• Communications for Statistical Applications and Methods
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• 제14권3호
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• pp.561-576
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• 2007

Five plotting positions are applied to the computation of probability weighted moments (PWM) on the parameters of the generalized logistic distribution. Over a range of parameter values with some finite sample sizes, the effects of five plotting positions are investigated via Monte Carlo simulation studies. Our simulation results indicate that the Landwehr plotting position frequently tends to document smaller biases than others in the location and scale parameter estimations. On the other hand, the Weibull plotting position often tends to cause larger biases than others. The plotting position (i - 0.35)/n seems to report smaller root mean square errors (RMSE) than other plotting positions in the negative shape parameter estimation under small samples. In comparison to the maximum likelihood (ML) method under the small sample, the PWM do not seem to be better than the ML estimators in the location and scale parameter estimations documenting larger RMSE. However, the PWM outperform the ML estimators in the shape parameter estimation when its magnitude is near zero. Sensitivity of right tail quantile estimation regarding five plotting positions is also examined, but superiority or inferiority of any plotting position is not observed.

• 한국수자원학회논문집
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• 제44권2호
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• pp.85-96
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• 2011

연최대수문량의 도시적 분석에 주로 이용되어 온 확률도시위치는 표본자료와 적정 확률분포형의 적합도를 표시하여 초과확률을 산정할 수 있도록 하며, 일부 적합도 검정에도 사용되기도 한다. 확률도시위치를 결정하는 도시위치공식은 오래 전부터 꾸준히 연구되어 왔는데, 특히 빈도해석에 널리 사용되는 GEV 분포에 대한 연구는 다른 분포형보다 더욱 활발히 이루어져 왔다. 본 연구에서는 GEV 분포에 적합한 도시위치공식을 추정하고자 GEV 분포의 순서통계량의 평균 개념을 이용하여 이론적 축소변량을 유도하였다. 또한 다양한 표본크기와 형상 매개변수와 연관이 있는 왜곡도 계수를 고려한 다양한 형태의 도시위치공식을 적용하고, 유전자 알고리즘을 적용하여 도시위치공식의 매개변수를 추정하였다. 유도된 도시위치공식의 정확성을 알아보기 위해 이론적 축소변량과 금회 유도된 도시위치공식을 포함한 다양한 도시위치공식에 의해 계산되는 축소변량 사이의 오차를 비교하였다. 그 결과, 본 연구에서 제안한 도시위치공식은 GEV 분포의 형상 매개변수가 -0.25~0.10의 범위를 가질 때 이론적 축소변량과 가장 작은 오차를 보이는 것으로 나타났다.

• 한국수자원학회논문집
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• 제42권5호
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• pp.365-374
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• 2009

확률도시위치는 주로 도시적 해석을 통한 연최대홍수량 또는 연최대강우량의 초과확률의 추정치 산정에 사용되며 빈도해석을 통해 선정된 적정 확률분포형과 표본자료의 적합도를 도시적으로 파악할 수 있도록 해주기 때문에 오래 전부터 수문 및 수자원 분야에 널리 이용되어 왔다. 본 연구에서는 Gumbel 분포에 적합한 도시위치공식을 추정하고자 Gumbel 분포의 순서통계량과 확률가중모멘트를 이용하여 다양한 표본크기에 대한 도시위치공식의 기본식을 유도하였고, 최적화 기법 중 하나인 유전자 알고리즘을 이용하여 도시위치공식의 매개변수를 추정하였다. 또한 Gumbel 분포에 적합한 도시위치공식을 검토하고자 Gumbel 분포의 이론적인 축소변량과 본 연구에서 추정한 도시위치공식과 기존의 도시위치공식에 의해 계산된 축소변량 간의 평균제곱근오차와 편의를 비교하였다. 그 결과, Gringorten이 제안한 도시위치공식을 적용한 경우의 축소변량간 평균제곱근오차와 순서별 편의가 가장 작은 것으로 분석되었다.

• Wind and Structures
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• 제19권4호
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• pp.371-387
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• 2014

Probability plotting positions are popular and used as the basis for distribution fitting and for inspecting the quality of the fit because of its simplicity. The plotting positions that lead to excellent approximation to the mean of the order statistics should be used if the objective of the fitting is to estimate quantiles. Since the mean depends on the sample size and is not amenable for simple to use closed form solution, many plotting positions have been presented in the literature, including a new plotting position that is derived based on the weighted least-squares method. In this study, the accuracy of using the new plotting position to fit the Gumbel distribution for estimating quantiles is assessed. Also, plotting positions derived by fitting the mean of the order statistics for all ranks is proposed, and an approximation to the covariance of the order statistics for the Gumbel (and Weibull) variate is given. Relative bias and root-mean-square-error of the estimated quantiles by using the proposed plotting position are shown. The use of the proposed plotting position to estimate the quantiles of annual maximum wind speed is illustrated.

• Wind and Structures
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• 제34권6호
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• pp.469-482
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• 2022

The generalized extreme value distribution (GEVD) is frequently used to fit the block maximum of environmental parameters such as the annual maximum wind speed. There are several methods for estimating the parameters of the GEV distribution, including the least-squares method (LSM). However, the application of the LSM with the expected order statistics has not been reported. This study fills this gap by proposing a fitting method based on the expected order statistics. The study also proposes a plotting position to approximate the expected order statistics; the proposed plotting position depends on the distribution shape parameter. The use of this approximation for distribution fitting is carried out. Simulation analysis results indicate that the developed fitting procedure based on the expected order statistics or its approximation for GEVD is effective for estimating the distribution parameters and quantiles. The values of the probability plotting correlation coefficient that may be used to test the distributional hypothesis are calculated and presented. The developed fitting method is applied to extreme thunderstorm and non-thunderstorm winds for several major cities in Canada. Also, the implication of using the GEVD and Gumbel distribution to model the extreme wind speed on the structural reliability is presented and elaborated.

• 한국농공학회논문집
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• 제51권3호
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• pp.53-62
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• 2009

This study was carried out to select optimal probability distribution based on design accumulated monthly mean inflow from the viewpoint of drought by Gamma (GAM), Generalized extreme value (GEV), Generalized logistic (GLO), Generalized normal (GNO), Generalized pareto (GPA), Gumbel (GUM), Normal (NOR), Pearson type 3 (PT3), Wakeby (WAK) and Kappa (KAP) distributions for the observed accumulative monthly mean inflow of Chungjudam. L-moment ratio was calculated using observed accumulative monthly mean inflow. Parameters of 10 probability distributions were estimated by the method of L-moments with the observed accumulated monthly mean inflow. Design accumulated monthly mean inflows obtained by the method of L-moments using different methods for plotting positions formulas in the 10 probability distributions were compared by relative mean error (RME) and relative absolute error (RAE) respectively. It has shown that the design accumulative monthly mean inflow derived by the method of L-moments using Weibull plotting position formula in WAK and KAP distributions were much closer to those of the observed accumulative monthly mean inflow in comparison with those obtained by the method of L-moment with the different formulas for plotting positions in other distributions from the viewpoint of RME and RAE.

• Communications for Statistical Applications and Methods
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• 제18권6호
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• pp.707-716
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• 2011

분위수와 분위(또는 타점위치)는 학계에서나 산업계에서 널리 사용되고 있다. 그런데 통계 소프트웨어에 구현되어 있는 표본 분위수 계산방법들과 표본 분위 계산방법들은 각각 적어도 일곱 가지가 있다. 분위수들이나 분위들을 정의하는 방법들 간의 사소해 보이는 차이가 그 값을 토대로 이루어지는 결정의 큰 차이를 가져올 수 있다. 이 논문에서는 경험적 누적확률을 사용한 기본 타점위치 방법과 Blom (1958)의 제안을 토대로 파생된 여섯 가지 타점위치 방법의 특징과 차이점을 논의하였다. 또 통계소프트웨어에 구현되어 있는 일곱 가지 표본분위수 계산방법들의 특징과 차이점들을 논의한 후 이들을 망라하는 하나의 일반식을 제시하였다. 이 논문에서는 이 일반식으로부터 얻어지는 통찰을 토대로 표본분위수에 대응되는 표본분위를 구하는 방법을 제안하였고, 이 제안을 각 표본분위수 방법에 적용하여 대응되는 표본분위 방법을 도출하였다. 이런 대응관계는 표본분위수와 표본분위에 대한 종합적 이해와 적용에 도움을 줄 수 있을 것이다.

• 한국태양에너지학회 논문집
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• 제38권5호
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• pp.11-25
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• 2018

The Ln-least method is commonly used to estimate the Weibull parameters from the observed wind speed data. In previous studies, the bin method has been used to calculate the cumulative frequency distribution for the Ln-least method. The purpose of this study is to obtain better performance in the Ln-least method by applying probability plotting position(PPP) instead of the bin method. Two types of the wind speed data were used for the analysis. One was the observed wind speed data taken from three sites with different topographical conditions. The other was the virtual wind speed data which were statistically generated by a random variable with known Weibull parameters. Also, ten types of PPP formulas were applied which were Hazen, California, Weibull, Blom, Gringorten, Chegodayev, Cunnane, Tukey, Beard and Median. In addition, in order to suggest the most suitable PPP formula for estimating Weibull parameters, two accuracy tests, the root mean square error(RMSE) and $R^2$ tests, were performed. As a result, all of PPPs showed better performances than the bin method and the best PPP was the Hazen formula. In the RMSE test, compared with the bin method, the Hazen formula increased estimation performance by 38.2% for the observed wind speed data and by 37.0% for the virtual wind speed data. For the $R^2$ test, the Hazen formula improved the performance by 1.2% and 2.7%, respectively. In addition, the performance of the PPP depended on the frequency of low wind speeds and wind speed variability.

• 한국농공학회지
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• 제40권2호
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• pp.59-68
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• 1998

This study was conducted to derive optimal design floods by generalized gamma distribution model of the annual maximum series at eight watersheds along Geum, Yeongsan and Seomjin river systems. Design floods obtained by different methods for evaluation of parameters and for plotting positions in the generalized gamma distribution model were compared by the relative mean errors and graphical fit along with 95% confidence limits plotted on gamma probability paper. The results were analyzed and summarized as follows. 1. Basic statistics and parameters were calculated by the generalized gamma distribution model using different methods for parameters. 2. Design floods according to the return periods were obtained by different methods for evaluation of parameters and for plotting positions in the generalized gamma distribution model. 3. It was found that design floods derived by sundry averages method for parameters and Cunnane method for plotting position in the generalized gamma distribution are much closer to those of the observed data in comparison with those obtained by the other methods for parameters and for plotting positions from the viewpoint of relative mean errors. 4. Reliability of design floods derived by sundry averages method in the generalized gamma distribution was acknowledged within 95% confidence interval.

• 한국농공학회지
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• 제39권3호
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• pp.83-95
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• 1997

This study was conducted to derive optimal design floods by Gamma distribution models of the annual maximum series at eight watersheds along Geum , Yeong San and Seom Jin river Systems, Design floods obtained by different methods for evaluation of parameters and for plotting positions in the Gamma distribution models were compared by the relative mean errors and graphical fit along with 95% confidence interval plotted on Gamma probability paper. The results were analyzed and summarized as follows. 1.Adequacy for the analysis of flood flow data used in this study was confirmed by the tests of Independence, Homogeneity and detection of Outliers. 2.Basic statistics and parameters were calculated by Gamma distribution models using Methods of Moments and Maximum Likelihood. 3.It was found that design floods derived by the method of maximum likelihood and Hazen plotting position formular of two parameter Gamma distribution are much closer to those of the observed data in comparison with those obtained by other methods for parameters and for plotting positions from the viewpoint of relative mean errors. 4.Reliability of derived design floods by both maximum likelihood and method of moments with two parameter Gamma distribution was acknowledged within 95% confidence interval.