Uncertainty analysis on extreme value analysis of significant wave height at eastern coast of Korea

▸ We adopted a method that combines Bayesian method and extreme value theory. ▸ The conventional probability distributions were re-evaluated to determine whether the probability distribution can represent the effect of the extreme value. ▸ The uncertainty in the frequency analysis was quantified. ▸ We performed a comparative study of the Gumbel and GEV distributions to evaluate the efficiency. ▸ We compared the Bayesian MCMC scheme and the MLE with a quadratic approximation for parameter estimation to confirm the advantage of the Bayesian MCMC with respect to uncertainty analysis.