• Journal of Korea Water Resources Association
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• v.48 no.7
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• pp.567-579
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• 2015

This study performed the non-stationary flood frequency analysis considering time-varying parameters of a probability density function. Also, return period and risk under non-stationary condition were estimated. A stationary model and three non-stationary models using Generalized Extreme Value(GEV) were developed. The only location parameter was assumed as time-varying parameter in the first model. In second model, the only scale parameter was assumed as time-varying parameter. Finally, the both parameters were assumed as time varying parameter in the last model. Relative likelihood ratio test and Akaike information criterion were used to select appropriate model. The suggested procedure in this study was applied to eight multipurpose dams in South Korea. Using relative likelihood ratio test and Akaike information criterion it is shown that the inflow into the Hapcheon dam and the Seomjingang dam were suitable for non-stationary GEV model but the other six dams were suitable for stationary GEV model. Also, it is shown that the estimated return period under non-stationary condition was shorter than those estimated under stationary condition.

• Proceedings of the Korean Statistical Society Conference
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• 2002.05a
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• pp.25-28
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• 2002

비선형모형분석의 초기 단계에서 초기값(starting value, initial parameter value)를 결정하는 문제는 비선형모형의 모수추정을 위한 반복기법의 수렴속도나 국소값(local minimum)문제에 영향을 주게 된다. 본 논문을 통하여 탐색적 자료분석이 초기값를 결정하는 데 도움을 줄 수 있음을 보이고자 한다.

• The Korean Journal of Applied Statistics
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• v.13 no.1
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• pp.189-196
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• 2000

Conjugate prior density families were motivated by considerations of tractability in implementing the Bayesian paradigm. But we consider problem that the conjugate prior p($\Theta$) cannot be used in restriction of the parameter $\Theta$. This article considers the nonconjugate prior problem of hierarchical Poisson model. We demonstrate the use of latent variables for sampling non-standard densities which arise in the context of the Bayesian analysis of non-conjugate by using a Gibbs sampler.

• Journal of Animal Science and Technology
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• v.48 no.1
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• pp.29-38
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• 2006

The objective of this study was to estimate genetic variances of growth curve parameters in Hanwoo cows. The data used in this study were records from 1,083 Hanwoo cows raised at Hanwoo Experiment Station, National Livestock Research Institute(NLRI). First evaluation model(Model I) fit year-season of birth and age of dam as fixed effects and second model(Model II) added age at the final weight as a linear covariate to Model I. Heritability estimates of A, b and k from Gompertz model were 0.22, 0.11 and 0.07 using modelⅠ and 0.28, 0.11 and 0.12 using modelⅡ. Those from Von Bertalanffy model were 0.22, 0.11 and 0.07 using modelⅠ, 0.28, 0.11 and 0.12 using modelⅡ. Heritability estimates of A, b and k from Logistic model were 0.14, 0.07 and 0.05 using modelⅠ, 0.18, 0.07 and 0.12 using modelⅡ. Heritability estimates of A from Gompertz model were higher than those from Von Bertalanffy model or Logistic model in both model Ⅰand model Ⅱ. Heritability estimates of b from Logistic model were higher than those from Gompertz model or Von Bertalanffy model in both modelⅠand model Ⅱ. Heritability estimates of birth weight, weaning weight, 3 month weight, 6 month weight, 9 month weight, 12 month weight, 18 month weight, 24 month weight, 36 month weight were after linear age adjustment 0.27, 0.11, 0.19, 0.14, 0.16, 0.23, 0.52 and 0.32, respectively. Heritability estimates of birth weight, weaning weight, 3 month weight, 6 month weight, 9 month weight and 24 month weight fit by Gompertz model were larger than those estimated from linearly adjusted data. Heritability estimates of 12 month weight, 18 month weight and 36 month weight fit by Von Bertalanffy model were larger than those estimated from linearly adjusted data. In the multitrait analyses for parameters from Gompertz model, genetic and phenotypic correlations between A and k parameters were －0.47 and －0.67 using modelⅠand －0.56 and －0.63 using model Ⅱ. Those between the A and b parameters were 0.69 and 0.34 using modelⅠand 0.72 and 0.37 using model Ⅱ. Those between the b and k parameters were －0.26 and 0.01 using modelⅠand －0.30 and 0.01 using model Ⅱ. In the multitrait analyses for parameters from Von Bertalanffy model, genetic and phenotypic correlations between A and k parameters were －0.49 and －0.67 suing model Ⅰ and －0.57 and －0.70 using modelⅡ. Those between the A and b parameters were 0.61 and 0.33 using modelⅠ and 0.60 and 0.30 using model Ⅱ. Those between the b and k parameters were －0.20 and 0.02 using modelⅠ and 0.16 and 0.00 using modelⅡ. In the multitrait analyses for parameters from Logistic model, genetic and phenotypic correlations between A and k parameters were －0.43 and －0.67 using model Ⅰ and －0.50 and －0.63 using modelⅡ. Those between the A and b parameters were 0.47 and 0.22 using modelⅠ and 0.38 and 0.24 using modelⅡ. Those between the b and k parameters were －0.09 and 0.02 using model Ⅰ and －0.02 and 0.13 using model Ⅱ.

• The Korean Journal of Applied Statistics
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• v.11 no.1
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• pp.193-204
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• 1998

It is quite that we have to estimate the derivative of the regression function. The Bezier curve, rarely known to statisticians, is very popular in computer graphics area. In this paper, we use nonparametric method via the Bezier curve, and apply this method to real data set. This method seems to be very easy to compute and can be easily applied to other smoothing techniques.

• Environmental and Resource Economics Review
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• v.2 no.2
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• pp.41-53
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• 1992

• Korean Journal of Agricultural and Forest Meteorology
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• v.9 no.4
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• pp.247-259
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• 2007

In this study, we examined the flux of carbon and water using an eco-hydrological model, Regional Hydro-Ecologic Simulation System (RHESSys). Our purposes were to develop a set of parameters optimized for a well-designed experimental watershed (Gwangneung Research Watershed, GN) and then, to test suitability of the parameters for predicting carbon and water fluxes of other watershed with different regimes of climate, topography, and vegetation structure (i.e Gangseonry Watershed in Mt. Jumbong, GS). Field datasets of stream flow, soil water content (SWC), and wood biomass product (WBP) were utilized for model parameterization and validation. After laborious parameterization processes, RHESSys was validated with the field observations from the GN watershed. The parameter set identified at the GN watershed was then applied to the GS watershed in Mt. Jumbong, which resulted in good agreement for SWC but poor predictability for WBP. Our study showed that RHESSys simulated reliable SWC at the GS by adjusting site-specific porosity only. In contrast, vegetation productivity would require more rigorous site-specific parameterization and hence, further study is necessary to identify primary field ecophysiological variables for enhancing model parameterization and application to multiple watersheds.

• The Korean Journal of Applied Statistics
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• v.34 no.4
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• pp.611-622
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• 2021

With a wide recognition that financial time series typically exhibits asymmetry patterns in volatility so called leverage effects, various asymmetric GARCH(1, 1) processes have been introduced to investigate asymmetric volatilities. A lot of researches have also been directed to non-stationary volatilities to deal with frequent high ups and downs in financial time series. This article is concerned with both asymmetric and non-stationary GARCH-type models. As a subsequent paper of Choi et al. (2020), we review various asymmetric and non-stationary GARCH(1, 1) processes, and in turn propose how to compare competing models using a parametric bootstrap methodology. As an illustration, Dow Jones Industrial Average (DJIA) is analyzed.

• Journal of the Korean Data and Information Science Society
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• v.9 no.2
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• pp.247-253
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• 1998

In ease of the epidemic Zero-Inflated Poisson model, likelihood ratio test was used for testing epidemic alternatives. Epidemic changepoints were estimated by the method of least squares. It were used for starting points to estimate the maximum likelihood estimators. And several parameters were compared through the Monte Carlo simulations. As a result, maximum likelihood estimators for the epidemic chaagepoints and several parameters are better than the least squares and moment estimators.

• Journal of the Korea Society of Computer and Information
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• v.11 no.5 s.43
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• pp.9-18
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• 2006

Finite failure NHPP models presented in the literature exhibit either constant, monotonic increasing or monotonic decreasing failure occurrence rates per fault. In this paper, Goel-Okumoto and Yamada-Ohba-Osaki model was reviewed, proposes the exponentiated exponential distribution reliability model, which maked out efficiency substituted for gamma and Weibull model(2 parameter shape illustrated by Gupta and Kundu(2001) Algorithm to estimate the parameters used to maximum likelihood estimator and bisection method, model selection based on SSE, AIC statistics and Kolmogorov distance, for the sake of efficient model, was employed. Analysis of failure using NTDS data set for the sake of proposing shape parameter of the exponentiated exponential distribution was employed. This analysis of failure data compared with the exponentiated exponential distribution model and the existing model (using arithmetic and Laplace trend tests, bias tests) is presented.