• The Korean Journal of Applied Statistics
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• v.30 no.3
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• pp.363-376
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• 2017

The insurance market is saturated and its growth engine is exhausted; consequently, the insurance industry is now in a low growth period with insurance companies that face a fierce competitive environment. In such a situation, it will be an important issue to find the probability distributions that can explain the flow of insurance claims, which are the basis of the actuarial calculation of the insurance product. Insurance claims are generally known to be well fitted by lognormal distributions or Pareto distributions biased to the left with a thick tail. In recent years, skew normal distributions or skew t distributions have been considered reasonable distributions for describing insurance claims. Cooray and Ananda (2005) proposed a composite lognormal-Pareto distribution that has the advantages of both lognormal and Pareto distributions and they also showed the composite distribution has a higher fitness than single distributions. In this paper, we introduce new composite distributions based on skew normal distributions or skew t distributions and apply them to Danish fire insurance claim data and US indemnity loss data to compare their performance with the other composite distributions and single distributions.

• Journal of Korea Water Resources Association
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• v.40 no.12
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• pp.943-956
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• 2007

Among various statistics, the spatial correlation function, that is "correlogram", is frequently used to evaluate or design the rain gauge network and to model the rainfall field. The spatial correlation structure of rainfall has the significant variation due to many factors. Thus, the variation of spatial correlation structure of rainfall causes serious problems when deciding the spatial correlation function of rainfall within the basin. In this study, the spatial rainfall structure was modeled using bivariate mixed distributions to derive monthly spatial correlograms, based on Gaussian and lognormal distributions. This study derived the correlograms using hourly data of 28 rain gauge stations in the Keum river basin. From the results, we concluded as following; (1) Among three cases (Case A, Case B, Case C) considered, the Case A(+,+) seems to be the most relevant as it is not distorted much by zero measurements. (2) The spatial correlograms based on the lognormal distribution, which is theoretically as well as practically adequate, is better than that based on the Gaussian distribution. (3) The spatial correlation in July exponentially decrease more obviously than those in other months. (4) The spatial correlograms should be derived considering the temporal resolution(hourly, daily, etc) of interest.

• Journal of Korean Society of Transportation
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• v.22 no.6
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• pp.145-157
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• 2004

Microscopic freeway simulation models project the uncertain values of performance measures for subject traffic conditions by explaining drivers' driving behavior with lane changing and car-following models. However, the existing lane changing models are limited to gap acceptance oriented passive behavior of drivers and not able to capture more-or-less aggressive driving behavior(e.g. cut-in lane changing) ordinarily obseved in field. This paper suggests the definition of cut-inlane changing and presents its characteristics based on the findings from two different freeway on- and off-ramp sections. In addition, this paper proposes a new lane changing model capable of handling both passive and active drivers' driving behavior for better performance of simulations. The proposed lane changing model was tested with Hanyang Simulatin (HYTSIM), a microscopic freeway simulation program developed for this study. The HYTSIM simulation results reflecting the performance of the proposed lane changing model were compared against the field data. The test results showed that the distribution of gaps collected when vehicles change lanes were statistically identical to the field data at 95% confidence level.

• Journal of Korea Water Resources Association
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• v.52 no.11
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• pp.931-940
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• 2019

In hydrologic models, parameters are mainly used to reflect hydrologic elements or to supplement the simplified models. In this process, the proper selection of the parameters in the model can reduce the uncertainty. Accordingly, this study attempted to quantify the uncertainty of SWAT parameters using the General Likelihood Uncertainty Estimation (GLUE). Uncertainty analysis on SWAT parameters was conducted by using the formal and informal likelihood measures. The Lognormal function and Nash-Sutcliffe Efficiency (NSE) were used for formal and informal likelihood, respectively. Subjective factors are included in the selection of the likelihood function and the threshold, but the behavioral models were created by selecting top 30% lognormal for formal likelihood and NSE above 0.5 for informal likelihood. Despite the subjectivity in the selection of the likelihood and the threshold, there was a small difference between the formal and informal likelihoods. In addition, among the SWAT parameters, ALPHA_BF which reflects baseflow characteristics is the most sensitive. Based on this study, if the range of SWAT model parameters satisfying a certain threshold for each watershed is classified, it is expected that users will have more practical or academic access to the SWAT model.

• Journal of Korean Society for Quality Management
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• v.23 no.1
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• pp.29-40
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• 1995

This paper considers the problem of optimally designing accelerated degradation tests in which the performance value of a specimen is measured only at one of three test conditions for a given exposure time. For the product having lognormally distributed performance, the optimum plan-low stress level and sample proportion allocated to each test condition - is obtained, which minimize the asymptotic variance of maximum likelihood estimator of a stated quantile at design stress. An illustrative example for the optimum plan is given.

• Journal of Korean Society for Atmospheric Environment
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• v.16 no.1
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• pp.1-10
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• 2000

The behavior of aerosos due to gravitational coagulation was studied experimentally and numerically. In experimental study, the geometric mean particel size increased as time elapsed in a vertical tube column, while the size decreased when the tube was set horizontally. The particle size distribution was observed to maintain the lognormal form during the coagulation process. Separately, numerical calculations were performed for studying the aerosol behavior under gravitational and Brownian coagulation using the moment method. By comparing the expeimented results with the numerical predictions, the governing mechanism of the aerosol behavior proved to be gravitational coagulation.

• Proceedings of the Korean Reliability Society Conference
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• 2000.11a
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• pp.299-311
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• 2000

This paper is concerned with the method of estimating lifetime distribution for field data in warranty period and for a situation where some additional field data can be gathered after the warranty period. Implementing the proposed methods in this paper will result in obtaining the more precise product life time estimation and product improvement.

• KCID journal
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• v.5 no.1
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• pp.20-31
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• 1998

The Power transformation, the modified Power transformation, the logarithmic transformation, the square-root logarithmic transformation, the SMEMAX transformation, the Extreme value type III, the Weibull, the log Pearson type III, the lognormal distributi

• Proceedings of the Korea Air Pollution Research Association Conference
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• 2001.11a
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• pp.389-390
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• 2001

Deposition of polydisperse aerosols by Brownian diffusion was studied analytically using the penetration efficiency of monodisperse aerosols combined with the correlations among the moments of lognormal distribution functions. The analytic solutions so obtained were validated using the exact solution were applied to recalculate the filtration efficiencies of the existing experimental data for various filtration conditions. (omitted)

• Communications for Statistical Applications and Methods
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• v.9 no.1
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• pp.101-113
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• 2002

In this paper we introduce a new score generating (unction for the rank regression in the linear regression model. The score function compares the $\gamma$'th and s\`th power of the tail probabilities of the underlying probability distribution. We show that the rank estimate asymptotically converges to a multivariate normal. further we derive the asymptotic Pitman relative efficiencies and the most efficient values of $\gamma$ and s under the symmetric distribution such as uniform, normal, cauchy and double exponential distributions and the asymmetric distribution such as exponential and lognormal distributions respectively.