Bayesian estimation of design loads
نویسنده
چکیده
Probabilistic design of structures is usually based on estimates of design loads with a large average return period. Design loads are often estimated using classical statistical methods. A shortcoming of this approach is that statistical uncertainties are not taken into account. In this paper, a method based on Bayesian statistics is presented. Using Bayes’ theorem, the prior distribution representing information about the uncertainty of the statistical parameters can be updated to the posterior distribution as soon as data becomes available. Nine predictive probability distributions are considered for determining extreme quantiles of loads: the exponential, Rayleigh, normal, lognormal, gamma, Weibull, Gumbel, generalised gamma and generalised extreme-value. The Bayesian method has been successfully applied to estimate the discharge of the rivers Rhine and Meuse with an average return period of 1,250 years while taking account of the statistical uncertainties involved. In order that the observations ‘speak for themselves’, the non-informative Jeffreys priors were chosen as priors. The Bayes estimates are compared to the classical maximum-likelihood estimates. Furthermore, so-called Bayes factors are used to determine weights corresponding to how well a probability distribution fits the observed data; that is, the better the fit, the higher the weighting.
منابع مشابه
Estimation of Products Final Price Using Bayesian Analysis Generalized Poisson Model and Artificial Neural Networks
Estimating the final price of products is of great importance. For manufacturing companies proposing a final price is only possible after the design process over. These companies propose an approximate initial price of the required products to the customers for which some of time and money is required. Here using the existing data of already designed transformers and utilizing the bayesian anal...
متن کاملImprove Estimation and Operation of Optimal Power Flow(OPF) Using Bayesian Neural Network
The future of development and design is impossible without study of Power Flow(PF), exigency the system outcomes load growth, necessity add generators, transformers and power lines in power system. The urgency for Optimal Power Flow (OPF) studies, in addition to the items listed for the PF and in order to achieve the objective functions. In this paper has been used cost of generator fuel, acti...
متن کاملE-Bayesian Approach in A Shrinkage Estimation of Parameter of Inverse Rayleigh Distribution under General Entropy Loss Function
Whenever approximate and initial information about the unknown parameter of a distribution is available, the shrinkage estimation method can be used to estimate it. In this paper, first the $ E $-Bayesian estimation of the parameter of inverse Rayleigh distribution under the general entropy loss function is obtained. Then, the shrinkage estimate of the inverse Rayleigh distribution parameter i...
متن کاملImproving the Performance of Bayesian Estimation Methods in Estimations of Shift Point and Comparison with MLE Approach
A Bayesian analysis is used to detect a change-point in a sequence of independent random variables from exponential distributions. In This paper, we try to estimate change point which occurs in any sequence of independent exponential observations. The Bayes estimators are derived for change point, the rate of exponential distribution before shift and the rate of exponential distribution after s...
متن کاملInference of Markov Chain: AReview on Model Comparison, Bayesian Estimation and Rate of Entropy
This article has no abstract.
متن کامل