• Title/Summary/Keyword: unbounded parameter

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Estimation of Probability Density Function of Tidal Elevation Data using the Double Truncation Method (이중 절단 기법을 이용한 조위자료의 확률밀도함수 추정)

  • Jeong, Shin-Taek;Cho, Hong-Yeon;Kim, Jeong-Dae;Hui, Ko-Dong
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.20 no.3
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    • pp.247-254
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    • 2008
  • The double-peak normal distribution function (DPDF) suggested by Cho et al.(2004) has the problems that the extremely high and low tidal elevations are frequently generated in the Monte-Carlo simulation processes because the upper and lower limits of the DPDF are unbounded in spite of the excellent goodness-offit results. In this study, the modified DPDF is suggested by introducing the upper and lower value parameters and re-scale parameters in order to remove these problems. These new parameters of the DPDF are optimally estimated by the non-linear optimization problem solver using the Levenberg-Marquardt scheme. This modified DPDF can remove completely the unrealistically generated tidal levations and give a slightly better fit than the existing DRDF. Based on the DPDF's characteristic power, the over- and under estimation problems of the design factors are also automatically intercepted, too.