• Journal of Korean Society of Coastal and Ocean Engineers
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• v.6 no.1
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• pp.88-93
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• 1994

This study is concerned with an analytic derivation of the probability density function applicable for wave heights in finite water depth using two different methods. As the first method of the study, a probability density function is developed by applying a series of polynomials which is orthogonal with respect to Rayleigh probability density function. The newly derived probability density function is compared with the histogram constructed from wave data obtained in finite water depth which indicate strong non-Gaussian characteristics. Although the probability density represents the histogram very well. it has negative density at large values. Although the magnitude of the negative density is small. it negates the use of the distribution function fer estimating extreme values. As the second method of the study, a probability density function of wave height is developed by applying the maximum entropy method. The probability density function thusly derived agrees very well with the wave height distribution in shallow water, and appears to be useful in estimating extreme values and statistical properties of wave heights in finite water depth. However, a functional relationship between the probability distribution and the non-Gaussian characteristics of the data cannot be obtained by applying the maximum entropy method.

• Water for future
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• v.7 no.2
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• pp.107-111
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• 1974

Annual runoff in the Nakdong river basin has been analyzed to find the probability functions of best fit to distribution of historical annual runoff. The results obtained are as follows; (1) Log-normal 3-parameter disrtibution is believed as the probability function of best fit to historical distribution (2) Log-normal 3-parameter disrtibution is believed as the best fit probability function among Log-normal dist-ributions. (3) In the test of goodness of fit, $x^2-test$ shows that probability of $x^2-valus$ in Log-normal 3-parameter distribution is nearly more than 90%. But in the Simirnov-Kolmogorov test, hypotheses for the probability distributions cannot be rejected at significance level 5% & 1%. (4) Among 7 gauging stations, Dongchon & Koryung-Bridge's records show lower fitness to the theoretical probability functions than other 5 gauging station's

• Journal of the Korean Data and Information Science Society
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• v.18 no.4
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• pp.1171-1177
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• 2007

We consider estimation of the right-tail probability in a log-Laplace random variable, As we derive the density of ratio of two independent log-Laplace random variables, the k-th moment of the ratio is represented by a special mathematical function. and hence variance of the ratio can be represented by a psi-function.

• Proceedings of the Korean Society of Agricultural Engineers Conference
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• 1998.10a
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• pp.338-343
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• 1998

This study is to select appropriate probability distributions for ten days evaporation data for the purpose of representing statistical characteristics of real evaporation data in Korea. Nine probability distribution functions were assumed to be underlying distributions for ten days evaporation data of 20 stations with the duration of 20 years. The parameter of each probability distribution function were estimated by the maximum likelihood approach, and appropriate probability distributions were selected from the goodness of fit test. Log Pearson type III model was selected as an appropriate probability distribution for ten days evaporation data in Korea.

• Communications of the Korean Mathematical Society
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• v.37 no.3
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• pp.765-800
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• 2022

Quantization for probability distributions concerns the best approximation of a d-dimensional probability distribution P by a discrete probability with a given number n of supporting points. In this paper, we have considered a probability measure generated by an infinite iterated function system associated with a probability vector on ℝ. For such a probability measure P, an induction formula to determine the optimal sets of n-means and the nth quantization error for every natural number n is given. In addition, using the induction formula we give some results and observations about the optimal sets of n-means for all n ≥ 2.

• Journal of Korean Society of Transportation
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• v.29 no.3
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• pp.83-91
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• 2011

This paper discusses models for estimating dynamic travel times based on probability theory. The dynamic travel time models proposed in the paper are formulated assuming that the travel time of a vehicle depends on the distribution of the traffic stream condition with respect to the location along a road when the subject vehicle enters the starting point of a travel distance or with respect to the time at the starting point of a travel distance. The models also assume that the dynamic traffic flow can be represented as an exponential distribution function among other types of probability density functions.

• Structural Engineering and Mechanics
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• v.86 no.3
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• pp.349-359
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• 2023

This paper presents a technique for determining the optimal number of elements in stochastic finite element analysis based on reliability analysis. Using the change-of-variable perturbation stochastic finite element approach, the probability density function of the dynamic responses of stochastic structures is explicitly determined. This method combines the perturbation stochastic finite element method with the change-of-variable technique into a united model. To further examine the relationships between the random fields, discretization of the random field parameters, such as the variance function and the scale of fluctuation, is also performed. Accordingly, the reliability index is calculated based on the explicit probability density function of responses with Gaussian or non-Gaussian random fields in any number of elements corresponding to the random field discretization. The numerical examples illustrate the effectiveness of the proposed method for a one-dimensional cantilever reinforced concrete column and a two-dimensional steel plate shear wall. The benefit of this method is that the probability density function of responses can be obtained explicitly without the use simulation techniques. Any type of random variable with any statistical distribution can be incorporated into the calculations, regardless of the restrictions imposed by the type of statistical distribution of random variables. Consequently, this method can be utilized as a suitable guideline for the efficient implementation of stochastic finite element analysis of structures, regardless of the statistical distribution of random variables.

• East Asian mathematical journal
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• v.39 no.5
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• pp.537-547
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• 2023

In this paper, we introduce the optimal approximation by a Gaussian function for a probability density function. We show that the approximation can be obtained by solving a non-linear system of parameters of Gaussian function. Then, to understand the non-normality of the empirical distributions observed in financial markets, we consider the nearly Gaussian function that consists of an optimally approximated Gaussian function and a small periodically oscillating density function. We show that, depending on the parameters of the oscillation, the nearly Gaussian functions can have fairly thick heavy tails.

• Korean Journal of Metals and Materials
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• v.46 no.9
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• pp.554-562
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• 2008

The distribution and prediction interval for the misorientation angle of grain boundary at which $Cr_2N$ was precipitated during heating at $900^{\circ}C$ for $10^4$ sec were newly estimated, and followed by the estimation of mathematical and median rank methods. The probability density function of the misorientation angle can be estimated by a statistical analysis. And then the ($1-{\alpha}$)100% prediction interval of misorientation angle obtained by the estimated probability density function. If the estimated probability density function was symmetric then a prediction interval for the misorientation angle could be derived by the estimated probability density function. In the case of non-symmetric probability density function, the prediction interval could be obtained from the cumulative distribution function of the estimated probability density function. In this paper, 95, 99 and 99.73% prediction interval obtained by probability density function method and cumulative distribution function method and compared with the former results by median rank regression or mathematical method.

• Communications for Statistical Applications and Methods
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• v.31 no.1
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• pp.65-85
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• 2024

The tail probability of a function of a multivariate random variable is not easy to estimate by the crude Monte Carlo simulation. When the occurrence of the function value over a threshold is rare, the accurate estimation of the corresponding probability requires a huge number of samples. When the explicit form of the cumulative distribution function of each component of the variable is known, the inverse transform likelihood ratio method is directly applicable scheme to estimate the tail probability efficiently. The method is a type of the importance sampling and its efficiency depends on the selection of the importance sampling distribution. When the cumulative distribution of the multivariate random variable is represented by a copula and its marginal distributions, we develop an iterative algorithm to find the optimal importance sampling distribution, and show the convergence of the algorithm. The performance of the proposed scheme is compared with the crude Monte Carlo simulation numerically.