• Title/Summary/Keyword: probability distributions

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Comparative Analysis of Regional and At-site Analysis for the Design Rainfall by Gamma and Non-Gamma Family (I) (Gamma 및 비Gamma군 분포모형에 의한 강우의 지점 및 지역빈도 비교분석 (I))

  • Ryoo, Kyong-Sik;Lee, Soon-Hyuk
    • Journal of The Korean Society of Agricultural Engineers
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    • v.46 no.4
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    • pp.25-36
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    • 2004
  • This study was conducted to derive the design rainfall by the consecutive duration using the at-site frequency analysis. Using the errors, K-S tests and LH-moment ratios, Log Pearson type 3 (LP3) and Generalized Extreme Value (GEV) distributions of Gamma and Non-Gamma Family, respectively were identified as the optimal probability distributions among applied distributions. Parameters of GEV and LP3 distributions were estimated by the method of L and LH-moments and the Indirect method of moments respectively. Design rainfalls following the consecutive duration were derived by at-site frequency analysis using the observed and simulated data resulted from Monte Carlo techniques. Relative root-mean-square error (RRMSE) and relative efficiency (RE) in RRMSE for the design rainfall derived by at-site analysis in the observed and simulated data were computed and compared. It has shown that at-site frequency analysis by GEV distribution using L-moments is confirmed as more reliable than that of GEV and LP3 distributions using LH-moments and Indirect method of moments in view of relative efficiency.

Three-dimensional monte carlo modeling and simulation of point defect generation and recombination during ion implantation (이온 주입 시의 점결함 발생과 재결합에 관한 3차원 몬테 카를로 모델링 및 시뮬레이션)

  • 손명식;황호정
    • Journal of the Korean Institute of Telematics and Electronics D
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    • v.34D no.5
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    • pp.32-44
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    • 1997
  • A three-dimensional (3D) full-dynamic damage model for ion implantation in crystalline silicon was proposed to calculate more accurately point defect distributions and ion-implanted concentration profiles during ion implantation process. The developed model was based on the physical monte carlo approach. This model was applied to simulate B and BF2 implantation. We compared our results for damage distributions with those of the analytical kinchin-pease approach. In our result, the point defect distributions obtained by our new model are less than those of kinchin-pease approach, and the vacancy distributions differ from the interstitial distributions. The vacancy concentrations are higher than the interstitial ones before 0.8 . Rp to the silicon surface, and after the 0.8 . Rp to the silicon bulk, the interstitial concentrations are revesrsely higher than the vacancy ones.The fully-dynamic damage model for the accumulative damage during ion implantation follows all of the trajectories of both ions and recoiled silicons and, concurrently, the cumulative damage effect on the ions and the recoiled silicons are considered dynamically by introducing the distributon probability of the point defect. In addition, the self-annealing effect of the vacancy-interstitial recombination during ion implantation at room temperature is considered, which resulted in the saturation level for the damage distribution.

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Occurrence Probability of Freak Waves at Nearshore of Donghae Harbor in the East Sea (동해항 전면 해역에서의 Freak Waves 발생확률)

  • Ahn, Kyungmo;Oh, Chan Young;Jeong, Weon Mu
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.27 no.4
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    • pp.258-265
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    • 2015
  • Over the last 20 years, freak waves have attracted many researchers because of their unexpected behaviors and damages on offshore structures and vessels in the ocean and coastal waters. Despite many researches on the causes, mechanisms and occurrence of freak waves, we have not reached consensus on the results of the researches. This paper presents the occurrence probability of freak waves based on the analysis of wave records measured at coastal waters of Donghae harbor in the East Sea. Three freak waves were found which satisfied conditions of m and $H_S{\geq}2.5m$ and $H_m/H_S{\geq}2$. The occurrence probabilities of freak waves were estimated from extreme distributions by Mori, Rayleigh and Ahn, and found to be on the orders of O($10^{-1}$), O($10^{-2}$), and O($10^{-3}$), respectively. The occurrence probabilities of freak waves measured from waves records were estimated between O($10^{-2}$) and O($10^{-3}$), which were located between predictions by Rayleigh and Ahn's extreme probability distributions. However, we need more analysis of wave records obtained from diverse field conditions in order to verify the accuracy of the estimation of occurrence probability of freak waves.

Application of Jackknife Method for Determination of Representative Probability Distribution of Annual Maximum Rainfall (연최대강우량의 대표확률분포형 결정을 위한 Jackknife기법의 적용)

  • Lee, Jae-Joon;Lee, Sang-Won;Kwak, Chang-Jae
    • Journal of Korea Water Resources Association
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    • v.42 no.10
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    • pp.857-866
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    • 2009
  • In this study, basic data is consisted annual maximum rainfall at 56 stations that has the rainfall records more than 30years in Korea. The 14 probability distributions which has been widely used in hydrologic frequency analysis are applied to the basic data. The method of moments, method of maximum likelihood and probability weighted moments method are used to estimate the parameters. And 4-tests (chi-square test, Kolmogorov-Smirnov test, Cramer von Mises test, probability plot correlation coefficient (PPCC) test) are used to determine the goodness of fit of probability distributions. This study emphasizes the necessity for considering the variability of the estimate of T-year event in hydrologic frequency analysis and proposes a framework for evaluating probability distribution models. The variability (or estimation error) of T-year event is used as a criterion for model evaluation as well as three goodness of fit criteria (SLSC, MLL, and AIC) in the framework. The Jackknife method plays a important role in estimating the variability. For the annual maxima of rainfall at 56 stations, the Gumble distribution is regarded as the best one among probability distribution models with two or three parameters.

A Derivation of Rainfall Intensity-Duration-Frequency Relationship for the Design of Urban Drainage System in Korea (우리나라 도시배수시스템 설계를 위한 확률강우강도식의 유도)

  • Lee, Jae-Jun;Lee, Jeong-Sik
    • Journal of Korea Water Resources Association
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    • v.32 no.4
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    • pp.403-415
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    • 1999
  • This study is to derive the rainfall intensity formula based on the representative probability distribution in Korea. The 11 probability distributions which has been widely used in hydrologic frequency analysis are applied to the annual maximum rainfall. The parameters of each probability distribution are estimated by method of moments, maximum likelihood method and method of probability weighted moments. Four tests such as $x^2$-test, Kolmogorv-Smirnov test, difference test and modified difference test are used to determine the goodness of fit of the distributions. The homogeneous tests (Mann-Whitney U test, Kruskal-Wallis one-way analysis of variance of nonparametric test) are applied to find the stations with rainfall homogeneity. The results of homogeneous tests show that there is no representative appropriate distribution for the whole duration in Korea. The whole region could be divided into five zones for 12-durations. The representative probability distribution of each divided zone for 12-durations was determined. The GEV distribution for I,II,V zones and the 3-parameter Weibull distribution for III,IV zones were determined as the representative probability distribution. The rainfall were obtained from representative probability distribution for the selected return periods. Rainfall intensity formula was determined by linearization technique for the rainfall.

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A Domain Combination-based Probabilistic Framework for Protein-Protein Interaction Prediction (도메인 조합 기반 단백질-단백질 상호작용 확률 예측 틀)

  • 한동수;서정민;김홍숙;장우혁
    • Journal of KIISE:Computing Practices and Letters
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    • v.10 no.4
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    • pp.299-308
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    • 2004
  • In this paper, we propose a probabilistic framework to predict the interaction probability of proteins. The notion of domain combination and domain combination pair is newly introduced and the prediction model in the framework takes domain combination pair as a basic unit of protein interactions to overcome the limitations of the conventional domain pair based prediction systems. The framework largely consists of prediction preparation and service stages. In the prediction preparation stage, two appearance probability matrices, which hold information on appearance frequencies of domain combination pairs in the interacting and non-interacting sets of protein pairs, are constructed. Based on the appearance probability matrix, a probability equation is devised. The equation maps a protein pair to a real number in the range of 0 to 1. Two distributions of interacting and non-interacting set of protein pairs are obtained using the equation. In the prediction service stage, the interaction probability of a Protein pair is predicted using the distributions and the equation. The validity of the prediction model is evaluated for the interacting set of protein pairs in Yeast organism and artificially generated non-interacting set of protein pairs. When 80% of the set of interacting protein pairs in DIP database are used as teaming set of interacting protein pairs, very high sensitivity(86%) and specificity(56%) are achieved within our framework.

The Estimation of Probability Distribution by Water Quality Constituents Discharged from Paddy Fields during Non-storm Period (영농형태별 영농기간 동안 비강우시 논 유출수의 수질 항목별 확률분포 추정)

  • Choi, DongHo;Hur, Seung-Oh;Kim, Min-Kyeong;Yeob, So-Jin;Choi, Soon-Kun
    • Korean Journal of Ecology and Environment
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    • v.52 no.1
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    • pp.21-27
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    • 2019
  • Analysis of water quality distribution is very important for river water quality management. Recently, various studies have been conducted on the analysis of water quality distribution according to reduction methods of nonpoint pollutant. The objective of this study was to select the probability distributions of water quality constituents (T-N, T-P, COD, SS) according to the farming forms (control, slow release fertilizer, water depth control) during non-storm period in the paddy fields. The field monitoring was conducted monitoring site located in Baeksan-myun, Buan-gun, Jeollabuk-do, Korea during non-storm period from May to September in 2016. Our results showed that there were no differences in water quality among three different farming forms, except for SS of control and water depth control. K-S method was used to analyzed the probability distributions of T-N, T-P, COD and SS concentrations discharged from paddy fields. As a results of the fitness analysis, T-N was not suitable for the normal probability distribution in the slow release fertilizer treatment, and the log-normal probability distribution was not suitable for the T-P in control treatment. The gamma probability distribution showed that T-N and T-P in control and slow release fertilizer treatment were not suitable. The Weibull probability distribution was found to be suitable for all water quality constituents of control, slow release fertilizer, and water depth control treatments. However, our results presented some differences from previous studies. Therefore, it is necessary to analyze the characteristics of pollutants flowing out in difference periods according to various farming types. The result of this study can help to understand the water quality characteristics of the river.

Testing for Failure Rate Ordering between Survival Distributions

  • Park, Chul-Gyu
    • Journal of the Korean Statistical Society
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    • v.23 no.2
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    • pp.349-365
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    • 1994
  • We develop in this paper the likelihood ratio test (LRT) for testing $H_1 : F_1 \preceq F_2$ against $H_2 - H_1$ where $H_2$ imposes no restriction on $F_1$ and $F_2$ and '$\preceq$' means failure rate ordering. Both one and two-sample problems will be considered. In the one-sample case, one of the two distributions is known, while we assume in the other case both are unknown. We derive the asymptotic null distribution of the LRT statistic which will be of chi-bar-square type. The main issue here is to determine the least favorable distribution which is stochastically largest within the class of null distributions.

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Further Results on Characteristic Functions Without Contour Integration

  • Song, Dae-Kun;Kang, Seul-Ki;Kim, Hyoung-Moon
    • Communications for Statistical Applications and Methods
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    • v.21 no.5
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    • pp.461-469
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    • 2014
  • Characteristic functions play an important role in probability and statistics; however, a rigorous derivation of these functions requires contour integration, which is unfamiliar to most statistics students. Without resorting to contour integration, Datta and Ghosh (2007) derived the characteristic functions of normal, Cauchy, and double exponential distributions. Here, we derive the characteristic functions of t, truncated normal, skew-normal, and skew-t distributions. The characteristic functions of normal, cauchy distributions are obtained as a byproduct. The derivations are straightforward and can be presented in statistics masters theory classes.

LH-Moments of Some Distributions Useful in Hydrology

  • Murshed, Md. Sharwar;Park, Byung-Jun;Jeong, Bo-Yoon;Park, Jeong-Soo
    • Communications for Statistical Applications and Methods
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    • v.16 no.4
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    • pp.647-658
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    • 2009
  • It is already known from the previous study that flood seems to have heavier tail. Therefore, to make prediction of future extreme label, some agreement of tail behavior of extreme data is highly required. The LH-moments estimation method, the generalized form of L-moments is an useful method of characterizing the upper part of the distribution. LH-moments are based on linear combination of higher order statistics. In this study, we have formulated LH-moments of five distributions useful in hydrology such as, two types of three parameter kappa distributions, beta-${\kappa}$ distribution, beta-p distribution and a generalized Gumbel distribution. Using LH-moments reduces the undue influences that small sample may have on the estimation of large return period events.