Marko Nagode (Avtor), Simon Oman (Avtor), Jernej Klemenc (Avtor), Branislav Panić (Avtor)

Povzetek

The Gumbel mixture model is a popular tool for modelling extreme events with mixed formation mechanisms. The lack of a shape parameter in the Gumbel distribution makes it somewhat less practical for mixture modelling compared to the Weibull distribution, which is widely used in structural reliability and safety applications. Since the Gumbel distribution has two forms (i.e., left- and right-skewed), we describe it as a three-parameter distribution. The additional parameter ξ ∈ {−1, 1} is used to control the skewness of the Gumbel distribution. The maximum likelihood parameter estimation procedure for the proposed Gumbel mixture model is derived. Based on the simulation study, we confirmed that 1) the estimation procedure can successfully estimate the parameters of the mixture model, and 2) the proposed three-parameter Gumbel distribution has advantages over the state of the art in mixture modelling using different parametric families. An illustrative real-world example is also considered. Climbing rope failure was observed as a function of two random variables, and two competing failure modes were found. The experiment and subsequent mixture modelling provided further insight into the degradation of climbing ropes. Finally, the proposal is implemented in the freely available R package rebmix.

Ključne besede

Gumbel mixture model;parameter estimation;system safety;failure modelling;

Podatki

Jezik: Angleški jezik
Leto izida:
Tipologija: 1.01 - Izvirni znanstveni članek
Organizacija: UL FS - Fakulteta za strojništvo
UDK: 658.562
COBISS: 129890307 Povezava se bo odprla v novem oknu
ISSN: 0951-8320
Št. ogledov: 1860
Št. prenosov: 175
Ocena: 0 (0 glasov)
Metapodatki: JSON JSON-RDF JSON-LD TURTLE N-TRIPLES XML RDFA MICRODATA DC-XML DC-RDF RDF

Ostali podatki

Sekundarni jezik: Slovenski jezik
Sekundarne ključne besede: Gumbelov mešani model;ocena parametrov;varnost sistemov;modeliranje okvare;
Vrsta dela (COBISS): Članek v reviji
Strani: str. 1-12
Zvezek: ǂVol. ǂ230
Čas izdaje: Feb. 2023
DOI: 10.1016/j.ress.2022.108946
ID: 17120282