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Estimation of Probability Density Function of Tidal Elevation Data using the Double Truncation Method  

Jeong, Shin-Taek (School of Civil, Environmental and Urban Engineering, Wonkwang Univ.)
Cho, Hong-Yeon (Coastal Engineering Research Division, Korea Ocean Research & Development Institute)
Kim, Jeong-Dae (School of Civil, Environmental and Urban Engineering, Wonkwang Univ.)
Hui, Ko-Dong (School of Civil, Environmental and Urban Engineering, Wonkwang Univ.)
Publication Information
Journal of Korean Society of Coastal and Ocean Engineers / v.20, no.3, 2008 , pp. 247-254 More about this Journal
Abstract
The double-peak normal distribution function (DPDF) suggested by Cho et al.(2004) has the problems that the extremely high and low tidal elevations are frequently generated in the Monte-Carlo simulation processes because the upper and lower limits of the DPDF are unbounded in spite of the excellent goodness-offit results. In this study, the modified DPDF is suggested by introducing the upper and lower value parameters and re-scale parameters in order to remove these problems. These new parameters of the DPDF are optimally estimated by the non-linear optimization problem solver using the Levenberg-Marquardt scheme. This modified DPDF can remove completely the unrealistically generated tidal levations and give a slightly better fit than the existing DRDF. Based on the DPDF's characteristic power, the over- and under estimation problems of the design factors are also automatically intercepted, too.
Keywords
Tidal elevation data; probability density function; double truncation method; parameter; Monte-Carlo simulation;
Citations & Related Records
Times Cited By KSCI : 2  (Citation Analysis)
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