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Çѱ¹¼öÀÚ¿øÇÐȸ / v.45, no.2, 2012³â, pp.191-201
Freund À̺¯·® Áö¼öºÐÆ÷ÀÇ ¸Å°³º¯¼ö ÃßÁ¤°úÁ¤ °ËÅä
( Review of Parameter Estimation Procedure of Freund Bivariate Exponential Distribution )
¹Úö¼ø;À¯Ã¶»ó; °í·Á´ëÇб³ °ø°ú´ëÇÐ °ÇÃà»çȸȯ°æ°øÇкÎ;°í·Á´ëÇб³ °ø°ú´ëÇÐ °ÇÃà»çȸȯ°æ°øÇкÎ;
 
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º» ¿¬±¸¿¡¼­´Â ¿¬ÃÖ´ëÄ¡ µ¶¸³ È£¿ì»ç»óÀÇ °áÁ¤¿¡ »ç¿ëµÇ´Â Freund À̺¯·® Áö¼öºÐÆ÷ÀÇ ¸Å°³º¯¼ö ÃßÁ¤°úÁ¤À» ±¸Ã¼ÀûÀ¸·Î °ËÅäÇÏ¿´´Ù. ¸ÕÀú, ¸ð¸àÆ®¹ýÀ» ÀÌ¿ëÇÏ´Â °æ¿ì¸¦ ±¸Ã¼ÀûÀ¸·Î °ËÅäÇϰí, ±× °á°ú¸¦ ÃÖ¿ìµµ¹ýÀ» Àû¿ëÇÑ °á°ú¿Í ºñ±³ÇÏ¿´´Ù. µÎ ¹æ¹ýÀ» 1961¢¦2010³â ¼­¿ïÁöÁ¡ÀÇ ½Ã°­¿ì ÀÚ·á¿¡ Àû¿ëÇÏ¿© ¿¬ÃÖ´ëÄ¡ µ¶¸³ È£¿ì»ç»óÀ» ¼±Á¤Çϰí, ±× °á°ú¸¦ ºñ±³ °ËÅäÇÏ¿´´Ù. ÀÌ·¯ÇÑ °úÁ¤À» ÅëÇØ ¾òÀº °á°ú´Â ´ÙÀ½°ú °°´Ù. ù°, ¸Å°³º¯¼ö ÃßÁ¤¹æ¹ýÀ¸·Î ¸ð¸àÆ®¹ýÀ» Àû¿ëÇÏ´Â °æ¿ì¿¡´Â µÎº¯·®ÀÇ Æò±Õ°ú ºÐ»ê»Ó¸¸ ¾Æ´Ï¶ó »ó°ü°è¼öµµ °í·ÁÇØ ÁÖ¾î¾ß ÇÏ´Â °ÍÀ¸·Î ³ªÅ¸³µ´Ù. µÑ°, ÃÖ¿ìµµ¹ýÀº µÎº¯·®ÀÇ Æò±Õ¿¡ ´ëÇÑ ÀçÇö¼ºÀÌ ¿ì¼öÇϰí, ¸ð¸àÆ®¹ýÀº ºÐ»êÀÇ °æ³âº¯µ¿À» Àß ³ªÅ¸³»´Â °ÍÀ¸·Î ³ªÅ¸³µ´Ù. ¼Â°, ¸ð¸àÆ®¹ý°ú ÃÖ¿ìµµ¹ýÀ» ÅëÇØ ¼±Á¤ÇÑ ¿¬ÃÖ´ëÄ¡ µ¶¸³ È£¿ì»ç»óµéÀº ´ëü·Î À¯»çÇÑ °ÍÀ¸·Î ³ªÅ¸³µ´Ù. ´Ù¸£°Ô ¼±Á¤µÈ È£¿ì»ç»óÀº ÃÖ¿ìµµ¹ýÀÇ °æ¿ì¿¡´Â ÃÑ °­¿ì·®ÀÌ Å« °Í, ¸ð¸àÆ®¹ýÀÇ °æ¿ì¿¡´Â °­¿ì°­µµ°¡ Å« °ÍÀ¸·Î ³ªÅ¸³µ´Ù.
This study reviewed the parameter estimation procedure of the Freund bivariate exponential distribution for the decision of the annual maximum rainfall event. The method of moments was reviewed first, whose results were compared with those from the method of maximum likelihood. Both methods were applied to the hourly rainfall data of the Seoul rain gauge station measured from 1961 to 2010 to select the annual maximum rainfall events, which were also compared each other. The results derived are as follows. First, when applying the method of moments for the parameter estimation, it was found necessary to consider the correlation coefficient between the two variables as well as the mean and variance. Second, the method of maximum likelihood was better to reproduce the mean, but the method of moments was better to reproduce the annual variation of the variance. Third, The annual maximum rainfall events derived were very similar in both cases. Among differently selected annual maximum rainfall events, those with the higher rainfall amount were selected by the method of maximum likelihood, but those with the higher rainfall intensity by the method of moments.
 
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Freund À̺¯·® Áö¼öºÐÆ÷;¸Å°³º¯¼ö ÃßÁ¤;ÃÖ¿ìµµ¹ý;¸ð¸àÆ®¹ý;¿¬ÃÖ´ëÄ¡ È£¿ì»ç»ó;freund bivariate exponential distribution;parameter estimation;method of maximum likelihood;method of moments;annual maximum rainfall event;
 
Çѱ¹¼öÀÚ¿øÇÐȸ³í¹®Áý / v.45, no.2, 2012³â, pp.191-201
Çѱ¹¼öÀÚ¿øÇÐȸ
ISSN : 1226-6280
UCI : G100:I100-KOI(KISTI1.1003/JNL.JAKO201208636392918)
¾ð¾î : Çѱ¹¾î
³í¹® Á¦°ø : KISTI Çѱ¹°úÇбâ¼úÁ¤º¸¿¬±¸¿ø
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