RESEARCH PAPERS: Offshore Mechanics

Uncertainty of Design Parameters From Viewpoint of Extreme Statistics

[+] Author and Article Information
Y. Goda

Department of Civil Engineering, Yokohama National University, Yokohama, Japan

J. Offshore Mech. Arct. Eng 114(2), 76-82 (May 01, 1992) (7 pages) doi:10.1115/1.2919962 History: Received September 24, 1991; Online June 12, 2008


Statistical variability of a sample of extreme data has been examined by means of Monte Carlo simulations. The Fisher-Tippett types I and II, the Weibull, and the log-normal distributions were chosen for the examination. The sample size covered from 10 to 400, and 10,000 runs were carried out for each combination of sample size, censoring rate, and distribution function. Empirical formulas and tables are presented for the mean and the coefficient of variation of the standard deviation of a sample, the standard deviation of return value, and the confidence interval of return period.

Copyright © 1992 by The American Society of Mechanical Engineers
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