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Environmental contours for mixtures of distributions

Huseby, Arne; Vanem, Erik; Barbosa, Maria Hjelset
Chapter; PublishedVersion; Peer reviewed
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0719.pdf (380.9Kb)
Year
2019
Permanent link
http://urn.nb.no/URN:NBN:no-78006

CRIStin
1728676

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Appears in the following Collection
  • Matematisk institutt [2453]
  • CRIStin høstingsarkiv [16034]
Original version
Proceedings of the 29th European Safety and Reliability Conference(ESREL). 22 – 26 September 2019 Hannover, Germany. 2019, 839-846, DOI: https://doi.org/10.3850/978-981-11-2724-3_0719-cd
Abstract
Environmental contours are widely used as a basis for e.g., ship design, especially in early design phases. The traditional approach to such contours is based on the well-known Rosenblatt transformation. In the present paper we present a numerical method making it possible to apply the inverse Rosenblatt transformation to mixtures of distributions. Due to the effects of this transformation the probabilistic properties of the resulting environmental contour can be distorted. Based on a precise definition of the concept of exceedance probability, valid for all types of environmental contours, we show how to evaluate a given contour and adjust it so that it gets the desired properties. The methods are illustrated by a numerical example.
 
Environmental contours for mixtures of distributions
 
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