• Title/Summary/Keyword: Design quantile

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Choosing Optimal Design Points in Two Dimensional Space using Voronoi Tessellation

  • Park, Dong-Ryeon
    • Communications for Statistical Applications and Methods
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    • v.4 no.1
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    • pp.129-138
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    • 1997
  • In this paper, the problem for choosing design points in the two dimensional case is condidered. In the one dimensional case, given the design density function, we can choose design points using the quantile function. However, in the two dimensional case, there is no clear definition of the percentile. Therefore, the idea of choosing design points in the univariate case can not be applied directly to the two dimensional case. We convert this problem into an optimization problem using the Voronoi diagram.

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Pointwise Estimation of Density of Heteroscedastistic Response in Regression

  • Hyun, Ji-Hoon;Kim, Si-Won;Lee, Sung-Dong;Byun, Wook-Jae;Son, Mi-Kyoung;Kim, Choong-Rak
    • The Korean Journal of Applied Statistics
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    • v.25 no.1
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    • pp.197-203
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    • 2012
  • In fitting a regression model, we often encounter data sets which do not follow Gaussian distribution and/or do not have equal variance. In this case estimation of the conditional density of a response variable at a given design point is hardly solved by a standard least squares method. To solve this problem, we propose a simple method to estimate the distribution of the fitted vales under heteroscedasticity using the idea of quantile regression and the histogram techniques. Application of this method to a real data sets is given.

Is It Possible to Achieve IMO Carbon Emission Reduction Targets at the Current Pace of Technological Progress?

  • Choi, Gun-Woo;Yun, Heesung;Hwang, Soo-Jin
    • Journal of Korea Trade
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    • v.26 no.1
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    • pp.113-125
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    • 2022
  • Purpose - The primary purpose of this study is to verify whether the target set out by the International Maritime Organization (IMO) for reducing carbon emissions from ships can be achieved by quantitatively analyzing the trends in technological advances of fuel oil consumption in the container shipping market. To achieve this purpose, several scenarios are designed considering various options such as eco-friendly fuels, low-speed operation, and the growth in ship size. Design/methodology - The vessel size and speed used in prior studies are utilized to estimate the fuel oil consumption of container ships and the pace of technological progress and Energy Efficiency Design Index (EEDI) regulations are added. A database of 5,260 container ships, as of 2019, is used for multiple linear regression and quantile regression analyses. Findings - The fuel oil consumption of vessels is predominantly affected by their speed, followed by their size, and the annual technological progress is estimated to be 0.57%. As the quantile increases, the influence of ship size and pace of technological progress increases, while the influence of speed and coefficient of EEDI variables decreases. Originality/value - The conservative estimation of carbon emission drawn by a quantitative analysis of the technological progress concerning the fuel efficiency of container vessels shows that it is not possible to achieve IMO targets. Therefore, innovative efforts beyond the current scope of technological progress are required.

Optimum Design of Accelerated Degradation Tests for Lognormal Distribution

  • Lee, Nak-Young
    • Journal of Korean Society for Quality Management
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    • v.23 no.1
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    • pp.29-40
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    • 1995
  • This paper considers the problem of optimally designing accelerated degradation tests in which the performance value of a specimen is measured only at one of three test conditions for a given exposure time. For the product having lognormally distributed performance, the optimum plan-low stress level and sample proportion allocated to each test condition - is obtained, which minimize the asymptotic variance of maximum likelihood estimator of a stated quantile at design stress. An illustrative example for the optimum plan is given.

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Impact Assessment of Climate Change on Extreme Rainfall and I-D-F Analysis (기후변화가 극한강우와 I-D-F 분석에 미치는 영향 평가)

  • Kim, Byung-Sik;Kim, Bo-Kyung;Kyung, Min-Soo;Kim, Hung-Soo
    • Journal of Korea Water Resources Association
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    • v.41 no.4
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    • pp.379-394
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    • 2008
  • Recently, extreme precipitation events beyond design capacity of hydraulic system have been occurred and this is the causes of failure of hydraulic structure for flood prevention and of severe flood damage. Therefore it is very important to understand temporal and spatial characteristics of extreme precipitation events as well as expected changes in extreme precipitation events and distributional characteristics during design period under future climate change. In this paper, climate change scenarios were used to assess the impacts of future climate change on extreme precipitation. Furthermore, analysis of future extreme precipitation characteristics and I-D-F analysis were carried out. This study used SRES B2 greenhouse gas scenario and YONU CGCM to simulate climatic conditions from 2031 to 2050 and statistical downscaling method was applied to establish weather data from each of observation sites operated by the Korean Meteorological Administration. Then quantile mapping of bias correction methods was carried out by comparing the simulated data with observations for bias correction. In addition Modified Bartlett Lewis Rectangular Pulse(MBLRP) model (Onof and Wheater, 1993; Onof 2000) and adjust method were applied to transform daily precipitation time series data into hourly time series data. Finally, rainfall intensity, duration, and frequency were calculated to draw I-D-F curve. Although there are 66 observation sites in Korea, we consider here the results from only Seoul, Daegu, Jeonju, and Gwangju sites in this paper. From the results we found that the rainfall intensity will be increased and the bigger intensity will be occurred for longer rainfall duration when we compare the climate conditions of 2030s with present conditions.

Design of Step-Stress Accelerated Life Tests for Weibull Distributions with a Nonconstant Shape Parameter

  • Kim, C. M.;D. S. Bai
    • Journal of the Korean Statistical Society
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    • v.28 no.4
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    • pp.415-433
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    • 1999
  • This paper considers the design of step-stress accelerated life tests for the Weibull distribution with a nonconstant shape parameter under Type I censoring. It is assumed that scale and shape parameters are log-linear functions of (possibly transformed) stress and that a cumulative exposure model holds for the effect of changing stress. The asymptotic variance of the maximum likelihood estimator of a stated quantile at design stress is used as an optimality criterion. The optimum three step-stress plans are presented for selected values of design parameters and the effects of errors in pre- estimates of the design parameters are investigated.

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Flood risk estimation with scenario-based, coupled river-overland hydrodynamic modeling (시나리오 기반 하천-제내지 연계 통합수리해석에 의한 홍수위험도 산정)

  • Lee, Jae Young;Nam, Myeong Jun;Kwon, Hyun Han;Kim, Ki Young
    • Journal of Korea Water Resources Association
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    • v.49 no.9
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    • pp.773-787
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    • 2016
  • A coupled river-overland hydrodynamic model was applied to estimate flood risk by a scenario-based approach. The study area is Seongseo Industrial Complex in Daegu which is located near Nakdong river and Geumho river. Inundation depth and velocity at each time were calculated by applying a coupled 1D/2D hydrodynamic model to the target area of interest. The 2D inundation analysis for river and overland domain was performed with the scenario-based approach that there are levee overflow against 100/200 year high quantile (97.5%) design flood and levee break against 100/200 year normal quantile (50%) design flood. The level of flood risk was displayed for resident/industrial area using information about maximum depth and velocity of each node computed from the 2D inundation map. The research outcome would be very useful in establishing specified emergency action plans (EAP) in case of levee break and overflowing resulting from a flood.

A Case Study of the Commom Cause Failure Analysis of Digital Reactor Protection System (디지털 원자로 보호시스템의 공통원인고장 분석에 관한 사례연구)

  • Kong, Myung-Bock;Lee, Sang-Yong
    • IE interfaces
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    • v.25 no.4
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    • pp.382-392
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    • 2012
  • Reactor protection system to keep nuclear safety and operational economy of plants requires high reliability. Such a high reliability of the system can be achieved through the redundant design of components. However, common cause failures of components reduce the benefits of redundant design. Thus, the common cause failure analysis, to accurately calculate the reliability of the reactor protection system, is carried out using alpha-factor model. Analysis results to 24 operating months are that 1) the system reliability satisfies the reliability goal of EPRI-URD and 2) the common cause failure contributes 90% of the system unreliability. The uncertainty analysis using alpha factor parameters of 0.05 and 0.95 quantile values shows significantly large difference in the system unreliability.

A comparison of opimum constant stress and step stress accelerated life tests (일정형 가속수명시험과 계단형 가속수명시험의 비교 : 최적설계를 중심으로)

  • 배도선;김명수;전영록
    • The Korean Journal of Applied Statistics
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    • v.9 no.1
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    • pp.53-73
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    • 1996
  • This paper compares two accelerated life for Weibull distribution. One is the optimum constant stress accelerated life test which minimizes the asymptotic variance of maximum likelihood estimator of a specified quantile at design stress, and the other is corresponding simple step stress test. The models and optimum designs of constant stress and step stress tests are reviewed. Behaviors of asymptotic variances, effects of design parameters to optimum tests, and expected numbers of failures and expected test times of the two tests are investigated. The efficiency of step stress test relative to constant stress test is studied in terms of variance ratio, and robustness to preestimates of design parameters are investigated.

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Estimation of Design Rainfall Based on Climate Change Scenario in Jeju Island (기후변화 시나리오를 고려한 제주도 확률강우량 산정)

  • Lee, Jun-Ho;Yang, Sung-Kee;Jung, Woo-Yul;Yang, Won-Seok
    • Journal of Environmental Science International
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    • v.24 no.4
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    • pp.383-391
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    • 2015
  • As occurrence of gradually increasing extreme temperature events in Jeju Island, a hybrid downscaling technique that simultaneously applies by dynamical method and statistical method has implemented on design rainfall in order to reduce flood damages from severe storms and typhoons.As a result of computation, Case 1 shows a strong tendency to excessively compute rainfall, which is continuously increasing. While Case 2 showed similar trend as Case 1, low design rainfall has computed by rainfall in A1B scenario. Based on the design rainfall computation method mainly used in Preventive Disaster System through Pre-disaster Effect Examination System and Basic Plan for River of Jeju Island which are considering climatic change for selecting 50-year and 100-year frequencies. Case 3 selecting for Jeju rain gage station and Case 1 for Seogwipo rain gage station. The results were different for each rain gage station because of difference in rainfall characteristics according to recent climatic change, and the risk of currently known design rainfall can be increased in near future.