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TECHNICAL PAPERS

Estimating Confidence Intervals of Long Return Period Design Values by Bootstrapping

[+] Author and Article Information
A. Naess, B. Hungnes

Department of Structural Engineering, Norwegian University of Science and Technology, NO-7491 Trondheim, Norway

J. Offshore Mech. Arct. Eng 124(1), 2-5 (Sep 01, 2001) (4 pages) doi:10.1115/1.1446078 History: Received August 01, 2001; Revised September 01, 2001
Copyright © 2002 by ASME
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References

Gumbel, E., 1958, Statistics of Extremes, Columbia Univ. Press, New York.
Castillo, E., 1988, Extreme Value Theory in Engineering, Academic Press, San Diego.
Naess,  A., 1998, “Estimation of Long Return Period Design Values for Wind Speeds,” J. Eng. Mech., 124(3), pp. 252–259.
Leadbetter, R. M., Lindgren, G., and Rootzen, H., 1983, Extremes and Related Properties of Random Sequences and Processes, Springer-Verlag, New York.
Lieblein, J., 1974, “A New Method of Analyzing Extreme Value Data,” National Advisory Committee for Aeronautics, Tech. Note 3053.
Simiu, E., and Scanlan, R. H., 1978, Wind Effects on Structures: An Introduction to Wind Engineering, John Wiley & Sons, Inc., New York.
Davison, A. C., and Hinkley, D. V., Bootstrap Methods and their Applications, Cambridge Univ. Press, London.
Bury, K. V., 1975, Statistical Models in Applied Sciences, John Wiley & Sons, Inc., New York.
Simiu,  E., and Heckert,  N. A., 1996, “Extreme Wind Distribution Tails: A ‘Peaks Over Threshold’ Approach,” J. Struct. Eng., 122(5), pp. 539–547.

Figures

Grahic Jump Location
Gumbel plot of the synthetic extreme value data sampled from the distribution given by Eq. (13)
Grahic Jump Location
Gumbel plot of the transformed synthetic extreme value data sampled from the distribution given by Eq. (13)
Grahic Jump Location
Empirical PDF of the estimated 50-yr. return period value R50 by maximum likelihood
Grahic Jump Location
Bootstrap PDF of the estimated 50-yr. return period value R50 by maximum likelihood
Grahic Jump Location
Empirical PDF of the estimated 50-yr. return period value R50 by the method of moments
Grahic Jump Location
Bootstrap PDF of the estimated 50-yr. return period value R50 by the method of moments

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