Simplified models for uncertainty quantification of extreme events using Monte Carlo technique

Xiaonong Hu,Genshen Fang, Jiayu Yang,Lin Zhao,Yaojun Ge

Reliability Engineering & System Safety（2023）

引用 21|浏览6

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摘要

•Simplified models of standard error for extreme value quantiles are developed.•Uncertainty of extreme event using three probability distributions are discussed.•Reliability of simplified models is validated using theoretical solutions.•Cases study in extreme event analysis of wind and precipitation are performed.

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关键词

Extreme event,Uncertainty quantification,Monte Carlo technique,Generalized extreme value distribution,Generalized Pareto distribution,Pearson Type III distribution

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