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GUIDE WAVE ANALYSIS AND FORECASTING - WMO

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4. Weibull distribution<br />

Probability paper<br />

x = log −log 1−p<br />

y = log( h)<br />

Maximum likelihood estimators<br />

These equations have to be solved numerically.<br />

The three-parameter Weibull is produced by replacing x by x – θ and is defined on [θ, ∞). Estimation is more<br />

complex.<br />

5. Exponential distribution<br />

Probability paper<br />

f( x)<br />

–<br />

x x<br />

= exp – , , x<br />

⎛<br />

β 1<br />

⎞ ⎡ β<br />

1 ⎛ ⎞ ⎤<br />

β<br />

⎝ ⎠<br />

⎢<br />

⎝ ⎠<br />

⎥<br />

α α ⎣⎢<br />

α ⎦⎥<br />

α β > 0<br />

= 0<br />

otherwise<br />

Fx ( )<br />

⎡ β<br />

x<br />

–<br />

⎛ ⎞ ⎤<br />

=1– exp ⎢<br />

⎝ ⎠<br />

⎥<br />

⎣⎢<br />

α ⎦⎥<br />

x > 0<br />

= 0 x < 0<br />

mean<br />

⎛ 1 ⎞<br />

= αΓ<br />

⎜ + 1⎟<br />

⎝ β ⎠<br />

2<br />

⎡<br />

2 ⎛ 2 ⎞ ⎧ ⎛ 1 ⎞⎫<br />

⎤<br />

variance = α ⎢Γ<br />

⎜ + 1⎟<br />

– ⎨Γ⎜+<br />

1⎟<br />

⎬ ⎥<br />

⎢ ⎝ β ⎠ ⎩ ⎝ β ⎠<br />

⎣<br />

⎭ ⎥<br />

⎦<br />

ˆ log( ) log( )<br />

–<br />

–<br />

β<br />

β = β<br />

∑ ⎛ xi xi<br />

∑ xi<br />

⎞<br />

⎜<br />

⎟<br />

⎝ ∑ x<br />

n ⎠<br />

f( x)<br />

1 x<br />

= exp<br />

⎛<br />

–<br />

⎞<br />

α ⎝ α⎠ , x > 0<br />

= 0<br />

Fx ( ) = 0 x<<br />

0<br />

x<br />

= 1– exp<br />

⎛<br />

–<br />

⎞<br />

⎝ ⎠<br />

x > 0<br />

=<br />

2<br />

=<br />

α<br />

otherwise<br />

α<br />

mean α<br />

variance α<br />

x = – log( 1–<br />

p)<br />

y = h<br />

Moments and maximum likelihood estimators<br />

α˜= αˆ=<br />

x<br />

1<br />

β β<br />

αˆ<br />

= ∑ ⎛ xi<br />

⎞<br />

⎜ ⎟<br />

⎝ n ⎠<br />

[ ( ) ]<br />

i<br />

1<br />

ANNEX III 135<br />

(Any line must go through the origin.)<br />

The two-parameter exponential is produced by replacing x by x – θ and is defined on [θ, ∞). Estimation is more<br />

complex. The exponential distribution is a special case of the Gamma (α = 1) and Weibull (β = 1) distributions.

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