極値統計における異常値の棄却基準とその応用

  • 合田 良実
    社団法人 土木学会 横浜国立大学 工学部建設学科

書誌事項

タイトル別名
  • REJECTION CRITERIA FOR OUTLIERS AND THEIR APPLICATIONS IN EXTREME STATISTICS
  • キョクチ トウケイ ニ オケル イジョウチ ノ キキャク キジュン ト ソノ

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抄録

An auxiliary statistic is defined for the largest data of a sample using the sample mean and standard deviation. The 5% and 95% nonexceedance levels of this statistic are employed for rejection of distribution fitting to the sample, and these nonexceedance levels are formulated for the Fisher-Tippett I and II, the Weibull, and the log-normal distributions by means of Monte Carlo simulations with a minimum of 10000 samples for each combination of sample size, censoring rate, and distribution functions. The new rejection criteria are effectively applied for the extreme data of annual maximum wind speed at 128 sites, annual maxima of daily rainfall at 58 sites, and peak storm wave heights at 29 sites. The population distributions for these extreme data emerge through this analysis.

収録刊行物

  • 土木学会論文集

    土木学会論文集 1990 (417), 245-254, 1990-05-20

    公益社団法人 土木学会

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