• Title/Summary/Keyword: Distribution Journal

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GARCH Model with Conditional Return Distribution of Unbounded Johnson (Unbounded Johnson 분포를 이용한 GARCH 수익률 모형의 적용)

  • Jung, Seung-Hyun;Oh, Jung-Jun;Kim, Sung-Gon
    • The Korean Journal of Applied Statistics
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    • v.25 no.1
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    • pp.29-43
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    • 2012
  • Financial data such as stock index returns and exchange rates have the properties of heavy tail and asymmetry compared to normal distribution. When we estimate VaR using the GARCH model (with the conditional return distribution of normal) it shows the tendency of the lower estimation and clustering in the losses over the estimated VaR. In this paper, we argue that this problem can be resolved through the adaptation of the unbounded Johnson distribution as that of the condition return. We also compare this model with the GARCH with the conditional return distribution of normal and student-t. Using the losses exceed the ex-ante VaR, estimates, we check the validity of the GARCH models through the failure proportion test and the clustering test. We nd that the GARCH model with conditional return distribution of unbounded Johnson provides an appropriate estimation of the VaR and does not occur the clustering of violations.

Effects of off-shore plant operating condition on fish distribution (해양플랜트 작업환경이 어류분포에 미치는 영향)

  • YOUN, Sung-Oh;KIM, Hyung-seok;RYU, Kyung-Jin;LEE, Yoo-Won
    • Journal of the Korean Society of Fisheries and Ocean Technology
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    • v.53 no.4
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    • pp.413-422
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    • 2017
  • The objective of this study was to prove possible effects of a habitable place for fish around semi-submersible drilling rig which measured underwater radiated noise, irradiance distribution of rig's light and conducted experimental fishing in Malaysia territory and observed for distribution of fishes around the rig by ROV during drilling operation in the East Sea of Korea. As a result underwater radiated noise was $130dB/{\mu}Pa$ from 156.25 to 187.50 Hz, irradiance distribution of light was between 21.5 and 43.1 lx. Despite this result, underwater radiated noise was not a threat to fish around rig and low irradiance distribution of light also played a role in the luring influence of the fishes at night. Fish showed up in the beginning of drilling operation and at the end of drilling operation. However, there are few fish in the midst of drilling operation. The main reason for this result was the destruction of the habitable place due to blow out mud and broken pieces of ground formation in drilling hole. The results are expected to contribute to reasonable fishery management around rig.

Prediction of HIV and AIDS Incidence Using a Back-calculation Model in Korea (후향연산 모형 (Back-calculation model)을 이용한 국내 HIV 감염자와 AIDS 환자의 추계)

  • Lee, Ju-Young;Goh, Un-Yeong;Kee, Mee-Kyung;Kim, Jee-Yun;Hwang, Jin-Soo
    • Journal of Preventive Medicine and Public Health
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    • v.35 no.1
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    • pp.65-71
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    • 2002
  • Objective : To estimate the status of HIV infection and AIDS incidence using a back-calculation model in Korea. Methods : Back-calculation is a method for estimating the past infection rate using AIDS incidence data. The method has been useful for obtaining short-term projections of AIDS incidence and estimating previous HIV prevalence. If the density of the incubation periods is known, together with the AIDS incidence, we can estimate historical HIV infections and forecast AIDS incidence in any time period up to time t. In this paper, we estimated the number of HIV infections and AIDS incidence according to the distribution of various incubation periods Results : The cumulative numbers of HIV infection from 1991 to 1996 were $708{\sim}1,426$ in Weibull distribution and $918{\sim}1,980$ in Gamma distribution. The projected AIDS incidence in 1997 was $16{\sim}25$ in Weibull distribution and $13{\sim}26$ in Gamma distribution. Conclusions : The estimated cumulative HIV infections from 1991 to 1996 were $1.4{\sim}4.0$ times more than notified cumulative HIV infections. Additionally, the projected AIDS incidence in 1997 was less than the notified AIDS cases. The reason for this underestimation derives from the very low level of HIV prevalence in Korea, further research is required for the distribution of the incubation period of HIV infection in Korea, particularly for the effects of combination treatments.

An empirical study on distribution channel choice of shippers (화주기업의 유통경로 선택요인 분석)

  • Kim, Chang-Sung;Park, Min-Young;Park, Dong-Joo;Kim, Han-Soo
    • Journal of Korean Society of Transportation
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    • v.26 no.6
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    • pp.17-27
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    • 2008
  • Logistic activities of shippers contains only origin-destin commodity flow information, but also contract relationships, cash flows and distribution channels. Under the lack of understanding of physical distribution channels, most studies have focused on the social and psychological aspects between manufacturers and retailers (e.g., mutual trust, power, conflict, reciprocal commitment, and so on). This study reports empirical results of distribution channel choice drawn from 2001 Korean Commodity Flow Survey(CFS) conducted by Korean government. Based on the CFS data, four distribution channels are classified. This study scrutinized how various factors including mode, commodity and firms characteristics affect distribution channel choice, and reported the problems of 2001 CFS survey questionaires and future directions.

Distribution of invasive alien plants on the islands of the Korean Peninsula based on flora data (식물상 자료에 기초한 한반도 도서 지역의 생태계 교란 외래식물 분포)

  • Kim, Hyun-Hee;Mizuno, Kazuharu;Kim, Da-Bin;Lee, Ho-Sang;Kong, Woo-Seok
    • Korean Journal of Environmental Biology
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    • v.38 no.3
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    • pp.392-403
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    • 2020
  • This study analyzed the distribution characteristics of invasive alien plants on the islands of the Korean Peninsula. Ten species, Rumex acetosella, Sicyos angulatus, Solanum carolinense, Ambrosia artemisiaefolia var. elatior, Ambrosia trifida, Aster pilosus, Eupatorium rugosum, Hypochaeris radicata, Lactuca scariola, and Paspalum distichum were present on 68 islands. These ecosystem-disturbing invasive alien plants appeared extensively on the islands of Gyeonggi province and Jeollanam province. The proportion of the plants on the inhabited islands (41 places, 2.15 species on average) was higher than that on the uninhabited islands (27 places, 1.07 species on average). This means that the distribution of invasive alien plants was closely related to human activity. The distribution of Ambrosia artemisiaefolia var. elatior(32 islands) and Rumex acetosella (31 islands) was the widest, and there were distinct distribution differences according to species. In the island area, the physical environment is poor compared to the mainland, and the native space is limited. Therefore, when invasive alien species enter and settle on the island, the native island plants can be damaged more than those on the mainland. In this regard, the discussion of the distribution of invasive alien plants in the island region can contribute to the conservation of biodiversity in the region.

The Effect of Climate Data Applying Temperature Lapse Rate on Prediction of Potential Forest Distribution (기온감율을 적용한 기후자료가 잠재 산림분포 예측에 미치는 영향)

  • Lee, Sang-Chul;Choi, Sung-Ho;Lee, Woo-Kyun;Yoo, Seong-Jin;Byun, Jae-Gyun
    • Journal of Korean Society for Geospatial Information Science
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    • v.19 no.2
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    • pp.19-27
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    • 2011
  • The objective of this study was to suggest technical approaches for preparation and down scaling of climate data used for predicting the potential forest distribution. To predict the forest distribution, we employed a Korean-specific forest distribution model, so-called the TAG(Thermal Analogy Group), and defined the PFT(Plant Functional Types) based on the HyTAG(Hydrological and Thermal Analogy Group). The climate data with 20km spatial resolution were interpolated to fit on the input data format with 1km spatial resolution. Two potential forest distribution maps were estimated using climate data constructed by kriging, one of the interpolation and down-scaling approaches, with and without lapse rate considered. Through the verification process by comparing two potential maps with the actual vegetation map, the forest distribution using the lapse rate was proven to be 38% more accurate.

A two-short-implant-supported molar restoration in atrophic posterior maxilla: A finite element analysis

  • Song, Ho-Yong;Huh, Yoon-Hyuk;Park, Chan-Jin;Cho, Lee-Ra
    • The Journal of Advanced Prosthodontics
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    • v.8 no.4
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    • pp.304-312
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    • 2016
  • PURPOSE. The aim of this study was to investigate the stress distribution of 2-short implants (2SIs) installed in a severely atrophic maxillary molar site. MATERIALS AND METHODS. Three different diameters of internal connection implants were modeled: narrow platform (NP), regular platform (RP), and wide platform (WP). The maxillary first molars were restored with one implant or two short implants. Three 2SI models (NP-oblique, NP-vertical, and NP-horizontal) and four single implant models (RP and WP in a centered or cantilevered position) were used. Axial and oblique loadings were applied on the occlusal surface of the crown. The von Mises stress values were measured at the bone-implant, peri-implant bone, and implant/abutment complex. RESULTS. The highest stress distribution at the bone-implant interface and the peri-implant bone was noticed in the RP group, and the lowest stress distribution was observed in the 2SI groups. Cantilevered position showed unfavorable stress distribution with axial loading. 2SI types did not affect the stress distribution in oblique loading. The number and installation positions of the implant, rather than the bone level, influenced the stress distribution of 2SIs. The implant/abutment complex of WP presented the highest stress concentration while that of 2SIs showed the lowest stress concentration. CONCLUSION. 2SIs may be useful for achieving stable stress distribution on the surrounding bone and implant-abutment complex in the atrophic posterior maxilla.

Effect of a Variation of a Main Duct Area on Flow Distribution of Each Branch (주덕트의 단면적 변화가 분지덕트의 유량분배에 미치는 영향)

  • Lee Jai-Ho;Kim Beom-Jun;Cho Dae-Jin;Yoon Suck-Ju
    • Korean Journal of Air-Conditioning and Refrigeration Engineering
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    • v.17 no.4
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    • pp.386-395
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    • 2005
  • With the development of a living standard, the importance of indoor air conditioning system in all kinds of buildings and vehicles has increased. A lot of researches on energy losses in a duct and various kinds of flow pattern in branches or junctions have been carried out over many years, because the primary object of a duct system used in HVAC is to provide equal flow rate in the interior of each room by minimizing pressure drop. In this study, to get equal flow distribution in each branch, a blockage is applied to the rectangular duct system. The flow analysis for flow distribution of a rectangular duct with two branches was performed by CFD. By using SIMPLE algorithm and finite volume method, flow analysis is performed in the case of 3-D, incompressible, turbulent flow. Also, the standard $k-{\varepsilon}$ model and wall function method were used for analysis of turbulent fluid flow. The distribution diagrams of static pressure, velocity vector, turbulent energy and kinetic energy in accordance with variation of Reynolds number and blockages location in a rectangular duct show that flow distribution at duct outlets is improved by a blockage. In this rectangular duct system, mean velocity and flow rate distribution in two branch outlets are nearly constant regardless of variation of Reynolds number, and a flow pattern of the internal duct has a same tendency as well.

Evaluation of Raingauge Network using Area Average Rainfall Estimation and the Estimation Error (면적평균강우량 산정을 통한 강우관측망 평가 및 추정오차)

  • Lee, Ji Ho;Jun, Hwan Don
    • Journal of Wetlands Research
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    • v.16 no.1
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    • pp.103-112
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    • 2014
  • Area average rainfall estimation is important to determine the exact amount of the available water resources and the essential input data for rainfall-runoff analysis. Like that, the necessary criterion for accurate area average rainfall estimate is the uniform spatial distribution of raingauge network. In this study, we suggest the spatial distribution evaluation methodology of raingauge network to estimate better area average rainfall and after the suggested method is applied to Han River and Geum River basin. The spatial distribution of rainfall network can be quantified by the nearest neighbor index. In order to evaluate the effects of the spatial distribution of rainfall network by each basin, area average rainfall was estimated by arithmetic mean method, the Thiessen's weighting method and estimation theory for 2013's rainfall event, and evaluated the involved errors by each cases. As a result, it can be found that the estimation error at the best basin of spatial distribution was lower than the worst basin of spatial distribution.

A Study on the Effect of Job Distribution on Quality of Life for Good Job Behavior

  • Kim, Yong-Min;Yong, Tae-Hee
    • Journal of Distribution Science
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    • v.16 no.9
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    • pp.25-33
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    • 2018
  • Purpose - The purpose of the study is to analyze the empowerment intermediary role on the relationship between the job distribution and the quality of life. A research on empowerment and social service staffs' job distribution also should be conducted to improve the quality of their lives. Because empowerment, particularly, affects the quality of life, it should be taken a detail discussion for empowerment improvement. Research design, data, and methodology - This paper conducted a questionnaire survey. In total, 722 copies of the structural questionnaire were analyzed. Five parameter subsets were selected to measure the empowerment such as task significance, role performance capability, self-determination, task impact, then, the survey consists of 10 questions. For data analysis, confirmatory factor analysis, discriminant and concentration validity analysis, path coefficient significance, and mediation effectiveness verification were employed. Results - As evidenced from the data analysis, job distribution variables such as job impact, job autonomy, and feedback affect the quality of their lives. Empowerment also affects the quality of their lives. Next, the empowerment functions as meditating role in the relationships with job impact, job autonomy, feedback and the quality of their lives. On the other hand, the empowerment do not function as meditating role in the relationships with social service staffs' function diversity and the quality of their lives. Conclusions - It is necessary to conduct ways for various job performance and outside educational facilities to improve social service staffs' function diversity. The mission, vision, strategic purposes, detailed execution goals need to be set by all their organization members' participation. Empowerment also requires social welfare facilities' drastic delegation on their authority and responsibilities with their active decentralization in the organization.