• Wind and Structures
• /
• 제16권4호
• /
• pp.355-372
• /
• 2013

The Gringorten estimator has been extensively used in extreme value analysis of wind speed records to obtain unbiased estimates of design wind speeds. This paper reviews the derivation of the Gringorten estimator for the mean plotting position of extremes drawn from parents of the exponential type and demonstrates how it eliminates most of the bias caused by the classical Weibull estimator. It is shown that the coefficients in the Gringorten estimator are the asymptotic values for infinite sample sizes, whereas the estimator is most often used for small sample sizes. The principles used by Gringorten are used to derive a new Consistent Linear Unbiased Estimator (CLUE) for the mean plotting positions for the Fisher Tippett Type 1, Exponential and Weibull distributions and for the associated standard deviations. Analytical and Bootstrap methods are used to calibrate the bias error in each of the estimators and to show that the CLUE are accurate to better than 1%.

• Communications for Statistical Applications and Methods
• /
• 제27권4호
• /
• pp.469-486
• /
• 2020

Entropy is an important term in statistical mechanics that was originally defined in the second law of thermodynamics. In this paper, we consider the maximum likelihood estimation (MLE), maximum product spacings estimation (MPSE) and Bayesian estimation of the entropy of an inverse Weibull distribution (InW) under a generalized type I progressive hybrid censoring scheme (GePH). The MLE and MPSE of the entropy cannot be obtained in closed form; therefore, we propose using the Newton-Raphson algorithm to solve it. Further, the Bayesian estimators for the entropy of InW based on squared error loss function (SqL), precautionary loss function (PrL), general entropy loss function (GeL) and linex loss function (LiL) are derived. In addition, we derive the Lindley's approximate method (LiA) of the Bayesian estimates. Monte Carlo simulations are conducted to compare the results among MLE, MPSE, and Bayesian estimators. A real data set based on the GePH is also analyzed for illustrative purposes.

• 상하수도학회지
• /
• 제19권3호
• /
• pp.279-287
• /
• 2005

In this study, I suggest an effective operation of waterwork facilities in large cities and a scientific method for utilizing water in water distribution systems. To achieve this goal, my simulation were carried out on data from Kwangju City using Pipenet '98, a pipe-network program. From this simulation, I examine the possibilities of application the system in large cities, comparing data measured at 33 hydraulic pressure monitoring places from waterwork enterprises. The result is coincident with that of waterwork enterprises, with about a 12.5% average error rate and $0.32kg/cm^2$ average deviation. The method and program I use here can be helpful in cities where there is a need to extend the waterwork facilities, or where there is a need to suspend the water supply, and/or there is an accident. The simulation shows how to expand waterwork facilities effectively, how to prevent accidents, and how to estimate the hydraulic pressure even in the areas without monitoring places.

• 한국음향학회:학술대회논문집
• /
• 한국음향학회 1994년도 FIFTH WESTERN PACIFIC REGIONAL ACOUSTICS CONFERENCE SEOUL KOREA
• /
• pp.686-691
• /
• 1994

For evaluating the response fluctuation of the actual environmental acoustic system excited by arbitrary random inputs, it is important to predict a whole probability distribution form closely connected with evaluation indexes Lx, Leq and so on. In this paper, a new type evaluation method is proposed by introducing three functional models matched to the prediction of the response probability distribution from a problem-oriented viewpoint. Because of the positive variable of the sound intensity, the response probability density function can be reasonably expressed theoretically by a statistical Laguerre expansion series form. The relationship between input and output is described by the regression relationship between the distribution parameters(containing expansion coefficients of this expression) and the stochastic input. These regression functions are expressed in terms of the orthogonal series expansion and their parameters are determined based on the least-squares error criterion and the measure of statistical independency.

• Communications for Statistical Applications and Methods
• /
• 제26권2호
• /
• pp.91-102
• /
• 2019

In this paper, we propose a new estimation method based on a weighted linear regression framework to obtain some estimators for unknown parameters in a two-parameter Rayleigh distribution under a progressive Type-II censoring scheme. We also provide unbiased estimators of the location parameter and scale parameter which have a nuisance parameter, and an estimator based on a pivotal quantity which does not depend on the other parameter. The proposed weighted least square estimator (WLSE) of the location parameter is not dependent on the scale parameter. In addition, the WLSE of the scale parameter is not dependent on the location parameter. The results are compared with the maximum likelihood method and pivot-based estimation method. The assessments and comparisons are done using Monte Carlo simulations and real data analysis. The simulation results show that the estimators ${\hat{\mu}}_u({\hat{\theta}}_p)$ and ${\hat{\theta}}_p({\hat{\mu}}_u)$ are superior to the other estimators in terms of the mean squared error (MSE) and bias.

• 유통과학연구
• /
• 제12권1호
• /
• pp.13-19
• /
• 2014

Purpose - This study investigated relationship quality and/or loyalty, from the viewpoint that merchants and consumers could develop the traditional market. It reorganized variables to find the conditions of values that could stimulate consumers' motives to revive the traditional market. Research Design, data, and methodology - This study employed 202 copies of effective questionnaires, based on the data of Yang & Ju (2012), to conduct correlation, regression, and structured equation modeling (SEM). Results - The results emphasized product and store atmosphere as store selection attributes to consider in the minimum error correction (MEC) model; service factor was not significant. Further, consumers valued relationship quality in the test of mediated effects of the sub-factors of store selection attributes, including consumers' social and emotional value. The relationship quality significantly influenced consumers' value in traditional markets that needed to improve and develop using several variables. Conclusions - This study revealed connections between attributes, consequences, and values using the causal relation model, to generate an optimal model based on a practical and theoretical background and proposed ways to obtain consumer-related information easily.

• 유통과학연구
• /
• 제18권5호
• /
• pp.5-13
• /
• 2020

Purpose: The aim of this article is to test the link between growth of loan distribution and Bank Valuation in Vietnam's banking sector. At the same time, the study also compared the differences in the effect of growth of loan to valuation bank in banks of different sizes, ownership rates and bank values. Research design, data and methodology: With panel data estimation techniques along with robust standard error for a sample of the banks listed on Vietnam stock exchange from 2012 to 2019. Results: Growth of loan has a positive impact on Bank Valuation (by Tobin's Q). A closer investigation provides evidence for the differential valuation effect of loan growth depending on different features of banks. Specifically, loan growth is found positively and significantly associated with Bank Valuation in small and non-state-owned banks only. Besides, bank size, deposit, and return on equity are found negatively associated with Tobin's Q, while loan loss provisions exhibit a positive relation with this measure of Bank Valuation. Conclusions: These findings provide contributions to the literature on the existence of the effect of loan growth on Bank Valuation. At the same time, the study also provides practical implications for policy makers in banks and investors.

• Computers and Concrete
• /
• 제20권1호
• /
• pp.11-22
• /
• 2017

There are two methods to model the plastification of members comprising lumped and distributed plasticity. When a reinforced concrete member experiences inelastic deformations, cracks tend to spread from the joint interface resulting in a curvature distribution; therefore, the lumped plasticity methods assuming plasticity is concentrated at a zero-length plastic hinge section at the ends of the elements, cannot model the actual behavior of reinforced concrete members. Some spread plasticity models including uniform, linear and recently power have been developed to take extended inelastic zone into account. In the aforementioned models, the extended inelastic zones in proximity of critical sections assumed close to connections are considered. Although the mentioned assumption is proper for the buildings simply imposed lateral loads, it is not appropriate for the gravity load effects. The gravity load effects can influence the inelastic zones in structural elements; therefore, the plasticity models presenting the flexibility distribution along the member merely based on lateral loads apart from the gravity load effects can bring about incorrect stiffness matrix for structure. In this study, the linear flexibility distribution model is improved to account for the distributed plasticity of members subjected to both gravity and lateral load effects. To do so, a new model in which, each member is taken as one structural element into account is proposed. Some numerical examples from previous studies are assessed and outcomes confirm the accuracy of proposed model. Also comparing the results of the proposed model with other spread plasticity models illustrates glaring error produced due to neglecting the gravity load effects.

• 유통과학연구
• /
• 제15권3호
• /
• pp.17-25
• /
• 2017

Purpose - The study is to examine the impact of the US Purchasing Managers' Index (PMI) on Korea and the US industrial economy including the distribution industry. We analyze its effect on the industrial economy centered on the distribution industry using economy indices in Korea and the US. Research design, data, and methodology - The variables are used to analyze the dynamic relationship which occurs among the US PMI, the industrial production index, producer price index, unemployment rate, and manufacturing Inventories Index in Korea and the US from January 1990 to July 2016 using Vector Error Correction Model. Results - As a main result, the impact of the US PMI on all the economy indices both Korea and the US has the same cyclical movement. The US PMI is positively related to the producer price and the industrial production index of Korea and the US, while it is negatively related to unemployment rate, and the manufacturing inventories index in Korea and the US. Conclusions - The US PMI as an advanced index has a power to predict the economies on Korea and the US. In the end, we find that the US PMI has a great impact on Korea and the US industrial economy.

• 유통과학연구
• /
• 제17권1호
• /
• pp.11-19
• /
• 2019

Purpose - We document the impact of economic policy uncertainty (EPU) in the US and China on the dynamic spillover effect of macroeconomics such as stock price, housing price in Korea. Research design, data, and methodology - We use the nine variables to analyze the effect which produces a result among the EPU indexes of the US and China on economic variables which is the consumer price index (CPI), housing purchase price composite index, housing lease price, the stock price index in banking industry, construction industry and distribution industry, and composite leading indicator from January 1995 to December 2016 with the Vector Error Correction Model. Result - The US EPU index has significantly a negative relation on the CPI, housing purchase price index, housing lease price index, the stock price index in banking industry, construction industry, and distribution industry in Korea. Conclusions - We find the dynamic effect of the EPU indexes in the US and China on the macroeconomics returns in Korea. This study has an empirical evidence that the economy market in Korea is influenced by the EPU index of the US rather than it of China. The higher EPU, the more risky the economy of in Korea.