good approximation performance under appropriate parameter settings. Finally, the performance of this method is evaluated by calculating the thresholds of space-time block coding and space-frequency block coding pattern recognition in multiple-input and multiple-output orthogonal frequency division multiplexing. The analytical approximation method can be applied to other related situations involving the maximum statistics of independent and identically distributed random variables following Gamma distributions.

열간 조압연에서 선·후단부 캠버를 저감하기 위한 사이드 가이드에 관한 연구 (Study of Side Guide to Reduce Top and Tail Camber in Hot Roughing Rolling)

  • 변상민
    • 대한기계학회논문집A
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    • 제37권2호
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    • pp.205-212
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    • 2013
  • 본 논문에서는 열간 조압연에서 사용되는 사이드 가이드가 소재의 선 후단부 캠버에 미치는 영향에 대해서 고찰한다. 먼저 실제 열간 압연된 소재의 표면 온도 분포를 열화상 카메라로 측정한다. 이 온도 측정 결과를 유한요소해석에 반영하여 열간 소재의 비대칭 열변형 거동을 고찰한다. 사이드 가이드에 관련된 변수로써 사이드 가이드의 설치 위치, 사이드 가이드의 길이, 사이드 가이드와 소재 사이의 측면 갭을 선택하였다. 캠버의 크기가 더 큰 쪽에 사이드 가이드를 설치하는 것이 더 효과적이라는 정량적인 결과를 도출하였다. 사이드 가이드가 길면 길수록 캠버를 줄이는데 더 효과적이며, 사이드 가이드와 소재 사이의 갭을 줄이면 줄일수록 캠버의 크기를 비례적으로 줄일 수 있다는 결과도 정량적으로 입증하였다.

AIS data 분석에 의한 제주도 주변 해역에서의 저속 어선의 출현빈도와 어장탐색 (A study on appearance frequencies and fishing ground exploration of low-run fishing obtained by analyzing AIS data of vessels in the sea around Jeju Island)

  • 김광일;안장영
    • 수산해양기술연구
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    • 제54권2호
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    • pp.157-163
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    • 2018
  • In the area around Jeju Island, the squid jigging fishery and the hair-tail angling are popular. Therefore, the study on the characteristics of the formation and shift of fishing grounds is very important. We have received and analyzed AIS data of all vessels around Jeju Island from October 16, 2016 to October 16, 2017, and extracted the positions of the fishing vessels with the same operational characteristics as the fishing vessels of their fisheries. The distribution chart of the frequency of fishing vessels appearing in each predefined fishing grid ($1NM{\times}1NM$) was analyzed. So we took a analogy with the monthly shift of fishing grounds. Many fishing vessels appeared in the seas around Jeju Island from November 2016 to January 2017, and the frequency of their appearance was maintained. In November, however, fishing vessels were mostly concentrated in coastal waters. Yet, the density gradually weakened as they moved into January. From February, the frequency itself began to decline, making it the worst in April. The high concentration of fishing vessels in the waters leading from Jeju Island's northwest coast to south coast in November is believed to be related to the yellowtail fishery that are formed annually in the coastal waters off the island of Marado. In May 2017, the appearance frequency of fishing vessels increased and began to show a concentration in coastal waters around Jeju Island. Fishing vessels began to flock in waters northwest of Jeju Island beginning in July and peaked in August, and by September, fishing vessels were moving south along the coast of Jeju Island, weakening the density and spreading out. Between July and August, fishing vessels were concentrated in waters surrounding Jeju Island, which is believed to be related to the operations of fishing vessels for the squid jigging fishery and the hair-tail angling.

에너지 균형조건을 고려한 중형 태양광 추진 고고도 장기체공 무인기의 다분야 통합 최적설계 (Multidisciplinary Design Optimization(MDO) of a Medium-Sized Solar Powered HALE UAV Considering Energy Balancing)

  • 박경현;민상규;안존;이동호
    • 한국항공우주학회지
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    • 제40권2호
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    • pp.129-138
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    • 2012
  • 에너지 균형조건을 고려하여 중형 태양광 추진 고고도 장기체공 무인기의 다분야 통합 최적설계를 수행하였다. 무인기의 공력 모델로 Vortex Lattice Method (VLM)를 사용하였으며 Cruz가 제안한 중량분석 모델로서 비행체 중량을 추정하였다. 비행체의 세로 정안정성 확보를 위하여 꼬리날개의 부피비를 고정하고 정안정성을 확보할 수 있도록 꼬리날개의 위치를 결정하였다. 태양전지, 축전지, 비행 고도 등 사용가능한 에너지와, 비행체의 필요에너지를 비교하여 24시간 지속비행 가능성을 결정하였다. 태양 입사 에너지는 북위 $36^{\circ}$의 여름을 기준으로 하였으며, 주간비행 중 태양에너지를 이용한 상승비행으로 확보한 위치에너지를 이용하여 야간 비행에 필요한 에너지를 보충하였다. 이를 바탕으로, 무인기의 주요 치수, 중량 분포 최적 설계와 장기체공을 실현할 수 있는 비행전략을 제시하였다.

쇄석다짐말뚝의 극한지지력 데이터베이스 구축 및 통계학적 분석 (Constructing Database and Probabilistic Analysis for Ultimate Bearing Capacity of Aggregate Pier)

  • 박준모;김범주;장연수
    • 한국지반공학회논문집
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    • 제30권8호
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    • pp.25-37
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    • 2014
  • 국내 외 하중저항계수설계법의 저항계수 보정 시 수집된 데이터베이스의 신뢰성을 향상시키기 위하여 저항편향계수 산정 단계에서 저항편향치의 ${\pm}2{\sigma}$ 범위의 데이터만을 선택하거나 가정된 확률분포 검정을 만족하도록 꼬리(tail)부분의 데이터를 제거하는 방법을 적용하고 있다. 그러나 이들 방법에서는 데이터베이스 내에 우연히 포함된 저품질의 데이터를 확인할 수 없는 단점이 발견되었다. 본 연구에서는 정재하시험의 품질, 원지반의 공학적 특성, 쇄석다짐말뚝의 제원 등의 품질기준을 이용하여 데이터베이스 구축 단계에서 수행할 수 있는 품질평가법을 제안하였으며, 국내 외 문헌 및 정재하시험 보고서로부터 65개소의 정재하시험 데이터를 수집하여 데이터베이스의 구축 및 품질평가를 수행하였다. 데이터베이스의 품질 평가 상태에 따른 저항편향계수와 변동계수, 저항계수를 비교한 결과, 기존의 데이터베이스 처리과정과 품질평가법을 병행할 경우에 저항편향계수의 불확실성이 감소되며, 신뢰도 높은 LRFD 저항계수 보정에 효과적인 것으로 판단된다.

소결 메쉬를 이용한 원통형 수중운동체 항력 감소 연구 (A Study on Drag Reduction of Cylindrical Underwater Body Using Sintered Mesh)

  • 정철민;백부근;김경열;정영래
    • 한국군사과학기술학회지
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    • 제21권2호
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    • pp.195-203
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    • 2018
  • Among the techniques of reducing the drag to increase the speed of underwater moving bodies, we studied on the drag reduction method by gas injection. Researches on gas injection method have been paid much attention to reduce the drag of vessels or pipe inner walls. In this study, we used a sintered metal mesh that can uniformly distribute fine bubbles by gas injection method, and applied it to a cylindrical underwater moving body. Using the KRISO medium-sized cavitation tunnel, we measured both the bubble size on the surface of the sintered mesh and the bubble distribution in the boundary layer. Then, drag reduction tests were performed on the cylinder type underwater moving models with cylindrical or round type tail shape. Experiments were carried out based on the presence or absence of tail jet injection. In the experiments, we changed the gas injection amount using the sintered mesh gas injector, and changed flow rate accordingly. As a result of the test, we observed increased bubbles around the body and confirmed the drag reduction as air injection flow rate increased.

The Jeju Weasel, Mustela sibilica quelpartis, A New Definitive Host for Gnathostoma nipponicum Yamaguti, 1941

  • Woo, Ho-Choon;Oh, Hong-Shik;Cho, Shin-Hyeong;Na, Byoung-Kuk;Sohn, Woon-Mok
    • Parasites, Hosts and Diseases
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    • 제49권3호
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    • pp.317-321
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    • 2011
  • Adult gnathostomes were discovered in the stomach of the Jeju weasel, Mustela sibilica quelpartis, road-killed in Jeju-do (Province). Their morphological characters were examined to identify the species. Total 50 gnathostome adults were collected from 6 out of 10 weasels examined. In infected weasels, 4-6 worms were grouped and embedded in each granulomatous gastric tumor, except 1 weasel. Male worms were $25.0{\times}1.4$ mm in average size, and had a tail with pedunculate papillae, a spicule, and minute tegumental spines. Females were $40.0{\times}2.5$mm in average size, and had a tail without tegumental spines. Pointed and posteriorly curved hooklets were arranged in 8-10 rows on the head bulb. Tegumental spines were distributed from behind the head bulb to the middle portion of the body. The spines were different in size and shape by the distribution level of the body surface. Fertilized eggs were $65.5{\times}38.9\;{\mu}m$ in average size, and had a mucoid plug at 1 pole. These gnathostomes from Jeju weasels were identified as Gnathostoma nipponicum Yamaguti, 1941. By the present study, it was confirmed for the first time that G. nipponicum is distributed in Jeju-do, the Republic of Korea, and the Jeju weasel, M. sibilica quelpartis, plays a crucial role for its definitive host.

여수연안 정치망 어장의 환경요인과 어황 변동에 관한 연구 (Environmental Factors and Catch Fluctuation of Set Net Grounds in the Coastal Waters of Yeosu)

  • 김동수
    • 수산해양기술연구
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    • 제29권2호
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    • pp.94-108
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    • 1993
  • In order to investigate the relation between the environmental properties and catch fluctuation of set net fishing ground located in the coastal waters of Yeosu, oceanographic observation and catches on the grounds were carried out from Jan. to Dec. in 1990 and 1992. The results obtained are summarized as follows; 1) Because of the surveyed area is a costal shallow water, the fishing ground was influenced largely by atmospheric phenomena such as air temperature. precipitation. etc. and so showed large variations in temperature and salinity yearly. The inner water flowed out mainly between Yeosu ad Namhe-do, and then through Kumo-do between Dolsan-do and Kumo-do. On the other hand, off shore water was supplied into the fishing ground from the vicinity of Sori-do and Yokchi-do. thus the fishing ground was occupied usually by various sources of water. 2) The water mass in the fishing ground were divided into the inner water(29.0~30.6$\textperthousand$) and the mixed water(31,7~32.2$\textperthousand$) and off shore water(32.3~32.8$\textperthousand$) accourding to the distribution of salinity from T-S diagram plotted all salinity data observed in 1990 and 1992. In summer the inner and mixing water which was formed by river flowed southerly and spread south-easterly in the vicinity of Kumo-do. The off shore water which supplied from the vicinity of Sori-do and Yokchi-do and inner water formed the thermal front and halo front in summer. 3) The fishes caught by the set net were arranged in the order of catch amounts as follows: Spanish mackerel>Horse mackerel >Hair tail>Common mackerel> Sardine> Anchovy. The Catches of anchovy and sardine were high in April to May and those of hair tail and horse mackerel in July to September, but spanish mackerel were caught during the whole period of fishing. When inner water and mixing water appeared respectively and inner water and mixing water speared together in the set net fishing ground, the set net showed a high catch.

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Multivariate design estimations under copulas constructions. Stage-1: Parametrical density constructions for defining flood marginals for the Kelantan River basin, Malaysia

  • Latif, Shahid;Mustafa, Firuza
    • Ocean Systems Engineering
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    • 제9권3호
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    • pp.287-328
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    • 2019
  • Comprehensive understanding of the flood risk assessments via frequency analysis often demands multivariate designs under the different notations of return periods. Flood is a tri-variate random consequence, which often pointing the unreliability of univariate return period and demands for the joint dependency construction by accounting its multiple intercorrelated flood vectors i.e., flood peak, volume & durations. Selecting the most parsimonious probability functions for demonstrating univariate flood marginals distributions is often a mandatory pre-processing desire before the establishment of joint dependency. Especially under copulas methodology, which often allows the practitioner to model univariate marginals separately from their joint constructions. Parametric density approximations often hypothesized that the random samples must follow some specific or predefine probability density functions, which usually defines different estimates especially in the tail of distributions. Concentrations of the upper tail often seem interesting during flood modelling also, no evidence exhibited in favours of any fixed distributions, which often characterized through the trial and error procedure based on goodness-of-fit measures. On another side, model performance evaluations and selections of best-fitted distributions often demand precise investigations via comparing the relative sample reproducing capabilities otherwise, inconsistencies might reveal uncertainty. Also, the strength & weakness of different fitness statistics usually vary and having different extent during demonstrating gaps and dispensary among fitted distributions. In this literature, selections efforts of marginal distributions of flood variables are incorporated by employing an interactive set of parametric functions for event-based (or Block annual maxima) samples over the 50-years continuously-distributed streamflow characteristics for the Kelantan River basin at Gulliemard Bridge, Malaysia. Model fitness criteria are examined based on the degree of agreements between cumulative empirical and theoretical probabilities. Both the analytical as well as graphically visual inspections are undertaken to strengthen much decisive evidence in favour of best-fitted probability density.