• 제목/요약/키워드: gamma model

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Gamma 분포모델에 의한 하천유량의 Simulation에 관한 연구 (Stochastic Simulation of Monthly Streamflow by Gamma Distribution Model)

  • 이중석;이순택
    • 물과 미래
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    • 제13권4호
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    • pp.41-50
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    • 1980
  • 본 연구는 Gamma 분포의 이론적 검토와 이의 수공학에의 적용, 즉 Gamma 분포의 적합성 및 Gamma 모델에 의한 하천유량의 Simulation에 대한 연구와 검토를 행하는데 그 목적을 두고 있다. 분석에 있어서 우리나라 주요하천(낙동강, 한강 및 금강)의 월유량자료를 사용하였으며 분석을 간단하게 하기 위하여 자료를 Modular coefficient로 변환시켰다. 먼저 이변수 Gamma 분포형에 대한 월류량에의 적합성을 검정하였으며 이로부터 Gamma 분포형과 Monto Carlo 기법을 기초로 한 Gamma 모델에 의하여 월류량의 Simulation을 행하였다. 그 결과 기록치와 매우 근접한 Simulation 자료를 얻을 수 있었다.

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Gamma 및 Generalized Gamma 분포 모형에 의한 적정 설계홍수량의 유도(II) -Generalized Gamma 분포모형을 중심으로- (Derivation of Optimal Design Flood by Gamma and Generalized Gamma Distribution Models(II) -On the Generalized Gamma Distribution Model-)

  • 이순혁;박명근;맹승진;정연수;류경선
    • 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.

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Does mudcake change the results of modeling gamma-gamma well-logging?

  • Rasouli, Fatemeh S.
    • Nuclear Engineering and Technology
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    • 제54권9호
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    • pp.3390-3397
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    • 2022
  • Among the different techniques available, nuclear methods, including gamma-gamma logging tools, are of special importance. Though the real environment which surrounds the drilled borehole is a complex fractured medium which the fluid can flow through the porosities, simulation studies generally use the traditional model of a homogeneous mixture of formation and the liquid. Considering a previously published study, which shows that modeling of fluid flow in fractured reservoirs and simulating the formation as an inhomogeneous fractured medium leads to different results compared with those of homogeneous mixture, here we study the effect of the presence of drilling fluid (mudcake) on the response of the detectors in both the models. To study this effect, a typical gamma-gamma logging tool was modeled by using the MCNPX Monte Carlo code. The results show that the responses of the detectors in the mixture model in the presence of various thicknesses of mudcake are sensitive to the density of the formation material. However, this effect is not notable in the inhomogeneous fractured medium. These results emphasize the importance of the model employed for simulation of the medium in gamma-gamma well-logging.

Bayesian Model Selection in the Gamma Populations

  • Kang, Sang-Gil;Kang, Doo-Young
    • Journal of the Korean Data and Information Science Society
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    • 제17권4호
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    • pp.1329-1341
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    • 2006
  • When X and Y have independent gamma distributions, we consider the testing problem for two gamma means. We propose a solution based on a Bayesian model selection procedure to this problem in which no subjective input is considered. The reference prior is derived. Using the derived reference prior, we compute the fractional Bayes factor and the intrinsic Bayes factors. The posterior probability of each model is used as a model selection tool. Simulation study and a real data example are provided.

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마이크로데이터 제공에 따른 임계모집단 크기 결정 (The Decision of Critical Population Size for Releasing Micro Data Files)

  • 남궁 평;소정현
    • Communications for Statistical Applications and Methods
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    • 제17권6호
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    • pp.791-801
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    • 2010
  • 마이크로데이터 제공시 발생될 수 있는 노출(disclosure)과 노출위험을 나타내는데 사용되는 측도인 유일성(uniqueness) 그리고 모집단 유일성의 개수를 추정하기 위한 초모집단 모형으로 Multinomial-Dirichlet 모형, Takemura의 Poisson-Gamma 모형, Modified Multinomial-Dirichlet 모형, Bethlehem의 Poisson-Gamma 모형을 다룬다. 이 4개의 모형에 대해 마이크로데이터 제공에 따른 임계모집단 크기(critical population size)를 결정한다.

Variance Gamma 과정을 이용한 옵션 가격의 결정 연구 (A Study of Option Pricing Using Variance Gamma Process)

  • 이현의;송성주
    • 응용통계연구
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    • 제25권1호
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    • pp.55-66
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    • 2012
  • 블랙-숄즈 모형이 실제 기초자산의 움직임을 반영하지 못한다는 사실이 실증연구에 의하여 밝혀진 이후 기초자산의 움직임을 레비확률과정을 이용하여 모형화한 옵션가격결정 모형들이 그 대안 중 하나로 연구되어 왔다. 본 논문에서는 블랙-숄즈 모형의 대안으로 제시된 레비모형 중 Variance Gamma 모형이 국내 주식시장에서의 기초자산의 움직임을 블랙-숄즈 모형보다 충실히 재현해내는지 알아보고자 한다. 이를 위하여 Madan 등 (1998)의 연구에서와 같이 로그수익률의 확률밀도함수와 옵션 가격 결정식을 바탕으로 KOSPI 200자료를 이용하여 모수를 추정하고 우도비 검정을 실시하였다. 또한, 옵션 가격을 추정한 후 모형 간의 비교를 위하여 다양한 통계량을 계산하고, 회귀분석을 통하여 변동성 스마일 현상이 교정되는지를 살펴보았다. 연구결과로부터 Variance Gamma 모형 하에서 추정된 옵션 가격이 블랙-숄즈 모형 하에서 추정된 그것보다 더 시장가격과 가까우나, 이 모형도 변동성 스마일 현상을 해결해주지는 못함을 확인할 수 있었다.

A comparison study between the realistic random modeling and simplified porous medium for gamma-gamma well-logging

  • Fatemeh S. Rasouli
    • Nuclear Engineering and Technology
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    • 제56권5호
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    • pp.1747-1753
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    • 2024
  • The accurate determination of formation density and the physical properties of rocks is the most critical logging tasks which can be obtained using gamma-ray transport and detection tools. Though the simulation works published so far have considerably improved the knowledge of the parameters that govern the responses of the detectors in these tools, recent studies have found considerable differences between the results of using a conventional model of a homogeneous mixture of formation and fluid and an inhomogeneous fractured medium. It has increased concerns about the importance of the complexity of the model used for the medium in simulation works. In the present study, we have suggested two various models for the flow of the fluid in porous media and fractured rock to be used for logging purposes. For a typical gamma-gamma logging tool containing a 137Cs source and two NaI detectors, simulated by using the MCNPX code, a simplified porous (SP) model in which the formation is filled with elongated rectangular cubes loaded with either mineral material or oil was investigated. In this model, the oil directly reaches the top of the medium and the connection between the pores is not guaranteed. In the other model, the medium is a large 3-D matrix of 1 cm3 randomly filled cubes. The designed algorithm to fill the matrix sites is so that this realistic random (RR) model provides the continuum growth of oil flow in various disordered directions and, therefore, fulfills the concerns about modeling the rock textures consist of extremely complex pore structures. For an arbitrary set of oil concentrations and various formation materials, the response of the detectors in the logging tool has been considered as a criterion to assess the effect of modeling for the distribution of pores in the formation on simulation studies. The results show that defining a RR model for describing heterogeneities of a porous medium does not effectively improve the prediction of the responses of logging tools. Taking into account the computational cost of the particle transport in the complex geometries in the Monte Carlo method, the SP model can be satisfactory for gamma-gamma logging purposes.

MAGNETOMETER 측정자료와 지구자기장을 이용한 소형 인공위성의 자세 결정 (ATTITUDE DETERMINATION OF MICRO-SATELLITE USING GEOMAGNETISE AND MAGNETOMETER DATA)

  • 석재호;최규홍
    • Journal of Astronomy and Space Sciences
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    • 제9권2호
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    • pp.203-212
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    • 1992
  • 인공위성의 자세결정을 위해 3축 magnetometer에 의해 측정된 지구 자기장의 자료와 IGRF 모델(tilted-eccentric dipole 모델)을 사용하였다. 지구자기장 모델으 값들을 계산하여 magnetometer 측정자료들과 비교해 보았고 이것으로부터 두 자세각 $\alpha$ 각과 $\beta$들을 구하였다. 이 두 각들을 이용하여 자세결정에 사용되는 Z 축과 자기장의 수직성분 사이의 실 자세각 $\gamma$ 에 대한 bound $\gamma1$$\gamma2$를 계산하여 UoSAT-11, 14, 22의 자세 상태를 알아보았다.

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HFL-I 세포의 잠재적 치사 손상 회복에 따른 세포 생존율 변화 (Change of Surviving Fractions based on the Recovery of Potentially Lethal Damage in HFL-I Cell Line)

  • 최은애
    • 한국방사선학회논문지
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    • 제11권3호
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    • pp.147-151
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    • 2017
  • HFL-I 세포를 이용하여 immediate assay를 시행하였다. 발생한 repair의 양이 없기 때문에 $LogSn=-n{\gamma}({\alpha}d+{\beta}d^2$)에서 ${\gamma}$의 값은 1이며 이는 LQ model과 같다. 그리고 세포생존율의 데이터를 바탕으로 ${\alpha}$, ${\beta}$, ${\alpha}/{\beta}$의 값을 얻었다. 또한 12시간, 36시간, 48시간 후 delayed assay를 시행하여 marchese model 통해 ${\gamma}$값을 도출한 후 Pot entially lethal damage repair (PLDR)가 발생한 양을 확인하였다. delay time이 길어질수록 ${\gamma}$값은 감소함으로써 PLDR의 양이 증가함을 확인하였고 이에 따라 세포생존율은 상승됨을 보였다. 탄소빔의 1분할, 2분할, 3분할, 4분할 조사 시 각각의 interval 시간동안 나타나는 ${\gamma}$값 역시 감소하고 있음을 확인하여 PLDR의 발생을 확인할 수 있었지만 ${\gamma}$값만 감안한 marchese model을 surviving fraction값에 적용 시 오류 발생함을 보였다. 이는 탄소빔 분할조사 시 다른 회복의 매커니즘이 존재함을 뜻하여 이를 적용할 수 있는 새로운 파라미터가 고려되어져야 할 것이다.

정신 박약 아동 어머니의 스트레스와 적응에 관한 구조 모형 (A Structural Model for Maternal Adaptation and Family Stress in Families with Mentally Retarded Children)

  • 이경희
    • 대한간호학회지
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    • 제22권4호
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    • pp.476-490
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    • 1992
  • This study was designed to develop and test a structural model for maternal adaptation and family stress in families with mentally handicapped children. A hypothetical model was constructed on the basis of the family stress theory developed by McCubbin etc. The model included 6 theoretical concepts and 11 paths. For the purpose of the model testing, empirical data were collected from May to August, 1992. The subjects of the study constituted 190 mothers of children in five special schools and one private institute in Seoul and Choong Nam. An SPSS PC+ and PC-LISREL 7.13 computer programs were used for descriptive and covariance structure analysis. The results of the study were as follows. (1) The hypothetical model showed itself a good fit to the empirical data [Chi - square=18.35(df=7, P=0.005), Goodness of Fit Index=0.991, Adjusted Goodness of Fit Index=0.959, Root Mean Square Residual=0.042), Non Normed Fit Index=0.90, Normed Fit Index=0.96]. (2) The results of Hypothesis testing indicated : 1) Social support(${\gamma}$$_{11}$=.238, T=2.352), Family functioning(${\gamma}$$_{12}$=.729, T=5.957) and Family life event stress(${\gamma}$$_{13}$=.125) had direct effects on situational definition. 2) Life event stress(${\gamma}$$_{23}$=.319, T=3.872) had direct effects on the effect of the handicapped child on the family. Family functioning(${\gamma}$$_{22}$=-.245) and situational definition($\beta$$_{21}$=-.335, T=3.227) had direct effects on the effect of the handicapped child on the family. 3) Situational definition($\beta$$_{31}$=-.273, T=3.493), family life event stress (${\gamma}$$_{33}$=.124, T=2.169) and the effect of the handicapped child on the family($\beta$$_{32}$=.264, T=-3.227) showed the direct effect on the maternal adaptation. The model was supported by the empirical data. Thus it was suggested that the model could be applied to family nursing care with the families with the mentally handicapped. The construction and testing of the comprehensive model seem to be the first trial in Korea.a.a.a.

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