• 한국환경과학회지
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• 제18권7호
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• pp.767-780
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• 2009

This study investigates the standard, duration period and excess mortality of extreme heat using the standardized daily mortality data from 1991 to 2004, establishing a standard threshold Criteria for Heat Health Watch Warning System in Korea. It ultimately aims to provide the guidance in building up Heat Health Watch Warning System for Korea by suggesting the standard to quantify thermal stress from heat. The standard threshold Criteria for Heat Health Watch Warning System for Seoul metropolitan city takes into account both daily maximum temperature and daily maximum heat index(HI) and consists of four phases; caution, extreme caution, danger, and extreme danger. Extreme caution phase and danger phase are used as the advisory and warning of extreme heat, respectively. Since the nationwide distribution of the frequency of extreme heat day and the excess mortality rate shows little difference across regions, the standard threshold Criteria for Heat Health Watch Warning System for Seoul metropolitan city can be used for other regions.

• Communications for Statistical Applications and Methods
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• 제16권5호
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• pp.803-812
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• 2009

금융자료에 극단값이론을 적용하는 것은 위험관리에서 중요한 최신 통계기법 중의 하나라고 할 수 있다. 극단값분석에서 전통적으로 사용해 오던 연간 최대값방법은 시계열자료의 연간 최대값들에 대하여 일반화 극단값분포를 적합시키는 것이고, 최근 대안으로 널리 사용되고 있는 분계점 방법은 시계열자료 중 충분히 큰 하나의 분계점을 넘어서는 초과값들에 대하여 일반화파레토분포를 적합시키는 것이다. 그러나, 보다 실질적인 방법은 분계점을 넘어서는 초과값들을 하나의 점과정으로 해석하는 것인데, 즉 초과값들의 초과시점과 초과여분을 점근적으로 비동질 포아송과정을 갖는 하나의 2차원 점과정으로 간주하는 것이다. 본 논문에서는 이러한 2차원 비동질 포아송과정 모형을 1982.1.4부터 2008.12.31까지 수집된 원/달러 환율 시계열자료로부터 계산된 일별 환율투자손실률, 즉 일별 로그 손실률에 적용한다. 여기서 주된 관심은 10년 혹은 50년에 한번 정도 발생하는 대형 손실률 수준과 같은 극단분위수를 어떻게 추정하느냐 하는 것이다.

• 한국기계가공학회지
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• 제9권6호
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• pp.71-77
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• 2010

Although the problems of defects and nonmetallic inclusion in metal fatigue are very complicated, it is particularly important to view these problems from the perspective that defects and inclusions are virtually equivalent to small cracks. This concept will help one to understand various fatigue phenomena caused by Ductile Cast Iron. For different ferrite-pearlite matrix structure, containing more than 90% spheroidal ratio of graphite, GCD 45-3, GCD 50, GCD 60 series and 70%, 80%, 90% spheroidal ratio of graphite, GCD 40, GCD 45-1, GCD 45-2 series, this paper has carried out image analyzer, estimated maximum and mean size of graphite, investigated correlation. It was concluded as follows. (1) A good quality of Ductile cast iron using in this experiment, the graphite was separated well. The effect of the interaction by graphite was verified by microscopic observation and by fracture mechanics investigation in surface, interior of the specimen. (2)${\sqrt{area}}_{max}$ of graphite can be used to predict fatigue limit of Ductile Cast Iron. The Statistical distribution of extreme values of ${\sqrt{area}}$ may be used as a guide line for the control of inclusion size in the steel making processes.

• 한국통신학회논문지
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• 제34권6B호
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• pp.623-629
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• 2009

본 연구에서는 소프트웨어 제품을 개발하는 과정에서 보증기간을 고려하여 사용자에게 인도하는 시기를 결정하는 방출시기에 관한 모형의 비교 연구이다. 실증 비교 결과 지수화 소프트웨어 신뢰성장모형에서는 보증기간이 증가함에 따라 초기에는 최적방출시기가 증가했으나 점차 거의 유사한 방출시기를 나타내고 있으며 이와 반대로 불완전한 디버깅 소프트웨어 신뢰성장 모형에서는 초기에는 최적방출시기가 감소하였으나 보증기간이 길수록 소폭 증가하는 패턴을 보이고 있으며 제안된 극값모형은 점차적으로 증가하는 형태를 가진다는 결론을 도출 할 수 있다. 이러한 연구결과를 통하여 소프트웨어 개발자들은 보증기간과 방출최적시기의 관계를 파악함으로서 소프트웨어 개발 시 사전정보로 활용 할 수 있으리라 사료된다.

• 한국안전학회지
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• 제31권4호
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• pp.48-54
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• 2016

The prediction of various emissions from coal combustion is an important subject of researchers and engineers because of environmental consideration. Therefore, the development of the models for predicting pollutants very fast has received much attention from international research community, especially in the field of safety assessment. In this work, response surface method was introduced as a design of experiment, and the database for RSM was set with the numerical simulation of a drop tube furnace (DTF) to predict the spatial distribution of pollutant concentrations as well as final ones. The distribution of carbon dioxide in DTF was assumed to have Boltzman function, and the resulted function with parameters of a high $R^2$ value facilitates predicting an accurate distribution of $CO_2$. However, CO distribution had a difference near peak concentration when Gaussian function was introduced to simulate the CO distribution. It might be mainly due to the anti-symmetry of the CO concentration in DTF, and hence Extreme function was used to permit the asymmetry. The application of Extreme function enhanced the regression accuracy of parameters and the prediction was in a fairly good agreement with the new experiments. These results promise the wide use of statistical models for the quantitative safety assessment.

• 상하수도학회지
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• 제30권1호
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• pp.41-49
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• 2016

In this study, rainfall characteristics with stationary and non-stationary perspectives were analyzed using generalized extreme value (GEV) distribution and Gumbel distribution models with rainfall data collected in major cities of Korea to reevaluate the return period of sewer flooding in those cities. As a result, the probable rainfall for GEV and Gumbel distribution in non-stationary state both increased with time(t), compared to the stationary probable rainfall. Considering the reliability of ${\xi}_1$, a variable reflecting the increase of storm events due to climate change, the reliability of the rainfall duration for Seoul, Daegu, and Gwangju in the GEV distribution was over 90%, indicating that the probability of rainfall increase was high. As for the Gumbel distribution, Wonju, Daegu, and Gwangju showed the higher reliability while Daejeon showed the lower reliability than the other cities. In addition, application of the maximum annual rainfall change rate (${\xi}_1{\cdot}t$) to the location parameter made possible the prediction of return period by time, therefore leading to the evaluation of design recurrence interval.

• Journal of applied mathematics & informatics
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• 제31권3_4호
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• pp.327-336
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• 2013

Generalized Pareto distributions play an important role in re-liability, extreme value theory, and other branches of applied probability and statistics. This family of distribution includes exponential distribution, Pareto distribution, and Power distribution. In this paper we establish some recurrences relations satisfied by the quotient moments of the upper record values from the generalized Pareto distribution. Further a char-acterization of this distribution based on recurrence relations of quotient moments of record values is presented.

• Kyungpook Mathematical Journal
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• 제48권3호
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• pp.411-417
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• 2008

In the present paper we derive the distribution of single order statistics, joint distribution of two order statistics and the distribution of product and quotient of two order statistics when the independent random variables are from continuous Kumaraswamy distribution. In particular the distribution of product and quotient of extreme order statistics and consecutive order statistics have also been obtained. The method used is based on Mellin transform and its inverse.

• 충청수학회지
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• 제27권3호
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• pp.347-361
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• 2014

Generalized Pareto distribution play an important role in reliability, extreme value theory, and other branches of applied probability and statistics. This family of distribution includes exponential distribution, Pareto or Lomax distribution. In this paper, we established exact expressions and recurrence relations satised by the quotient moments of generalized order statistics for a generalized Pareto distribution. Further the results for quotient moments of order statistics and records are deduced from the relations obtained and a theorem for characterizing this distribution is presented.

• 응용통계연구
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• 제20권1호
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• pp.1-9
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• 2007

한국의 네 개 도시(서울, 대구, 춘천, 영천)의 일일 최고기온을 모형화하여, 이에 적합한 분포를 제안하고 분포의 적합성을 여러 가지 방법에 의하여 검토하였다. 제안된 분포는 극단간 분포의 일종이며, 적합성 검토는 카이제곱 적합도 검정, Q-Q plot,확률 그림과 5000번의 모의실험을 통하여 허용한계를 구하였다 그 결과 제안된 극단간 분포(Extreme Value Distribution)가 일일 최고기온을 잘 설명하고 있음을 확인할 수 있었다. 논문에서 나타난 실제 데이터의 그림은 서울의 1월과 6월을 중심으로 하였고, 대상지역의 2006년과 100년 후 2105년의 평균기온과, 제 안된 극단값 분포에 의해 95% 신뢰구간하에서 일일 최고기온의 평균 상한값을 예측하였다.