GUIDE WAVE ANALYSIS AND FORECASTING - WMO
GUIDE WAVE ANALYSIS AND FORECASTING - WMO
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.