• 응용통계연구
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• 제29권4호
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• pp.741-752
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• 2016

금융자산의 수익률 분포를 잘 설명할 수 있는 것으로 알려진 normal inverse Gaussian(NIG)분포는 모수의 조건에 의해 세 배의 초과첨도가 왜도 제곱의 5배보다 커야 하는데, 만약 관측된 초과첨도와 왜도의 관계가 이를 만족하지 못하거나 두 값이 매우 비슷하다면 모수를 안정적으로 추정하기 어렵게 된다. 이 논문에서 우리는 NIG분포의 모수추정에서 발생하는 이러한 문제점을 살펴보고 모의실험을 통해 이를 보정하는 방법을 찾아보았다. KOSPI, S&P500, FTSE와 HANG SENG의 실제 주가지수 자료에 적용하여 보정의 효과를 비교하고 VaR를 이용한 사후검증으로 보정된 추정방법의 성능을 평가해 보았다. 보정 방법을 이용하였을 때, 모수추정의 문제가 있던 구간을 포함한 모든 구간에서 안정적인 모수추정이 가능하였고 VaR를 통한 사후 검증에서도 분포의 성능이 떨어지지 않음을 확인하였다.

• Food Science and Biotechnology
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• 제17권3호
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• pp.659-663
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• 2008

Different statistical distribution functions were examined to find an adequate distribution function to describe the microbial contamination behavior of a Korean side dish product, seasoned soybean sprouts for different seasons and market groups. The triang distribution was the best for any market groups in winter, while the logistic distribution could describe the microbial contamination in log CFU/g for all the market groups in spring and summer. From parametric bootstrapping based on the fitted distributions, it was found that a normal distribution could describe the distribution of mean microbial count in log CFU/g for all the seasons and market groups. Statistical parameters for each season/market group are presented to estimate the confidence interval.

• 한국해양공학회지
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• 제34권1호
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• pp.26-36
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• 2020

An extreme value analysis of metocean data which include wave, wind, and current data is a prerequisite for the operation and survival of offshore structures. The purpose of this study was to provide information about the return wave, wind, and current values for the Barents Sea using extreme value analysis. Hindcast datasets of the Global Reanalysis of Ocean Waves 2012 (GROW2012) for a waves, winds and currents were obtained from the Oceanweather Inc. The Gumbel distribution, 2 and 3 parameters Weibull distributions and log-normal distribution were used for the extreme value analysis. The least square method was used to estimate the parameters for the extreme value distribution. The return values, including the significant wave height, spectral peak wave period, wind speed and current speed at surface, were calculated and it will be utilized to design offshore structures to be operated in the Barents Sea.

• ETRI Journal
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• 제33권6호
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• pp.949-952
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• 2011

In this letter, a simplified suboptimum receiver based on soft-limiting for the detection of binary antipodal signals in non-Gaussian noise modeled as a generalized normal-Laplace (GNL) distribution combined with Gaussian noise is presented. The suboptimum receiver has low computational complexity. Furthermore, when the number of diversity branches is small, its performance is very close to that of the Neyman-Pearson optimum receiver based on the probability density function obtained by the Fourier inversion of the characteristic function of the GNL-plus-Gaussian distribution.

• 한국지반공학회:학술대회논문집
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• 한국지반공학회 2009년도 세계 도시지반공학 심포지엄
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• pp.1399-1406
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• 2009

Probability distribution of geotechnical properties is very useful information and it is used for evaluating the geotechnical properties itself and calculating probability of failure. In this study, probability distribution of compression index, recompression index, and void ratio are evaluated, and analysis results show that all property distributions satisfy normal and log-normal distribution.

• 한국신뢰성학회지:신뢰성응용연구
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• 제14권1호
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• pp.45-51
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• 2014

Thermal shock tests at two stress levels were performed to see the life (cycles) of LPF ASSY (low pass filter assembly) at normal stress level. In this case Coffin-Manson relationship is generally used to describe the relationship between the temperature difference and the life, together with the Weibull distribution describing the life at each stress level. So for given data Coffin-Manson is fitted to predict the life at normal stress level. However, different types of models are appropriate for this type of test. Hence, a more appropriate model such as General log-linear model which can also incorporate the duration at the highest and lowest temperatures and acceleration time will be introduced.

• 한국경영과학회지
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• 제36권4호
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• pp.17-27
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• 2011

The coupon issued by Korail (Korail's coupon) is characterized by the properties such as a discount rate, an issuing region, a selling region, and a practically discounted rate. The purpose of this study is to investigate their impacts on the redemption time using Log-Normal distribution, and to derive managerial implications for improving Korail's discount program. The result showed that the redemption time was shorter or longer depending a discount rate, an issuing region, a selling region, and a practically discounted rate.

• Asian Pacific Journal of Cancer Prevention
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• 제13권5호
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• pp.1829-1831
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• 2012

Background: The generalized gamma distribution statistics constitute an extensive family that contains nearly all of the most commonly used distributions including the exponential, Weibull and log normal. A saturated version of the model allows covariates having effects through all the parameters of survival time distribution. Accelerated failure-time models assume that only one parameter of the distribution depends on the covariates. Methods: We fitted both the conventional GG model and the saturated form for each of its members including the Weibull and lognormal distribution; and compared them using likelihood ratios. To compare the selected parameter distribution with log logistic distribution which is a famous distribution in survival analysis that is not included in generalized gamma family, we used the Akaike information criterion (AIC; r=l(b)-2p). All models were fitted using data for 369 women age 50 years or more, diagnosed with stage IV breast cancer in BC during 1990-1999 and followed to 2010. Results: In both conventional and saturated parametric models, the lognormal was the best candidate among the GG family members; also, the lognormal fitted better than log-logistic distribution. By the conventional GG model, the variables "surgery", "radiotherapy", "hormone therapy", "erposneg" and interaction between "hormone therapy" and "erposneg" are significant. In the AFT model, we estimated the relative time for these variables. By the saturated GG model, similar significant variables are selected. Estimating the relative times in different percentiles of extended model illustrate the pattern in which the relative survival time change during the time. Conclusions: The advantage of using the generalized gamma distribution is that it facilitates estimating a model with improved fit over the standard Weibull or lognormal distributions. Alternatively, the generalized F family of distributions might be considered, of which the generalized gamma distribution is a member and also includes the commonly used log-logistic distribution.

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2005년도 학술발표회(1)
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• pp.777-777
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• 2005

• 물과 미래
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• 제7권2호
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• pp.99-106
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• 1974

The records of wave heights which were observed at Muk ho and Po hang of the East Coast of Korea were analized by several probility functions. The exponential 2 parameter distribution was found as the best fit probability function to the historical distribution of wave heights by the test of goodness of fit. But log-normal 2 parameter and log-extremal type A distributions were also fit to the historical distribution, especially in the Smirnov-Kolmogorov test. Therefore, it can't be always regarded that those two distributions are not fit to the wave heiht's distribution. In the test of goodness of fit, the Chi-Square test gave very sensitive results and Smirnov-Kolmogorov test, which is a distribution free and non-parametric test, gave more inclusive results. At the next stage, the inter-relationship between the mean and the one-third wave heights, the mean and the one-=tenth wave heights, the one-third and the one-tenth wave heights, the one-third and the highest wave heights were obtained and discussed.