Patterns in the Turkish reinsurance claim data, 1998–2002: An application of the extreme value theory     

B. Burçak Başbuğ  Henry P. Wynn 《Natural Hazards》2006,39(2):329-342

The devastating 1999 Marmara and Düzce earthquakes led to a significant increase in the earthquake studies in Turkey in geological, engineering and financial aspects. Extreme Value Theory (EVT) has a range of applications from stock market changes to natural disasters like floods and hurricanes. Here EVT is fitted to the ordinary and earthquake reinsurance claims of Turkey.  相似文献   

发现过程模型法对大港陆地探区油气资源的评价     

郝银全  潘懋  肖建玲  李会军 《新疆地质》2004,22(2):203-206

对现有油气资源基本评价方法的原理、优缺点、适应性做了分析总结，重点剖析了在油藏总体分布服从帕莱托分布基础上建立起来的发现过程模型法．同时根据已建立的油气藏总体预测模型，对符合发现过程模型的大港陆地古近系成藏体系进行了油气资源评价。  相似文献   

雅鲁藏布江流域极端降水模拟及预估     

高佳佳  杜军 《冰川冻土》2021,43(2):580-588

为了解雅鲁藏布江流域汛期极端降水的变化规律,推算一定重现期的极端降水量分位数,通过百分位法、Hill图法、年交叉率法选取阈值,借助广义帕累托分布函数（GPD）对流域极端降水频率进行了分析。结果表明：99百分位时的阈值为流域内各站点的最佳阈值,且各站点超阈值序列通过了M-K的平稳性检验,无明显突变。拟合效果通过K-S检验,各站点拟合的极端降水理论频数和实测频数基本相符。尺度参数的大值区位于流域下游,表明该地区的极值波动大;形状参数正值区位于流域中上游地区,说明发生破纪录降水事件的概率较大,拟合结果与实际观测一致。从5年一遇和10年一遇的极端降水值来看,雅江流域除拉孜站外,其他地区降水极值均超过30 mm,日喀则地区的降水极值达50 mm;各地区20年一遇和30年一遇的降水极值增长的非常缓慢。通过与实际极端降水值对比分析得出,GPD拟合计算出的重现期水平基本符合实际,即具有一定的合理性。  相似文献   

Application of the threshold method to air quality data     

G. R. Dargahi-Noubary 《Natural Hazards》1988,1(3):227-233

A new threshold method is explained in a manner suitable for workers in the general scientific area. Its application to the prediction of extreme pollutant concentrations is described and the results are compared with those of a conventional procedure, using a set of published data. A discussion concerning the difficulties of the presently used statistical technique is also included.  相似文献   

The first and the second e of the extreme value distribution,EV1     

M. A. J. van Montfort  A. Otten 《Stochastic Environmental Research and Risk Assessment (SERRA)》1991,5(1):69-76

In the peak over threshold model resulting in the Extreme-value distribution, type I, (EV1) the firste of the distribution function is based on the Poisson number of exceedances, and the seconde arises from the Exponentially distributed magnitudes.This paper, on the one hand, generalises the Poisson model to the (positive and negative) Binomial distribution, and, on the other hand, the Exponential distribution is generalised to the Generalised Pareto distribution. Lack of fit with respect to the Poisson and Exponential distribution is measured by statistics derived from those which would be locally most powerful if the estimates of the location and scale parameter were equal to the true parameter values. Ways of combining both statistics are discussed.  相似文献   

The High Concentration Tails Of The Probability Density Function Of A Dispersing Scalar In The Atmosphere   总被引：1，自引：0，他引：1  

R. J. Munro  P. C. Chatwin  N. Mole 《Boundary-Layer Meteorology》2001,98(2):315-339

The distribution function for concentrations of a scalar pollutant dispersing in the turbulent atmosphere has a finite domain that is bounded above and below. Three methods, based on extreme value statistics, are used to obtainestimates for the upper bound and to describe the high concentration tailbehaviour of the distribution; all three methods are applied to concentrationdata obtained from experimental atmospheric releases. Quantile quantile (QQ)plots are used to assess the goodness of fit of the resulting estimates of thedistribution, and also to compare the performance of the three methods. Thepredicted values for the upper bound are orders of magnitude less than thesource concentration, illustrating that molecular diffusion has a large effecton the high concentrations.  相似文献   

An extreme value analysis of the flow of Burbage Brook     

J. H. Barrett 《Stochastic Hydrology and Hydraulics》1992,6(3):151-165

An extreme value analysis of the flow of Burbage Brook is carried out by modelling peaks over a high threshold. The aims are to illustrate recently developed statistical techniques and to report on interesting features of the flow of the brook over a 58-year period. Peak flows are found to show marked seasonal variation and a downward trend. Then-year return level is estimated for various values ofn, and the reliability of the estimates is assessed.  相似文献   

四川省干旱损失风险分析     

孙蕊  张顺谦  王春学  陈文秀 《气象科技》2021,49(2):260-268

利用四川省1961—2019年的气象观测资料及1991—2019年各县旱情资料,采用信息扩散方法分析了10a、50a一遇干旱的持续天数、经济损失率、人口受旱率和农作物受旱率的空间分布,并采用基于广义帕累托分布(GDP)的极值(POT)模型分析了四川7个干旱气候区,在不同置信水平下可能造成的最大经济损失率(PML)。结果表明:(1)10a重现期干旱持续天数,盆东北、盆中以及盆地西部山区相对较少在60～80d,攀西地区西部、盆地南部、龙泉山脉相对较多在100d以上;50a重现期干旱持续天数,盆地嘉陵江、涪江流域、都江堰灌区、甘孜州中部以及川西高原西北部相对较少在90～120d,攀西地区、甘孜州西南部和中部、盆地南部等局部地区在150d以上。(2)10a和50a重现期农作物受旱率,川西高原北部、盆东北和盆中均偏高,分别大于60%和90%;攀西地区和成都平原等地区相对偏低,均小于60%。(3)10a和50a重现期人口受旱率川西高原和盆地东北部、中部和南部分别在60%和80%以上。(4)10a和50a重现期干旱经济损失率,攀西地区、盆地西部(成德绵、雅乐眉)和南部(宜宾、自贡)均偏小,分别在3%和5%以下;盆东北、盆中和川西高原均相对而言偏高,其中盆东北局地、甘孜州西北部分别大于10%和20%。(5)在不同置信水平下,IV区(盆地东北部)和V区(甘孜州北部和阿坝州中西部)的PML相差较大且明显高于其它5区,最大分别为28.5%和38.6%;VII区(甘孜州南部和攀西地区北部)的PML在不同置信水平下相差最小且均小于其它区域,最小为3.1%;I区(成都平原区)的PML在不同置信水平下均处于偏小位置且整体相差不大。  相似文献   

广义帕累托分布在广东重现期风速计算中的应用     

王志春 《气象科技》2020,48(3):428-432

利用广东省86个国家气象观测站建站以来近70a的逐月最大风速序列和近20a(1999—2018年)的逐月最大风速序列,基于POT抽样法,分别采用三参数广义帕累托分布函数对各站的重现期风速进行了概率计算,计算过程中三参数广义帕累托分布函数分别采用矩估计(MOM)、极大似然估计(MLE)、似然矩估计(LM)和概率权矩估计(PWM)等4种参数估计方法,结合表征参数估计优良性的指标:均方根误差RMSE、拟合相对偏差和显著性水平为0.05的科莫戈洛夫检验拟合适度指标K_f对拟合效果进行检验,结果表明:基于POT抽样的概率权矩估计(PWM)拟合效果最好。  相似文献   

Three‐parameter discontinuous distributions for hydrological samples with zero values     

Stanislaw Weglarczyk  Witold G. Strupczewski  Vijay P. Singh 《水文研究》2005,19(15):2899-2914

A consistent approach to the frequency analysis of hydrologic data in arid and semiarid regions, i.e. the data series containing several zero values (e.g. monthly precipitation in dry seasons, annual peak flow discharges, etc.), requires using discontinuous probability distribution functions. Such an approach has received relatively limited attention. Along the lines of physically based models, the extensions of the Muskingum‐based models to three parameter forms are considered. Using 44 peak flow series from the USGS data bank, the fitting ability of four three‐parameter models was investigated: (1) the Dirac delta combined with Gamma distribution; (2) the Dirac delta combined with two‐parameter generalized Pareto distribution; (3) the Dirac delta combined with two‐parameter Weibull (DWe) distribution; (4) the kinematic diffusion with one additional parameter that controls the probability of the zero event (KD3). The goodness of fit of the models was assessed and compared both by evaluation of discrepancies between the results of both estimation methods (i.e. the method of moments (MOM) and the maximum likelihood method (MLM)) and using the log of likelihood function as a criterion. In most cases, the DWe distribution with MLM‐estimated parameters showed the best fit of all the three‐parameter models. Copyright © 2005 John Wiley & Sons, Ltd.  相似文献