Uncertainties of the 50-year wave height estimation using generalized extreme value and generalized Pareto distributions in the Indian Shelf seas

2019 ◽  
Vol 97 (3) ◽  
pp. 1231-1251
Author(s):  
T. Muhammed Naseef ◽  
V. Sanil Kumar ◽  
Jossia Joseph ◽  
B. K. Jena
2020 ◽  
Vol 72 (2) ◽  
pp. 89-110
Author(s):  
Manoj Chacko ◽  
Shiny Mathew

In this article, the estimation of [Formula: see text] is considered when [Formula: see text] and [Formula: see text] are two independent generalized Pareto distributions. The maximum likelihood estimators and Bayes estimators of [Formula: see text] are obtained based on record values. The Asymptotic distributions are also obtained together with the corresponding confidence interval of [Formula: see text]. AMS 2000 subject classification: 90B25


Mathematics ◽  
2020 ◽  
Vol 8 (7) ◽  
pp. 1176
Author(s):  
Lauren Sauer ◽  
Yuhlong Lio ◽  
Tzong-Ru Tsai

In this paper, the reliability of a k-component system, in which all components are subject to common stress, is considered. The multicomponent system will continue to survive if at least s out of k components’ strength exceed the common stress. The system reliability is investigated by utilizing the maximum likelihood estimator based on progressively type II censored samples from generalized Pareto distributions. The confidence interval of the system reliability can be obtained by using asymptotic normality with Fisher information matrix or bootstrap method approximation. An intensive simulation study is conducted to evaluate the performance of maximum likelihood estimators of the model parameters and system reliability for a variety of cases. For the confidence interval of the system reliability, simulation results indicate the bootstrap method approximation outperforms over the asymptotic normality approximation in terms of coverage probability.


Author(s):  
Philip Jonathan ◽  
Kevin Ewans

Statistics of storm peaks over threshold depend typically on a number of covariates including location, season, and storm direction. Here, a nonhomogeneous Poisson model is adopted to characterize storm peak events with respect to season for two Gulf of Mexico locations. The behavior of storm peak significant wave height over threshold is characterized using a generalized Pareto model, the parameters of which vary smoothly with season using a Fourier form. The rate of occurrence of storm peaks is also modeled using a Poisson model with rate varying with season. A seasonally varying extreme value threshold is estimated independently. The degree of smoothness of extreme value shape and scale and the Poisson rate with season are regulated by roughness-penalized maximum likelihood; the optimal value of roughness is selected by cross validation. Despite the fact that only the peak significant wave height event for each storm is used for modeling, the influence of the whole period of a storm on design extremes for any seasonal interval is modeled using the concept of storm dissipation, providing a consistent means to estimate design criteria for arbitrary seasonal intervals. The characteristics of the 100 year storm peak significant wave height, estimated using the seasonal model, are examined and compared with those estimated ignoring seasonality.


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