JSM 2011 Online Program

The views expressed here are those of the individual authors and not necessarily those of the JSM sponsors, their officers, or their staff.

Abstract Details

Activity Number: 469
Type: Contributed
Date/Time: Wednesday, August 3, 2011 : 8:30 AM to 10:20 AM
Sponsor: Section on Physical and Engineering Sciences
Abstract - #301426
Title: Using the Block Minima Method to Estimate Pipeline Thickness
Author(s): Shiyao Liu*+ and William Q. Meeker
Companies: Iowa State University and Iowa State University
Address: 3426 Orion Dr. Apt 210, Ames, IA, 50010,
Keywords: Block size ; Block minima method ; Domain of attraction ; Gumbel distribution ; GEV distribution ; Simulation
Abstract:

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.


The address information is for the authors that have a + after their name.
Authors who are presenting talks have a * after their name.

Back to the full JSM 2011 program




2011 JSM Online Program Home

For information, contact jsm@amstat.org or phone (888) 231-3473.

If you have questions about the Continuing Education program, please contact the Education Department.