Characteristic value determination from small samples

Dejan Zupan (Author), Jelena Srpčič (Author), Goran Turk (Author)

Abstract

The paper deals with the characteristic value determination from relatively small samples. When the distribution and its parameters of a random variable are known, the characteristic value is deterministic quantity. However, in practical problems the parameters of distribution are unknown and can only be estimated from random samples. Therefore the characteristic value is by itself a random variable. The estimates of characteristic values are strongly dependant on the distribution of random variable. In the paper we show the analytical solution for characteristic value determination from random samples of normal and lognormal random variables. The confirmation of analytical results is accomplished by the use of computer simulations. For Gumbel, and Weibull distribution the characteristic value estimates are obtained numerically by combination of simulations and bisection method. In the paper the numerical results are presented for 5% characteristic values with 75% confidence interval, which is in accord with the majority of European building standards. The proposed approach is demonstrated on the data of experimentally obtained bending strengths of finger jointed wooden beams. (C) 2006 Elsevier Ltd. All rights reserved.

Keywords

karakteristična vrednost;majhen vzorec;normalna porazdelitev;logaritemska normalna porazdelitev;Gumbelova porazdelitev;Weibullova porazdelitev;simulacije;characteristic value;smale sample;normal distribution;log-normal distribution;Gumbel distribution;Weibull distribution;simulations;

Data

Language:	English
Year of publishing:	2007
Typology:	1.01 - Original Scientific Article
Organization:	UL FGG - Faculty of Civil and Geodetic Engineering
Publisher:	Elsevier
UDC:	519.21:624
COBISS:	3588449
ISSN:	0167-4730
Views:	2097
Downloads:	831
Average score:	0 (0 votes)
Metadata:

Other data

Secondary language:	English
Secondary keywords:	karakteristična vrednost;majhen vzorec;normalna porazdelitev;logaritemska normalna porazdelitev;Gumbelova porazdelitev;Weibullova porazdelitev;simulacije;
File type:	application/pdf
Type (COBISS):	Not categorized
Pages:	str. 268-278
Volume:	Letn. 29
Issue:	št. 4
Chronology:	2007
DOI:	10.1016/j.strusafe.2006.07.006
ID:	8312282