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Previous issue date: 2008-12-05 / The work is to make a brief discussion of methods to estimate the parameters of the Generalized Pareto distribution (GPD). Being addressed the following techniques: Moments (moments), Maximum Likelihood (MLE), Biased Probability Weighted Moments (PWMB), Unbiased Probability Weighted Moments (PWMU), Mean Power Density Divergence (MDPD), Median (MED), Pickands (PICKANDS), Maximum Penalized Likelihood (MPLE), Maximum Goodness-of-fit (MGF) and the Maximum Entropy (POME) technique, the focus of this manuscript. By way of illustration adjustments were made for the Generalized Pareto distribution, for a sequence of
earthquakes intraplacas which occurred in the city of Jo?o C?mara in the northeastern region of Brazil, which was monitored continuously for two years (1987 and 1988). It
was found that the MLE and POME were the most efficient methods, giving them basically mean squared errors. Based on the threshold of 1.5 degrees was estimated the seismic risk for the city, and estimated the level of return to earthquakes of intensity 1.5?, 2.0?, 2.5?, 3.0? and the most intense earthquake never registered in the city, which occurred in November 1986 with magnitude of about 5.2? / O objetivo desse trabalho ? fazer uma breve discuss?o dos m?todos de estima??o dos par?metros da distribui??o generalizada de Pareto (GPD). Sendo abordadas as
seguintes t?cnicas: m?xima verossimilhan?a (MLE), m?xima verossimilhan?a penalizada (MPLE), m?todos dos momentos (moments), Pickands (Pickands), momentos ponderados pela probabilidade: viesado e n?o-viesado (PWMB, PWMU),
diverg?ncia m?dia da densidade (MDPD), melhor qualidade do ajuste (MGF), mediana (MED) e o m?todo da m?xima entropia (POME), t?cnica que neste trabalho receber? uma maior aten??o. A t?tulo de ilustra??o foram feitos ajustes para a distribui??o generalizada de Pareto, para uma seq??ncia de sismos intraplacas, ocorridos no munic?pio de Jo?o C?mara, NE Brasil que foi monitorado continuamente durante dois
anos (1987 e 1988). Verificou-se que o MLE e o POME foram os m?todos mais eficientes, dando basicamente os mesmos erros m?dios quadr?ticos. Com base no limiar de 1,5? foi estimado o risco s?smico para o munic?pio, sendo estimado o n?vel de retorno para os sismos de intensidade 1,5?, 2,0?, 2,5?, 3,0? e para o sismo mais intenso j? registrado no munic?pio, ocorrido em novembro de 1986 que teve a magnitude de 5,2?
| Identifer | oai:union.ndltd.org:IBICT/oai:repositorio.ufrn.br:123456789/17003 |
| Date | 05 December 2008 |
| Creators | Silva, Raimundo Nonato Castro da |
| Contributors | CPF:49188178404, Medeiros, Walter Eug?nio de, CPF:19980701404, http://lattes.cnpq.br/2170299963939072, Freitas, Silvia Maria de, CPF:32429959372, http://lattes.cnpq.br/3371082476399709, Nascimento, Aderson Farias do, L?cio, Paulo S?rgio Marinho |
| Publisher | Universidade Federal do Rio Grande do Norte, Programa de P?s-Gradua??o em Matem?tica Aplicada e Estat?stica, UFRN, BR, Probabilidade e Estat?stica; Modelagem Matem?tica |
| Source Sets | IBICT Brazilian ETDs |
| Language | Portuguese |
| Detected Language | English |
| Type | info:eu-repo/semantics/publishedVersion, info:eu-repo/semantics/masterThesis |
| Format | application/pdf |
| Source | reponame:Repositório Institucional da UFRN, instname:Universidade Federal do Rio Grande do Norte, instacron:UFRN |
| Rights | info:eu-repo/semantics/openAccess |
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