Closure to "Problems in the extreme value analysis" (Struct. Safety 2008:30:405-419)

Lasse Makkonen (Corresponding Author), Matti Pajari, Maria Tikanmäki

    Research output: Contribution to journalArticleScientificpeer-review

    11 Citations (Scopus)

    Abstract

    Extreme value analysis (EVA) is an essential part of the statistical methodology for securing structural safety. Makkonen [3] argued that the estimators of the plotting position in EVA should be abandoned and replaced by the Weibull expression m/(N + 1). In a rebuttal Cook [5] challenged this development. Here we prove by the probability theory that the Weibull expression provides the rank probability exactly. This shows that no estimators of the plotting positions are necessary. We also comment on the specific criticism to [3] in [5] and outline the foundations of the correct methodology.
    Original languageEnglish
    Pages (from-to)65-67
    Number of pages3
    JournalStructural Safety
    Volume40
    DOIs
    Publication statusPublished - 2013
    MoE publication typeA1 Journal article-refereed

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    Value engineering

    Keywords

    • Extreme value analysis
    • extremes
    • order-statistics
    • plotting positions
    • probability theory

    Cite this

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    title = "Closure to {"}Problems in the extreme value analysis{"} (Struct. Safety 2008:30:405-419)",
    abstract = "Extreme value analysis (EVA) is an essential part of the statistical methodology for securing structural safety. Makkonen [3] argued that the estimators of the plotting position in EVA should be abandoned and replaced by the Weibull expression m/(N + 1). In a rebuttal Cook [5] challenged this development. Here we prove by the probability theory that the Weibull expression provides the rank probability exactly. This shows that no estimators of the plotting positions are necessary. We also comment on the specific criticism to [3] in [5] and outline the foundations of the correct methodology.",
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    author = "Lasse Makkonen and Matti Pajari and Maria Tikanm{\"a}ki",
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    Closure to "Problems in the extreme value analysis" (Struct. Safety 2008:30:405-419). / Makkonen, Lasse (Corresponding Author); Pajari, Matti; Tikanmäki, Maria.

    In: Structural Safety, Vol. 40, 2013, p. 65-67.

    Research output: Contribution to journalArticleScientificpeer-review

    TY - JOUR

    T1 - Closure to "Problems in the extreme value analysis" (Struct. Safety 2008:30:405-419)

    AU - Makkonen, Lasse

    AU - Pajari, Matti

    AU - Tikanmäki, Maria

    PY - 2013

    Y1 - 2013

    N2 - Extreme value analysis (EVA) is an essential part of the statistical methodology for securing structural safety. Makkonen [3] argued that the estimators of the plotting position in EVA should be abandoned and replaced by the Weibull expression m/(N + 1). In a rebuttal Cook [5] challenged this development. Here we prove by the probability theory that the Weibull expression provides the rank probability exactly. This shows that no estimators of the plotting positions are necessary. We also comment on the specific criticism to [3] in [5] and outline the foundations of the correct methodology.

    AB - Extreme value analysis (EVA) is an essential part of the statistical methodology for securing structural safety. Makkonen [3] argued that the estimators of the plotting position in EVA should be abandoned and replaced by the Weibull expression m/(N + 1). In a rebuttal Cook [5] challenged this development. Here we prove by the probability theory that the Weibull expression provides the rank probability exactly. This shows that no estimators of the plotting positions are necessary. We also comment on the specific criticism to [3] in [5] and outline the foundations of the correct methodology.

    KW - Extreme value analysis

    KW - extremes

    KW - order-statistics

    KW - plotting positions

    KW - probability theory

    U2 - 10.1016/j.strusafe.2012.09.007

    DO - 10.1016/j.strusafe.2012.09.007

    M3 - Article

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    SP - 65

    EP - 67

    JO - Structural Safety

    JF - Structural Safety

    SN - 0167-4730

    ER -