This paper describes a method for extrapolation of extreme value data for estimating long return period characteristic values. It is based on using yearly extreme value data subjected to a transformation which is derived from analysis of the underlying all-year data. The problem of establishing confidence intervals for the predicted return period values is discussed. It also demonstrates how the method of bootstrapping can be used for this purpose.

Issue Section:
Technical Papers
Keywords:
data analysis, statistical analysis, estimation theory, parameter estimation, stochastic processes, probability, transforms
Topics:
Design, Probability, Stochastic processes, Statistical analysis, Wind velocity, Estimation theory, Parameter estimation, Method of moments
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Copyright © 2002
 by ASME
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