| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1720091 | Applied Ocean Research | 2013 | 9 Pages |
Abstract
⸠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.
Related Topics
Physical Sciences and Engineering
Engineering
Ocean Engineering
Authors
Sang Ug Kim, Gunwoo Kim, Weon Mu Jeong, Kicheon Jun,