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

10 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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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

VL - 40

SP - 65

EP - 67

JO - Structural Safety

JF - Structural Safety

SN - 0167-4730

ER -