• Communications for Statistical Applications and Methods
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• 제19권1호
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• pp.1-11
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• 2012

로지스틱회귀모형에서 반응변수가 주어졌을 때 설명변수의 조건부 확률분포의 로그-밀도비는 어떤 설명변수가어떻게모형에포함되는지에대한변수선택문제에서유용한정보를제공한다. 설명변수의 조건부 확률분포가 좌우대칭이 아닌 경우 감마분포로 가정하는 것이 적절하다. 여러 가지 모의실험을 수행한 결과를 보면, $x{\mid}y$ = 0과 $x{\mid}y$ = 1의 두 분포가 겹치는 경우에서는 x항과 log(x)항 모두 필요하다. 그리고 두 분포가 분리된 경우에는 x항 또는 log(x)항 중 하나만 필요하다.

• 응용통계연구
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• 제23권5호
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• pp.943-953
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• 2010

신용평가연구에서 확률변수 스코어와 정상과 부도상태의 모수공간으로 정의된 혼합분포에서 확률밀도함수의 관계식으로 최적분류점을 추정하고 이에 대응하는 오류합의 크기를 비교하는 연구가 정규분포의 가정하에 이루어져있는데 본 연구에서는 비정규분포인 와이블, 로지스틱 그리고 감마분포로 확장하여 가설검정을 이용하는 방법과 전체정확도와 진실율을 최대화하는 방법에 의한 최적분류점을 각각 구하고 최적분류점에 대응하는 제I종과 제II종 오류합의 크기를 비교하여 효율성을 비교 토론한다.

• Communications for Statistical Applications and Methods
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• 제19권6호
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• pp.837-847
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• 2012

Inverse Gaussian distribution is widely used in applications to analyze and model right-skewed data. To assess the appropriateness of the distribution prior to data analysis, Mudholkar and Tian (2002) proposed an entropy-based test of fit. The test is based on the entropy power fraction(EPF) index suggested by Gokhale (1983). The simulation results report that the power of the entropy-based test is superior compared to other goodness-of-fit tests; however, this observation is based on the small-scale simulation results on the standard exponential, Weibull W(1; 2) and lognormal LN(0:5; 1) distributions. A large-scale simulation should be performed against various alternative distributions to evaluate the power of the entropy-based test; however, the use of a theoretical method is more effective to investigate the powers. In this paper, utilizing the information discrimination(ID) index defined by Ehsan et al. (1995) as a mathematical tool, we scrutinize the power of the entropy-based test. The selected alternative distributions are the gamma, Weibull and lognormal distributions, which are widely used in data analysis as an alternative to inverse Gaussian distribution. The study results are provided and an illustrative example is analyzed.

• 품질경영학회지
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• 제15권2호
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• pp.10-19
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• 1987

Statistical control charts are useful tools to monitor and control the manufacturing processes and are widely used in most Korean industries. Many Korean companies, however, do not always obtain desired results from the traditional control charts by Shewhart such as the $\overline{X}$-chart, X-chart, $\widetilde{X}$-chart, etc. This is partly because the quality charterstics of the process are not distributed normally but are skewed due to the intermittent production, small lot size, etc. In the Shewhart $\overline{X}$-chart, which is the most widely used one in Korea, such skewed distributions make the plots to be inclined below or above the central line or outside the control limits although no assignable causes can be found. To overcome such shortcomings in nonnormally distributed processes, a distribution-free type of confidence interval can be used, which should be based on order statistics. This thesis is concerned with the design of control chart based on a sample median which is easy to use in practical situation and therefore properties for nonnormal distributions may be easily analyzed. Control limits and central lines are given for the more famous nonnormal distributions, such as Gamma, Beta, Lognormal, Weibull, Pareto, and Truncated-normal distributions.

• 한국유체기계학회 논문집
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• 제17권3호
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• pp.46-51
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• 2014

In this study, a numerical analysis methodology is studied to predict thermal and flow characteristics of C3X vane with internal cooling. Effects of turbulence models, transition models and viscous work term on temperature and pressure distributions on the vane surface are investigated. These optional terms have few effects on the pressure distributions over the vane surface. However, they have great influence on prediction of the temperature distributions on the vane surface. The combination of k-${\omega}$ based SST turbulence model, ${\gamma}$ transition model and viscous work term are better than RSM turbulence model on prediction of the surface temperature. The average temperature difference between CFD results and experimental results is calculated 2 % at the pressure side and 1 % at the suction side. Furthermore computing time of this combination is half of the RSM turbulence model. When k-${\omega}$ based SST turbulence model and ${\gamma}$ transition model with viscous work term are applied, more accurate predictions of thermal and internal flow characteristics of high pressure turbine are expected.

• 물과 미래
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• 제29권1호
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• pp.129-139
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• 1996

수공구조물의 계획과 설계에 있어서 수문자료에 대한 적정분포형을 선정하는 것은 매우 중요하며, 선정된 분포함수가 실측자료의 통계학적 특성을 잘 나타내고 있는가를 검토하는 것은 필수적인 과제이다. 본 연구에서는 전국 22개 지점, 7개 지속기간의 강우자료에 대하여 2변수 및 3변수 gamma, 2변수 및 3변수 lognormal, Gumbel, 2변수 및 3변수 log-Gumbel, GEV, log-Pearson type III, 2변수 및 3변수 Weibull, 4변수 및 5변수 Wakeby 분포를 적용하여 모멘트법, 확률가중 모멘트법, 최우도법 등으로 각 분포형의 매개변수를 추정하고, 적합성 조건을 검사하였다. 각 매개변수 추정법에 의하여 추정된 매개변수를 이용하여 10,000번 모의 발생하여 분리효과를 검토한 결과 매개변수 적합성을 고려한 경우 모멘트법에서는 log-Pearson type III 분포, 확률가중 모멘트법에서는 log-Pearson type III와 GEV 분포, 최우도법에서는 GEV 분포가 분리효과를 가장 작게 나타냈으며, 2변수 분포형의 경우 모두 분리효과가 크게 나타났다.

• Journal of Radiation Protection and Research
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• 제6권1호
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• pp.8-24
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• 1981

This paper presents flux-to-dose-rate conversion factors for neutrons and gamma rays based on the American National Standard Institute(ANSI) N666. These data are used to calculated the dose rate distribution of neutron and gamma ray in radiation fields. Neutron flux-to-dose-rate conversion factors for energies from $2.5{\times}10^{-8}$ to 20 MeV are presented; the corresponding energy range for gamma rays is 0.01 to 15 MeV. Flux-to-dose-rate conversion factors were calculated, under the assumption that radiation energy distribution has nonlinearity in the phantom, have different meaning from those values obtained by monoetiergetic radiation. Especially, these values were determined with the cross section library. The flux-to-dose-rate conversion factors obtained in this work were in a good agreement to the values presented by ANSI. Those data will be a useful for the radiation shielding analysis and the radiation dosimetry in the case of continuous energy distributions.

• Journal of the Korean Data and Information Science Society
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• 제9권2호
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• pp.289-298
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• 1998

We investigate the distribution of likelihood ratio test(LRT) of null hypothesis a sample is from single gamma with unknown shape and scale against the alternative hypothesis a sample is from a mixture of two gammas, each with unknown scale and unknown (but equal) scale. To obtain stable maximum likelihood estimates(MLE) of a mixture of two gamma distributions, the EM(Dempster, Laird, and Robin(1977))and Modified Newton(Jensen and Johansen(1991)) algorithms were implemented. Based on EM, we made a simple structure likelihood equation for each parameter and could obtain stable solution by Modified Newton Algorithms. Simulation study was conducted to investigate the distribution of LRT for sample size n = 25, 50, 75, 100, 50, 200, 300, 400, 500 with 2500 replications. To determine the small sample distribution of LRT, I considered the model of a gamma distribution with shape parameter equal to 1 + f(n) and scale parameter equal to 2. The simulation results indicate that the null distribution is essentially invariant to the value of the shape parameter. Modeling of the null distribution indicates that it is well approximated by a gamma distribution with shape parameter equal to the quantity $0.927+1.18/\sqrt{n}$ and scale parameter equal to 2.16.

• 물과 미래
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• 제28권2호
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• pp.145-154
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• 1995

강우량 자료들을 수공계획에 적절히 사용하기 위해서는 강우량에 대한 다양한 해석기법이 필요하다. 본 연구에서는 연속강우량에 따른 강우사상계열의 수문빈도해석을 위한 확률분포를 연구한 것이다. 2변량 정규분포, 2변량 대수정규분포, 2변량 gamma 분포가 강릉, 서울, 인천, 추풍령, 대구, 전주, 광주, 부산지점의 연속최대 강우량과 그 지속기간으로 이루어진 강우사상의 확률분포로서 적용되었다. 이들 지점의 강우사상 자료가 2변량 정규분포, 2변량 대수정규분포에는 적합되었으나 2변량 gamma 분포에는 적합되지 않았다. 적합도 검정을 통하여 선정된 최적 분포형으로부터 확률강우사상의 빈도곡선을 제시하였다.

• 한국농공학회지
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• 제38권4호
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• pp.110-124
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• 1996

This study was conducted to simulate long seres of synthetic monthly flows by multi-season first order Markov model with selection of best fitting frequency distribution, harmonic synthetic and harmonic regression models and to make a comparison of statistical parameters between observes and synthetic flows of five watersheds in Geum river system. The results obtained through this study can be summarized as follow. 1. Both gamma and two parameter lognormal distributions were found to be suitable ones for monthly flows in all watersheds by Kolmogorov-Smirnov test. 2. It was found that arithmetic mean values of synthetic monthly flows simulated by multi-season first order Markov model with gamma distribution are much closer to the results of the observed data in comparison with those of the other models in the applied watersheds. 3. The coefficients of variation, index of fluctuation for monthly flows simulated by multi-season first order Markov model with gamma distribution are appeared closer to those of the observed data in comparison with those of the other models in Geum river system. 4. Synthetic monthly flows were simulated over 100 years by multi-season first order Markov model with gamma distribution which is acknowledged as a suitable simulation modal in this study.