| Issue |
E3S Web Conf.
Volume 248, 2021
2021 3rd International Conference on Civil Architecture and Energy Science (CAES 2021)
|
|
|---|---|---|
| Article Number | 01023 | |
| Number of page(s) | 6 | |
| Section | Chemical Performance Structure Research and Environmental Pollution Control | |
| DOI | https://doi.org/10.1051/e3sconf/202124801023 | |
| Published online | 12 April 2021 | |
A New Numerical Algorithm of Three Parameter Generalized Extreme Value Distribution of Wind Speed
1 State Key Laboratory for Disaster Mitigation in Civil Engineering, Tongji University, Shanghai 200092, China ;
2 Department of Bridge Engineering, Tongji University, Shanghai 200092, China
* Corresponding author: 403197915@qq.com
Maximum likelihood estimation method is used to solve the problem of parameter estimation of three-parameter generalized extreme value distribution. Based on the theory of order reducing，a new numerical algorithm is presented to resolve the problem of maximum likelihood estimation of three-parameter generalized extreme value distribution．Firstly，the shape parameter is assumed to be known and ternary likelihood equations can be transferred into binary ones that are solved with the dichotomy．And then，scale and location parameters are the functions of shape parameter. Further，the maximum likelihood function is described as a unitary function of shape parameter. The optimal estimation of shape parameters can be obtained by applying dichotomy again.
© The Authors, published by EDP Sciences, 2021
This is an Open Access article distributed under the terms of the Creative Commons Attribution License 4.0, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
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