Journal of Navigation and Port Research 2013;37(5):453-461.
Published online October 31, 2013.
해상 부유체 모델의 표본 데이터에 대해서 최대우도를 갖는 누적분포함수 추정
임정빈, 양원재
Estimating Cumulative Distribution Functions with Maximum Likelihood to Sample Data Sets of a Sea Floater Model
Jeong-Bin Yim, Won-Jae Yang
Abstract
This paper describes evaluation procedures and experimental results for the estimation of Cumulative Distribution Functions (CDF) giving best-fit to the sample data in the Probability based risk Evaluation Techniques (PET) which is to assess the risks of a small-sized sea floater. The CDF in the PET is to provide the reference values of risk acceptance criteria which are to evaluate the risk level of the floater and, it can be estimated from sample data sets of motion response functions such as Roll, Pitch and Heave in the floater model. Using Maximum Likelihood Estimates and with the eight kinds of regulated distribution functions, the evaluation tests for the CDF having maximum likelihood to the sample data are carried out in this work. Throughout goodness-of-fit tests to the distribution functions, it is shown that the Beta distribution is best-fit to the Roll and Pitch sample data with smallest averaged probability errors δ (0 ≤ δ ≤ 1.0) of 0.024 and 0.022, respectively and, Gamma distribution is best-fit to the Heave sample data with smallest δ of 0.027. The proposed method in this paper can be expected to adopt in various application areas estimating best-fit distributions to the sample data.
Key Words: 최대우도추정기법 sea floater;risk evaluation;risk acceptance criteria;cumulative distribution function;maximum likelihood estimates
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