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Characteristic value determination from small samples
ID Zupan, Dejan (Author), ID Srpčič, Jelena (Author), ID Turk, Goran (Author)

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Abstract
The paper deals with the characteristic value determination from relatively small samples. When the distribution and its parameters of a random variable are known, the characteristic value is deterministic quantity. However, in practical problems the parameters of distribution are unknown and can only be estimated from random samples. Therefore the characteristic value is by itself a random variable. The estimates of characteristic values are strongly dependant on the distribution of random variable. In the paper we show the analytical solution for characteristic value determination from random samples of normal and lognormal random variables. The confirmation of analytical results is accomplished by the use of computer simulations. For Gumbel, and Weibull distribution the characteristic value estimates are obtained numerically by combination of simulations and bisection method. In the paper the numerical results are presented for 5% characteristic values with 75% confidence interval, which is in accord with the majority of European building standards. The proposed approach is demonstrated on the data of experimentally obtained bending strengths of finger jointed wooden beams. (C) 2006 Elsevier Ltd. All rights reserved.

Language:English
Keywords:characteristic value, smale sample, normal distribution, log-normal distribution, Gumbel distribution, Weibull distribution, simulations
Typology:1.01 - Original Scientific Article
Organization:FGG - Faculty of Civil and Geodetic Engineering
Year:2007
Publisher:Elsevier
Number of pages:Str. 268-278
Numbering:Letn. 29, št. 4
PID:20.500.12556/RUL-32117 This link opens in a new window
UDC:519.21:624
ISSN on article:0167-4730
DOI:10.1016/j.strusafe.2006.07.006 This link opens in a new window
COBISS.SI-ID:3588449 This link opens in a new window
Publication date in RUL:10.07.2015
Views:2177
Downloads:847
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Record is a part of a journal

Title:Structural safety
Shortened title:Struct. saf.
Publisher:Elsevier
ISSN:0167-4730
COBISS.SI-ID:6691333 This link opens in a new window

Secondary language

Language:English
Keywords:karakteristična vrednost, majhen vzorec, normalna porazdelitev, logaritemska normalna porazdelitev, Gumbelova porazdelitev, Weibullova porazdelitev, simulacije

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