• 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.

• Communications for Statistical Applications and Methods
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• v.23 no.6
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• pp.517-529
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• 2016

This study compares the inverse transform and the composition methods for generating data from the Lindley distribution. The expression for the inverse of the distribution function for the Lindley distribution does not exist in closed form. Hence, authors of many empirical studies on the Lindley distribution used methods for generating Lindley variates other than the inverse transform. We generated data from the Lindley distribution using the inverse transform approach by obtaining the Lindley variates numerically; we also generated data from this distribution using the composition approach. Following the generation of the Lindley variates using these two methods, we compare some statistical properties of the estimates of the Lindley model parameters based on the generated data. We conclude that the two methods produce similar results.

• Communications for Statistical Applications and Methods
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• v.18 no.4
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• pp.485-493
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• 2011

The proportional likelihood ratio order is an extension of the likelihood ratio order for the non-negative absolutely continuous random variables. In addition, the Lindley distribution has been over looked as a mixture of two exponential distributions due to the popularity of the exponential distribution. In this paper, we first recalled the above concepts and then obtained various properties of the Lindley distribution due to the proportional likelihood ratio order. These results are more general than the likelihood ratio ordering aspects related to this distribution. Finally, we discussed the proportional likelihood ratio ordering in view of the weighted version of the Lindley distribution.

• Magazine of the Korean Society of Agricultural Engineers
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• v.44 no.5
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• pp.41-53
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• 2002

This study was conducted to derive the regional design rainfall by the regional frequency analysis based on the regionalization of the precipitation suggested by the first report of this project. According to the regions and consecutive durations, optimal design rainfalls were derived by the regional frequency analysis for L-moment in the second report of this project. Using the LH-moment ratios and Kolmogorov-Smirnov test, the optimal regional probability distribution was identified to be the Generalized extreme value (GEV) distribution among applied distributions. regional and at-site parameters of the GEV distribution were estimated by the linear combination of the higher probability weighted moments, LH-moment. Design rainfall using LH-moments following the consecutive duration were derived by the regional and at-site analysis using the observed and simulated data resulted from Monte Carlo techniques. Relative root-mean-square error (RRMSE), relative bias (RBIAS) and relative reduction (RR) in RRMSE for the design rainfall were computed and compared in the regional and at-site frequency analysis. Consequently, it was shown that the regional analysis can substantially more reduce the RRMSE, RBIAS and RR in RRMSE than at-site analysis in the prediction of design rainfall. Relative efficiency (RE) for an optimal order of L-moments was also computed by the methods of L, L1, L2, L3 and L4-moments for GEV distribution. It was found that the method of L-moments is more effective than the others for getting optimal design rainfall according to the regions and consecutive durations in the regional frequency analysis. Diagrams for the design rainfall derived by the regional frequency analysis using L-moments were drawn according to the regions and consecutive durations by GIS techniques.

• Journal of Distribution Science
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• v.12 no.12
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• pp.5-17
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• 2014

Purpose - The purpose of this study is to examine the possible ways to minimize damage by analyzing the influence that may be exerted upon the business process of the distribution industry by unexpected climate change. Research design, data, and methodology - The optimum business process is to be implemented after dividing the diversified business process of the distribution industry into the four stages of the Business Continuity Plan (BCP). Results - First, the upper-level risks that would be impacted most sensitively by climate change have been selected. Second, the impact and characteristics of the environment have been discovered. Third, weighted values by criteria item of upper-level business risks have been analyzed. Fourth, it was possible to define the business priority order based on the individual and then to adjust the Recovery Time Objective (RTO). Conclusion - In this study, the priority order has been defined quantitatively by calculating the priority order score. Further, the priority order has been determined depending on whether any targeted business unit is applicable to the items of the business nature criteria.

• Proceedings of the KSR Conference
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• 2011.10a
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• pp.1802-1809
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• 2011

A distribution method of limited budget for rail line facility improvement is to use investment priorities of rail line segments based on their deterioration. In this paper we present an evaluation method of rail line segment deterioration which can be used to distribute limited budget. Rail line facilities include rail track, crossing, road bed, bridge, tunnel. These facilities deterioration and line shape can affect line segment deterioration. Deterioration evaluation method we present is a weighted sum of each component deterioration scores. The component weight can be obtained from experts using analytic hierarchy process.

• Proceedings of the Korean Institute of Intelligent Systems Conference
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• 2003.09b
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• pp.45-48
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• 2003

We propose some properties of Bayesian fuzzy hypotheses testing by revision for prior possibility distribution and posterior possibility distribution using weighted fuzzy hypotheses H$\sub$0/($\theta$) versus H$_1$($\theta$) on $\theta$ with loss function.

• Journal of the Korean Data and Information Science Society
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• v.13 no.2
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• pp.31-38
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• 2002

In the case of multiple survival times which might be censored at each covariate vector, we study the regression quantile estimations in this paper. The estimations are based on the empirical distribution functions of the censored times and the sample quantiles of the observed survival times at each covariate vector and the weighted least square method is applied for the estimation of the regression quantile. The estimators are shown to be asymptotically normally distributed under some regularity conditions.

• Journal of the Korean Statistical Society
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• v.21 no.2
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• pp.167-177
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• 1992

In this paper, we investigate the limiting distribution of $M_n = max (X_1, X-2, \cdots, X_n)$ in the infinite moving average process ${X_t = \sum c_i Z_{t-i}}$ generated from i.i.d. negative binomial variables $Z_i$'s. While no limit result is possible, nonetheless asymptotic bounds are derived. We also present the tail behavior of $X_t$, i.e., weighted sum of i.i.d. random variables. This continues a study made by Rootzen (1986) for discrete innovation sequences.

• Proceedings of the Korean Operations and Management Science Society Conference
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• 1994.04a
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• pp.303-312
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• 1994

The problem of optimally allocating available communication channels in a cellular mobile system with nonuniform traffic distribution is considered. This problem is to minimize the weighted average blocking probability subject to cochannel interference constraints. We use the concept of pattern to deal with the problem more conveniently. Using Lagrangian relaxation and subgradient optimization techniques, we obtain high-quality solutions with information about their deviations from true optimal solutions. Computational experiments show that our method works very well.