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GUIDE WAVE ANALYSIS AND FORECASTING - WMO

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8. Fisher-Tippett Type I (FT-I) (or Gumbel) distribution<br />

Probability paper<br />

Moments estimators<br />

f( x)<br />

x x<br />

exp –<br />

Fx<br />

x<br />

–<br />

– exp – –<br />

( ) exp – exp – –<br />

1 ⎡ α ⎛ α ⎞⎤<br />

= ⎢<br />

⎜ ⎟⎥<br />

β ⎣ β ⎝ β ⎠⎦<br />

β > 0<br />

⎡ ⎛ α ⎞⎤<br />

= ⎢ ⎜ ⎟⎥<br />

⎣ ⎝ β ⎠⎦<br />

= α+ γ β ( γ = = 0. 5772...)<br />

2<br />

2<br />

= β<br />

6<br />

π<br />

mean Euler’sconstant<br />

variance<br />

x = – log −log(<br />

p)<br />

y = h<br />

α = x – γ β<br />

s<br />

β = 6<br />

π<br />

Maximum likelihood estimators<br />

⎡1<br />

⎛ x ⎞⎤<br />

i<br />

α = – βlog<br />

⎢ ∑exp<br />

⎜ – ⎟⎥<br />

⎣n<br />

⎝ β ⎠⎦<br />

⎛ xi<br />

⎞<br />

∑ xi<br />

exp ⎜ – ⎟<br />

1<br />

⎝ β ⎠<br />

β = ∑xi–<br />

n<br />

⎛ xi<br />

⎞<br />

∑ exp ⎜ – ⎟<br />

⎝ β ⎠<br />

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

A detailed description and comparison of the various methods of estimation for the FT-I distribution are given<br />

in Carter and Challenor (1983). The FT-I is a special case of the GEV (θ = 0).<br />

9. Fisher-Tippett Type III (FT-III) distribution<br />

f( x)<br />

[ ]<br />

–<br />

– x – x<br />

= exp –<br />

⎛ ⎞ ⎡<br />

β<br />

⎛ ⎞<br />

⎝ ⎠<br />

⎢<br />

⎝ ⎠<br />

⎣⎢<br />

=<br />

θ<br />

1<br />

1 θ<br />

α α α<br />

0<br />

β β<br />

⎤<br />

⎥ x < θ<br />

⎦⎥<br />

otherwise<br />

Fx ( )<br />

⎡<br />

β<br />

– x<br />

= exp –<br />

⎛θ<br />

⎞ ⎤<br />

⎢<br />

⎝ ⎠<br />

⎥<br />

⎣⎢<br />

α ⎦⎥<br />

x < θ<br />

= 1<br />

x > θ<br />

mean<br />

⎛ 1 ⎞<br />

= θ– αΓ⎜<br />

+ 1⎟<br />

⎝ β ⎠<br />

⎡<br />

2<br />

2 ⎛ 2 ⎞ ⎧ ⎛ 1 ⎞⎫<br />

⎤<br />

variance= α ⎢Γ<br />

⎜ + 1⎟<br />

– ⎨Γ<br />

⎜ + 1⎟<br />

⎬ ⎥<br />

⎢ ⎝ β ⎠ ⎩ ⎝ β ⎠<br />

⎣<br />

⎭ ⎥<br />

⎦<br />

ANNEX III 137

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