• 제목/요약/키워드: Pareto and Lognormal Distribution

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우리나라의 연 강수량, 계절 강수량 및 월 강수량의 확률분포형 결정 (The Determination of Probability Distributions of Annual, Seasonal and Monthly Precipitation in Korea)

  • 김동엽;이상호;홍영주;이은재;임상준
    • 한국농림기상학회지
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    • 제12권2호
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    • pp.83-94
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    • 2010
  • 본 연구의 목적은 우리나라의 연 강수량, 계절 강수 량 그리고 월 강수량의 최적 확률분포형을 선정하는 것이다. 이를 위해서 전국 32개의 강우 관측소에서 얻은 자료에 대하여 L-모멘트 비 다이어그램과 평균가중거리 값을 이용하여 각 강수량별 최적 확률분포를 산정하였으며, 최종적으로 선정된 최적 확률분포형을 관측 지점별로 적합도 검정을 실시하였다. 그 결과, 연강수량에서는 3변수 Weibull 분포(W3), 봄과 가을에는 3변수 대수정규분포(LN3), 여름과 겨울에는 일반화된 극치분포(GEV)가 관측값에 가장 잘 적합하는 것으로 나타났다. 또한, 월 강수량에서는 1월은 LN3, 2월과 7월은 W3, 3월은 2변수 Weibull 분포(W2), 4월, 9월, 10월, 11월은 일반화된 Pareto 분포(GPA), 5월과 6월은 GEV, 그리고 8월과 12월은 log-Pearson type III 분포(LP3)가 가장 잘 적합하였다. 하지만, 최적 확률분포형의 지점별 적합도 검정의 결과, 1월, 4월, 9월, 10월, 11월의 GPA와 LN3에 대한 기각율이 확률 분포의 매개변수 추정에서의 오류와 상대적으로 높은 AWD 값으로 인하여 매우 높게 나타났다. 한편, 23개 관측소의 자료를 추가하여 분석해본 결과 기존의 32개 의 관측소 자료를 이용한 것과 큰 차이를 나타내지 않았다. 종합적으로 보다 적합한 확률분포형을 선정하기 위해서는 더 장기간의 표본자료를 이용한 추가적인 연구가 필요할 것으로 판단된다.

비정규분포공정(非正規分布工程)에서 메디안특수관리도(特殊管理圖)의 모형설계(模型設計) (Design of Median Control Chart for Nonnormally Distributed Processes)

  • 신용백
    • 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.

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혼합분포함수를 적용한 최심신적설량에 대한 수문통계학적 빈도분석 (Statistical frequency analysis of snow depth using mixed distributions)

  • 박경운;김동욱;신지예;김태웅
    • 한국수자원학회논문집
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    • 제52권12호
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    • pp.1001-1009
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    • 2019
  • 최근 우리나라에서 폭설이 증가하고 있으며, 이로 인한 피해액 또한 증가하고 있다. 우리나라는 전국적으로 폭설로 인한 피해를 줄이기 위해 내설 설계기준 마련 등의 노력을 하고 있으나, 강설 자료의 특성으로 기준 설정에 어려움이 있다. 본 연구에서는 우리나라 남부 지역에 있는 진주, 창원, 합천 지점의 적설량에 대한 수문통계학적 빈도분석을 수행하여 최심신적설량에 대한 설계수문량을 정량적으로 산정하였다. 자료의 특성상 연도별 측정값이 '0'인 경우가 존재하여 기존의 빈도분석 방법을 적용할 경우 매개변수의 추정이 불가능한 상황도 발생한다. 이러한 문제를 해결하기 위하여 혼합분포함수를 이용하였고, 분포모형으로는 대수정규, 일반화 파레토, 일반화 극치, 감마, 검벨, 와이블 분포를 적용하였다. 적용 결과, 단일분포함수를 적용할 때 보다 혼합분포함수를 적용할 때 확률적설심이 더 작게 산정되었으며, 전체적으로 관측값이 간헐적으로 나타나는 지점에서 혼합분포함수의 적용성이 우수한 것으로 판단된다.

비정규분포공정에서 메디안특수관리도 통용모형설정에 관한 실증적 연구(요약) (Median Control Chart for Nonnormally Distributed Processes)

  • 신용백
    • 산업경영시스템학회지
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    • 제10권16호
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    • pp.101-106
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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 $\bar{X}$-chart, $\bar{X}$-chart, $\bar{X}$-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 Shewhart $\bar{X}$-chart. which is the most widely used one in Kora, 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, Truncated-normal distributions. Robustness of the proposed median control chart is compared with that of the $\bar{X}$-chart; the former tends to be superior to the latter as the probability distribution of the process becomes more skewed. The average run length to detect the assignable cause is also compared when the process has a Normal or a Gamma distribution for which the properties of X are easy to verify, the proposed chart is slightly worse than the $\bar{X}$-chart for the normally distributed product but much better for Gamma-distributed products. Average Run Lengths of the other distributions are also computed. To use the proposed control chart, the probability distribution of the process should be known or estimated. If it is not possible, the results of comparison of the robustness force us to use the proposed median control chart based oh a normal distribution. To estimate the distribution of the process, Sturge's formula is used to graph the histogram and the method of probability plotting, $\chi$$^2$-goodness of fit test and Kolmogorov-Smirnov test, are discussed with real case examples. A comparison of the proposed median chart and the $\bar{X}$ chart was also performed with these examples and the median chart turned out to be superior to the $\bar{X}$-chart.

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비정규분포공정에서 매디안특수관리도의 모형설계와 적용연구 (Median Control Chart for Nonnormally Distributed Processes)

  • 신용백
    • 기술사
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    • 제20권3호
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    • pp.15-25
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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 X-chart, X-chart, 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 Shewhart 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 tile more famous nonnormal distributions, such as Gamma, Beta, Lognormal, Weibull, Pareto, Truncated-normal distributions. Robustness of the proposed median control chart is compared with that of the X-chart, the former tends to be superior to the latter as the probability distribution of the process becomes more skewed. The average run length to detect the assignable cause is also compared when the process has a Normal or a Gamma distribution for which the properties of X are easy to verify, the proposed chart is slightly worse than the X-chart for the normally distributed product but much better for Gamma-distributed products. Average Run Lengths of the other distributions are also computed. To use the proposed control chart, the probability distribution of the process should be known or estimated. If it is not possible, the results of comparison of the robustness force us to use the proposed median control chart based on a normal distribution. To estimate the distribution of the process, Sturge's formula is used to graph the histogram and the method of probability plotting, $X^2$-goodness of fit test and Kolmogorov-Smirnov test, are discussed with real case examples. A comparison of the propose4 median chart and the X chart was also performed with these examples and the median chart turned out to be superior to the X-chart.

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