Wind and Structures
Volume 34, Number 6, 2022, pages 469-482
DOI: 10.12989/was.2022.34.6.469
Estimating quantiles of extreme wind speed using generalized extreme value distribution fitted based on the order statistics
Y.X. Liu and H.P. Hong
Abstract
The generalized extreme value distribution (GEVD) is frequently used to fit the block maximum of environmental
parameters such as the annual maximum wind speed. There are several methods for estimating the parameters of the GEV
distribution, including the least-squares method (LSM). However, the application of the LSM with the expected order statistics
has not been reported. This study fills this gap by proposing a fitting method based on the expected order statistics. The study
also proposes a plotting position to approximate the expected order statistics; the proposed plotting position depends on the
distribution shape parameter. The use of this approximation for distribution fitting is carried out. Simulation analysis results
indicate that the developed fitting procedure based on the expected order statistics or its approximation for GEVD is effective for
estimating the distribution parameters and quantiles. The values of the probability plotting correlation coefficient that may be
used to test the distributional hypothesis are calculated and presented. The developed fitting method is applied to extreme
thunderstorm and non-thunderstorm winds for several major cities in Canada. Also, the implication of using the GEVD and
Gumbel distribution to model the extreme wind speed on the structural reliability is presented and elaborated.
Key Words
annual maximum wind speed; generalized extreme value distribution; least-squares method; plotting position
Address
Y.X. Liu and H.P. Hong: Department of Civil and Environmental Engineering, University of Western Ontario, N6A 5B9, Canada