• Proceedings of the Korea Water Resources Association Conference
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• 2020.06a
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• pp.279-279
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• 2020

최근 copula 모형은 여러 확률변수를 갖는 수문현상에 대해 빈도해석을 수행할 경우 결합확률분포형으로 유용하게 사용되고 있다. 하나의 자료를 확률변수로 사용하는 단변량 빈도해석에 비해 여러 수문자료를 동시에 각각 확률변수로 취하여 결합확률분포형을 추정할 수 있는 다변량 빈도해석은 수문자료의 상관성을 고려하면서 확률분포형을 추정할 수 있다는 장점이 있다. Copula 모형 중 Gumbel copula는 extreme-value 확률분포형으로 극치사상에 적합한 확률분포형이다. 본 연구에서는 Gumbel copula를 이용하여 우리나라 기상청 64개 종관기상관측소의 강우자료로부터 극치 강우사상을 추출하고, 이를 이용하여 빈도해석을 수행하였다. 극치 강우사상은 전체 강우사상 중 각 년도별로 최대강우량을 갖는 연최대강우량사상(annual maximum volume event)을 사용하였다. 각 확률변수의 주변분포형으로는 gamma, Gumbel, generalized extreme value, generalized logistic, Weibull 등 5개 확률분포형을 검토하였으며 각각 적합한 주변분포형을 적용하고 copula 모형의 매개변수는 의사최우도법(maximum pseudo-likelihood method)를 사용하여 추정하였다. 또한 추정된 copula 모형은 Cramer-von Mises 함수와 경험적 copula를 이용하여 적합도 검정을 수행하였다. 이를 통해 극치강우사상에 대하여 Gumbel copula 모형의 적용성을 검토하였으며 추정된 결합확률분포형을 이용하여 빈도별 확률강우사상을 2차원 등치선(contour line)형태로 제시하였다.

• Communications for Statistical Applications and Methods
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• v.18 no.2
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• pp.245-255
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• 2011

There are two nonparametric methods that use empirical distribution functions and probability density estimators for the test of the distribution change of data. In this paper we investigate the two methods precisely and summarize the results of previous research. We assume several probability models to make a simulation study of the change point analysis and to examine the finite sample behavior of the two methods. Empirical powers are compared to verify which is better for each model.

• The Korean Journal of Applied Statistics
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• v.3 no.2
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• pp.91-105
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• 1990

Several practical prior distributions are derived using the maximum entropy principle. Also, an interactive method for estimating a prior distribution which uses the minimum cross-entropy principle is proposed when there are many prior informations. The consistency of the prior distributions obtained by the entropy principles is discussed.

• The KIPS Transactions:PartB
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• v.13B no.7 s.110
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• pp.633-642
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• 2006

In the Internet environment many interactions between many users and unknown users take place and it is usually rare to have the trust information about others. Due to the lack of trust information, entities have to take some risks in transactions with others. In this perspective, it is crucial for the entities to be equipped with functionality to accumulate and manage the trust information on other entities in order to reduce risks and uncertainty in their transactions. This paper is concerned with a quantitative computational trust model which takes into account multiple evaluation criteria and uses the recommendation from others in order to get the trust for an entity. In the proposed trust model, the trust for an entity is defined as the expectation for the entity to yield satisfactory outcomes in the given situation. Once an interaction has been made with an entity, it is assumed that outcomes are observed with respect to evaluation criteria. When the trust information is needed, the satisfaction degree, which is the probability to generate satisfactory outcomes for each evaluation criterion, is computed based on the empirical outcome outcome distributions and the entity's preference degrees on the outcomes. Then, the satisfaction degrees for evaluation criteria are aggregated into a trust value. At that time, the reputation information is also incorporated into the trust value. This paper also shows that the model could help the entities effectively choose other entities for transactions with some experiments in e-commerce.

• Proceedings of the Korea Water Resources Association Conference
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• 2018.05a
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• pp.180-180
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• 2018

가능최대강수량(PMP)은 대규모 수공구조물의 설계 시 기준이 되는 강수량으로, 최근 대규모 거대재난에 대비한 대피계획수립에 PMP를 활용하려는 움직임이 있으며 PMP에 대한 국내 연구가 활발히 수행되고 있다. PMP를 추정하기 위해 Hershfield의 통계적 방법에 대한 간단한 대안이 제안되었다. PMP는 물리적인 강우량 상한계로, 확률론적 개념과는 모순적이다. 또한, Hershfield의 PMP는 연 최대 시계열 평균의 선형함수로 주어지는 모양 매개변수를 가지는 GEV 분포의 약 60,000년 빈도임이 밝혀졌다. 따라서 본 연구에서는 Hershfield의 방법을 확률론적으로 해석하는 것이 바람직할 것으로 판단하였고, 기상청 ASOS 및 AWS 자료를 이용하여 우리나라 각 지점자료 중 10년 이상의 자료를 사용하여 Hershfield 방법을 적용하여 PMP를 산정하였다. 각 지점의 빈도계수를 구하여 우리나라 자료에 적합한 확률분포의 형태를 적용하였고, 분포형의 매개변수 값을 추정하였다. 또한, Hershfield의 빈도계수와, 우리나라 자료에 해당하는 빈도계수가 몇 년 빈도로 계산되는지 각각 확인해 보았다. ASOS 및 AWS 자료를 이용하여 연 최대 강수량 시계열 평균과 모양 매개변수의 관계 공식 또한 구성하였다. 본 연구의 방법을 검증하기 위하여 우리나라에서 제일 오래된 자료(57년)인 서울지점 자료를 이용하여 경험적인 분포함수와 본 연구에서 제안하고 있는 방법을 비롯한 다양한 방법을 통하여 구한 분포함수를 비교하여 도시하였다.

• Journal of the Korea Society for Simulation
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• v.18 no.1
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• pp.53-62
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• 2009

The real data obtained from field exercises has a crucial role in modeling and simulation of a combat or a wargame. This becomes an important input especially in analyzing weapon systems realization. Many existing models have been using the mean value of the time between each fire. The firing data can be incorporated into a known probability distribution or used directly as an empirical distribution. Data of field exercises are very useful instead of the real combat outcomes. This study finds a new modeling approach and techniques to compare the data with the previously generated outcomes. This fundamental research work will continue to consider more of the various weapon systems, the sizes, and other tactical aspects.

• The Korean Journal of Applied Statistics
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• v.29 no.1
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• pp.267-277
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• 2016

This paper considers we consider the estimation of copula parameters based on residuals in stochastic regression models. We prove that a semiparametric estimator using residual empirical distributions is consistent under some conditions and apply the results to the copula-ARMA model. We provide simulation results for illustration.

• Journal of Korea Water Resources Association
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• v.46 no.6
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• pp.643-653
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• 2013

The most important procedure in frequency analysis is to determine the appropriate probability distribution and to estimate quantiles for a given return period. To perform the frequency analysis, the goodness-of-fit tests should be carried out for judging fitness between obtained data from empirical probability distribution and assumed probability distribution. The previous goodness-of-fit could not consider enough extreme events from the recent climate change. In this study, the critical values of the modified Anderson-Darling test statistics were derived for 3-parameter Weibull distribution and power test was performed to evaluate the performance of the suggested test. Finally, this method was applied to 50 sites in South Korea. The result shows that the power of modified Anderson-Darling test has better than other existing goodness-of-fit tests. Thus, modified Anderson-Darling test will be able to act as a reference of goodness-of-fit test for 3-parameter Weibull model.

• Science of Emotion and Sensibility
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• v.20 no.2
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• pp.149-160
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• 2017

In hypothesis testing, the interpretation of a statistic obtained from the data analysis relies on a probabilistic distribution of the statistic constructed according to several statistical theories. For instance, the statistical significance of a mean difference between experimental conditions is determined according to a probabilistic distribution of the mean differences (e.g., Student's t) constructed under several theoretical assumptions for population characteristics. The present study explored the logic and advantages of random-resampling approach for analyzing event-related potentials (ERPs) where a hypothesis is tested according to the distribution of empirical statistics that is constructed based on randomly resampled dataset of real measures rather than a theoretical distribution of the statistics. To motivate ERP researchers' understanding of the random-resampling approach, the present study further introduced a specific example of data analyses where a random-permutation procedure was applied according to the random-resampling principle, as well as discussing several cautions ahead of its practical application to ERP data analyses.

• Journal of the Korean Data and Information Science Society
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• v.28 no.1
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• pp.87-98
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• 2017

The multivaiate empirical distribution function (MEDF) is defined in this work. The MEDF's expectation and variance are derived and we have shown the MEDF converges to its real distribution function. Based on random samples from bivariate standard normal distribution with various correlation coefficients, we also obtain MEDFs and propose two kinds of graphical methods to visualize MEDFs on two dimensional plane. One is represented with at most n stairs with similar arguments as the step function, and the other is described with at most n curves which look like bivariate quantile vector. Even though these two descriptive methods could be expressed with three dimensional space, two dimensional representation is obtained with ease and it is enough to explain characteristics of bivariate distribution functions. Hence, it is possible to visualize trivariate empirical distribution functions with three dimensional quantile vectors. With bivariate and four variate illustrative examples, the proposed MEDFs descriptive plots are obtained and explored.