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Abstract Details
Activity Number:
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469
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Type:
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Contributed
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Date/Time:
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Wednesday, August 3, 2011 : 8:30 AM to 10:20 AM
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Sponsor:
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Section on Physical and Engineering Sciences
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Abstract - #301426 |
Title:
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Using the Block Minima Method to Estimate Pipeline Thickness
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Author(s):
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Shiyao Liu*+ and William Q. Meeker
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Companies:
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Iowa State University and Iowa State University
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Address:
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3426 Orion Dr. Apt 210, Ames, IA, 50010,
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Keywords:
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Block size ;
Block minima method ;
Domain of attraction ;
Gumbel distribution ;
GEV distribution ;
Simulation
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Abstract:
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The block minimum method, based on extreme value theory, can be used to estimate the minimum thickness along a pipeline. Intuition suggests that knowledge about the domain of attraction of the thickness distribution should provide an important inferential advantage in that it should be possible to use the simpler appropriate two-parameter extreme value distribution (e. g., the Gumbel distribution) instead of the three-parameter generalized extreme value distribution to fit the data from the block-minimum method. An important question is how to choose the block size. We designed and conducted an extensive simulation to explore the impact of block size in the block-minima extreme value theory method for estimating small quantiles of a distribution of minima. Three parent distributions from the Gumbel minima domain of attraction were used: normal, the minimum Gumbel (or type 1 smallest extreme value or SEV) and the maximum Gumbel (type 1 largest extreme value or LEV). This paper summarizes the results of the simulation study to provide insight into the choice of the block size and extreme value distribution in the block minima method for modeling the pipeline thickness.
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