• 제목/요약/키워드: Kolmogorov test

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신용평가모형에서 타당성검증 통계량들의 판단기준 (Criterion of Test Statistics for Validation in Credit Rating Model)

  • 박용석;홍종선;임한승
    • Communications for Statistical Applications and Methods
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    • 제16권2호
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    • pp.239-347
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    • 2009
  • 신용평가모형의 판별력에 대한 검정방법으로 콜모고로프-스미르노프, 평균차이, AUROC, AR등과 같은 통계량이 널리 사용되고 있다. 이러한 통계량들의 판단기준은 정규분포 가정 하에서 평균차이를 기준으로 설정되었다. 본 연구에서는 모의 실험을 통해서 표본크기, 불량률 그리고 제II종 오류율을 고려하는 대안적인 판단기준을 제 안하고 현재 적용되고 있는 판단기준과 비교해본다. 또한 판별력 정도에 따른 각 통계량들의 의미를 10단계로 정의하고 모의 실험 결과와 현재 적용되고 있는 판단기준을 비교해 본다.

논 유출수 BOD의 유량가중평균농도(EMC) 확률분포 (Probability Distribution of BOD EMC from Paddy Fields)

  • 진소현;정재운;윤광식;최우정;최동호;김상돈;강재홍;최유진
    • 한국환경과학회지
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    • 제19권9호
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    • pp.1153-1159
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    • 2010
  • Identification of probability distribution for water quality constituents from specific land use is important to achieve successful implementation of TMDL program. In this 3-year study, distribution of discharge and BOD(Biological Oxygen Demand) concentration from paddy rice fields were monitored. Four probability distributions, normal, log-normal, Gamma and Weibull were fitted and the goodness-of-fit was assessed using probability plots and Kolmogorov-Smirnov test. $EMC_s$ of BOD in runoff from paddy field ranged 0.37 to $7.99\;mgL^{-1}$, and all four probability distributions were acceptable. But the normal distribution would be preferred for BOD from paddy fields considering nature of straight forward application.

콘크리트 넓은 보의 상태평가를 위한 초음파 속도의 통계학적 분포에 대한 연구 (A Study on the Statistical Distribution of Ultrasonic Velocities for the Condition Evaluation of Concrete Wide Beam)

  • 윤영근;이인복;사민형;오태근
    • 한국안전학회지
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    • 제32권2호
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    • pp.98-104
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    • 2017
  • The ultrasonic pulse velocities of pressure, shear, and Rayleigh waves ( P-, S-, and R- waves) have been used for the condition evaluation of various concrete structures, but the statistical distribution according to the wave type has not been studied clearly in view of data reliability and validity. Therefore, this study analyzed the statistical distribution of P-, S-, R-wave velocities in concrete wide beams of $800{\times}3100mm$ (width ${\times}$ length) with a thickness of 300 mm. In addition, we investigated an experimental consistency by the Kolmogorov-Smirnov goodness-of-fit test. The experimental data showed that the R-, S- and P- wave velocities in order have better statistical stability and reliability for in situ evaluation because R- and S-waves are less sensitive to confinement and boundary conditions. Also, good correlations between wave velocities and strength and modulus of elasticity were found, which indicate them as appropriate techniques for estimating the mechanical properties.

Low Income and Rural County of Residence Increase Mortality from Bone and Joint Sarcomas

  • Cheung, Min Rex
    • Asian Pacific Journal of Cancer Prevention
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    • 제14권9호
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    • pp.5043-5047
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    • 2013
  • Background: This is a part of a larger effort to characterize the effects on socio-economic factors (SEFs) on cancer outcome. Surveillance, Epidemiology and End Result (SEER) bone and joint sarcoma (BJS) data were used to identify potential disparities in cause specific survival (CSS). Materials and Methods: This study analyzed SEFs in conjunction with biologic and treatment factors. Absolute BJS specific risks were calculated and the areas under the receiver operating characteristic (ROC) curve were computed for predictors. Actuarial survival analysis was performed with Kaplan-Meier method. Kolmogorov-Smirnov's 2-sample test was used to for comparing two survival curves. Cox proportional hazard model was used for multivariate analysis. Results: There were 13501 patients diagnosed BJS from 1973 to 2009. The mean follow up time (SD) was 75.6 (90.1) months. Staging was the highest predictive factor of outcome (ROC area of 0.68). SEER stage, histology, primary site and sex were highly significant pre-treatment predictors of CSS. Under multivariate analysis, patients living in low income neighborhoods and rural areas had a 2% and 5% disadvantage in cause specific survival respectively. Conclusions: This study has found 2-5% decrement of CSS of BJS due to SEFs. These data may be used to generate testable hypothesis for future clinical trials to eliminate BJS outcome disparities.

확률분포에 의한 지속기간 및 빈도별 가뭄우량 추정 (Estimation of Drought Rainfall According to Consecutive Duration and Return Period Using Probability Distribution)

  • 이순혁;맹승진;류경식
    • 한국수자원학회:학술대회논문집
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    • 한국수자원학회 2004년도 학술발표회
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    • pp.1103-1106
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    • 2004
  • The objective of this study is to induce the design drought rainfall by the methodology of L-moment including testing homogeneity, independence and outlier of the data of annual minimum monthly rainfall in 57 rainfall stations in Korea in terms of consecutive duration for 1, 2, 4, 6, 9 and 12 months. To select appropriate distribution of the data for annual minimum monthy rainfall by rainfall station, the distribution of generalized extreme value (GEV), generalized logistic (GLO) as well as that of generalized pareto (GPA) are applied and the appropriateness of the applied GEV, GLO, and GPA distribution is judged by L-moment ratio diagram and Kolmogorov-Smirnov (K-S) test. As for the annual minimum monthly rainfall measured by rainfall station and that stimulated by Monte Carlo techniques, the parameters of the appropriately selected GEV and GPA distributions are calculated by the methodology of L-moment and the design drought rainfall is induced. Through the comparative analysis of design drought rainfall induced by GEV and GPA distribution by rainfall station, the optimal design drought rainfall by rainfall station is provided.

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연유출량의 추계학적 모의발생에 관한 연구 (A study on the stochastic generation of annual runoff)

  • 이순혁;박명근;맹승진
    • 한국농공학회지
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    • 제37권2호
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    • pp.31-40
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    • 1995
  • This study was conducted to get best fitting frequency distribution for the annual run- off and to simulate long series of annual flows by single-season first order Markov Model with comparison of statistical parameters which were derived from observed and synthetic flows at four watersheds in Seom Jin and Yeong San river systems. The results summarized through this study are as follows. 1. Hydrologic persistence of observed flows was acknowledged by the correlogram analysis. 2. A normal distribution of the annual runoff for the applied watersheds was confirmed as the best one among others by Kolmogorov-Smirnov test. 3. Statistical parameters were calculated from synthetic flows simulated by normal dis- tribution. In was confirmed that mean and standard deviation of simulated flows are much closer to those of observed data than except coefficient of skewness. 4. Hydrologic persistence between observed flows and synthetic flows simulated was also confirmed by the correlogram analysis. 5. It is to be desired that generation technique of synthetic flow in this study would be compared with other simulation techniques for the objective time series.

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고차확률가중모멘트법에 의한 지역화빈도분석과 GIS기법에 의한 설계강우량 추정(II) - L-모멘트법을 중심으로 - (Estimation of Design Rainfall by the Regional Frequency Analysis using Higher Probability Weighted Moments and GIS Techniques(l ) - On the method of L-moments-)

  • 이순혁;박종화;류경식
    • 한국농공학회지
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    • 제43권5호
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    • pp.70-82
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    • 2001
  • This study was conducted to derive the regional design rainfall by the regional frequency analysis based on the regionalization of the precipitation suggested by the first report of this project. Using the L-moment ratios and Kolmogorov-Smirnov test, the underlying regional probability distribution was identified to be the Generalized extreme value distribution among applied distributions. Regional and at-site parameters of the generalized extreme value distribution were estimated by the linear combination of the probability weighted moments, L-moment. The regional and at-site analysis for the design rainfall were tested by Monte Carlo simulation. Relative root-mean-square error(RRMSE), relative bias(RBIAS) and relative reduction(RR) in RRMSE were computed and compared with those resulting from at-site Monte Carlo simulation. All show that the regional analysis procedure can substantially reduce the RRMSE, RBIAS and RR in RRMSE in the prediction of design rainfall. Consequently, optimal design rainfalls following the legions and consecutive durations were derived by the regional frequency analysis.

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한국인(韓國人) 아동(兒童)의 하악공(下顎孔) 위치(位置)에 관(關)한 X선학적(線學的) 고찰(考察) (THE STUDY ON THE POSITION OF THE MANDIBULAR FORAMEN IN KOREAN CHILDREN)

  • 백병주
    • 대한소아치과학회지
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    • 제4권1호
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    • pp.24-27
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    • 1977
  • The Author measured the position of the mandibular foramen with oblique cephalography in 43 5-aged, and 44 7-aged Korean children. The results of the studies were as follows; 1) The distance from the post. occlusal plane to the mandibular foramen was $3.16{\pm}1.22mm$. in age 5 and $1.86{\pm}1.50mm$. in age7 to the below. 2) The meeting point of the occlusal plane and anterior of the ramus to the mandibular foramen was $16.56{\pm}2.18mm$. in age5 and $16.88{\pm}2.69mm$. in age7. 3) The angulation between the occlusal plane and the line connecting the mandibular foramen and the meeting point of anterior border of the ramus with occlusal plane was $12.70{\pm}4.31^{\circ}$ in age5 and $8.27{\pm}5.36^{\circ}$ in age7 to the below. 4) % depth was $56.93{\pm}5.65%$ in age 5 and $53.20{\pm}7.12%$ in age 7. 5) The price of distance and angulation showed significant results at 0.01 level in KOLMOGOROV-SMIRNOV (TWO-SAMPLE) TEST.

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추계강우모형에서의 강우통계의 시간적 변동성 연구 (Importance of the Temporal Variability of Rainfall Statistics in Stochastic Rainfall Modeling)

  • 김동균;이진우;조용식
    • 한국방재학회:학술대회논문집
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    • 한국방재학회 2010년도 정기 학술발표대회
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    • pp.51.2-51.2
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    • 2010
  • A novel approach of Poisson cluster stochastic rainfall generator was validated in its ability to reproduce important rainfall and watershed response characteristics at 104 locations of the United States. The suggested novel approach - The Hybrid Model(THM), as compared to the traditional ones, has an additional function to account for the year-to-year variability of rainfall statistics. The two-sample Kolmogorov-Smirnov test was used to see how well THM and traditional approach of Poisson cluster rainfall model reproduce the distribution of the following hydrologic variables: monthly maximum rainfall depths with 1, 3, 6, 12, and 24 hour duration, monthly maximum flow peaks at the virtual watersheds with Curve Number of 50, 60, 70, 80 and 90; and monthly runoff depths at the same virtual watersheds. In all of the testing variables, THM significantly outperformed the traditional approach. This result indicates that the year-to-year variability of rainfall statistics contains important information about the characteristics of rainfall processes that were not considered by the conventional approach of Poisson cluster rainfall modeling and that further considering it in rainfall simulation will enhance the performance of the rainfall models.

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선박접안속도 실측값의 확률분포특성에 관한 연구

  • 이상원;조장원;조익순
    • 한국항해항만학회:학술대회논문집
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    • 한국항해항만학회 2018년도 추계학술대회
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    • pp.320-322
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    • 2018
  • 선박이 부두의 계류시설에 접촉할 때 발생하는 접안에너지는 해당선박의 접안속도에 가장 큰 영향을 받는다. 접안속도가 과다할 경우 부두에 접촉하는 사고로까지 이어질 수 있으므로 각각의 부두 특성에 맞는 적절한 접안속도를 설계하는 것이 중요하다. 선박접안속도의 경우, 일반적으로 대수정규분포를 따른다고 가정하고 있으나 국내에서는 이에 대한 검증이나 연구가 없어 해외의 사례를 바탕으로 설계접안 속도를 설정하고 있는 상황이다. 이에 본 연구에서는 부두의 선박접안속도를 설계하기 위한 통계학적인 접근으로 접안속도의 실측데이터를 토대로 그 빈도수를 히스토그램으로 표현하여 각각의 확률분포도와 비교 분석하고, 확률분포에 대한 검정법으로 K-S (Kolmogorov-Smirnov Test) 검정, A-D(Anderson-Darling) 검정, Q-Q(Quantile-Quantile) Plot 등을 이용하여 접안속도 분포에 적합한 확률분포도를 확인하였다. 분석 결과, 선박접안속도의 빈도분포는 일반적으로 알려진 대수정규분포 뿐만 아니라 Weibull 분포와 적합한 형태를 보이는 것을 알 수 있었다. 추가적으로 본 연구에서는 초과확률 개념에서의 접안속도의 예측치를 구하여 구해진 1/1000, 1/10000의 접안속도 예측치를 설계접안속도의 참고자료로 제안하고자 한다.

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