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GUIDE WAVE ANALYSIS AND FORECASTING - WMO

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136<br />

6. Rayleigh distribution<br />

Probability paper<br />

All lines have slope O.5.<br />

Moments estimators<br />

f( x)<br />

x ⎛ x ⎞<br />

= exp ⎜ – ⎟<br />

α ⎝ α ⎠<br />

α,<br />

x ><br />

=<br />

Fx ( ) = x<<br />

⎛ x ⎞<br />

= – exp ⎜ – ⎟<br />

⎝ α ⎠<br />

x ><br />

= α<br />

=<br />

⎛<br />

−<br />

⎞<br />

⎝ ⎠<br />

π<br />

2<br />

2<br />

2<br />

2<br />

0<br />

0<br />

otherwise<br />

0 0<br />

2<br />

1<br />

2<br />

2<br />

0<br />

mean<br />

2<br />

2 π<br />

variance 2α1 4<br />

x = log −log 1−p<br />

y = log( h)<br />

α˜<br />

=<br />

Maximum likelihood estimators<br />

˜α =<br />

[ ( ) ]<br />

x<br />

π / 2<br />

∑ x<br />

2n<br />

i 2<br />

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

complex. The Rayleigh distribution is a special case of the Weibull distribution (β = 2, α = √2α).<br />

7. Generalized extreme value (GEV) distribution<br />

Fx ( ) = 0 x<<br />

α + < 0<br />

β<br />

and θ<br />

θ<br />

⎡<br />

x –<br />

= exp<br />

⎢ ⎛ α ⎞<br />

⎢<br />

– ⎜1–<br />

θ ⎟<br />

⎝ β ⎠<br />

⎣⎢<br />

= x > + ><br />

= + [ – ( + ) ] ≠<br />

= + ( = = . ...) =<br />

= ⎛<br />

1 α 0<br />

1 1 0<br />

0 5772 0<br />

2<br />

⎞<br />

2<br />

⎜ ⎟ ( 1+ 2 )+<br />

⎝ ⎠<br />

β<br />

θ<br />

θ<br />

α β<br />

and<br />

mean<br />

Γ θ<br />

θ<br />

θ<br />

α γ β γ Euler’sconstant θ<br />

β<br />

variance [ Γ θ Γ ( 1+ θ) ] θ<br />

θ ≠ 0<br />

For methods of estimation, see NERC (1975).<br />

2<br />

<strong>GUIDE</strong> TO <strong>WAVE</strong> <strong>ANALYSIS</strong> <strong>AND</strong> <strong>FORECASTING</strong><br />

1<br />

θ<br />

⎤<br />

⎥<br />

⎥<br />

⎦⎥<br />

2<br />

= β = 0<br />

6<br />

π<br />

θ

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