4 resultados para Generalized Pareto Distribution

em Greenwich Academic Literature Archive - UK


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Forest fires can cause extensive damage to natural resources and properties. They can also destroy wildlife habitat, affect the forest ecosystem and threaten human lives. In this paper extreme wildland fires are analysed using a point process model for extremes. The model based on a generalised Pareto distribution is used to model data on acres of wildland burnt by extreme fire in the US since 1825. A semi-parametric smoothing approach is adapted with maximum likelihood method to estimate model parameters.

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Forest fires can cause extensive damage to natural resources and properties. They can also destroy wildlife habitat, affect the forest ecosystem and threaten human lives. In this paper incidences of extreme wildland fires are modelled by a point process model which incorporates time-trend. A model based on a generalised Pareto distribution is used to model data on acres of wildland burnt by extreme fire in the US since 1825. A semi-parametric smoothing approach, which is very useful in exploratory analysis of changes in extremes, is illustrated with the maximum likelihood method to estimate model parameters.

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A generalized Markov Brnching Process (GMBP) is a Markov branching model where the infinitesimal branching rates are modified with an interaction index. It is proved that there always exists only one GMBP. An associated differential-integral equation is derived. The extinction probalility and the mean and conditional mean extinction times are obtained. Ergodicity and stability of GMBP with resurrection are also considered. Easy checking criteria are established for ordinary and strong ergodicty. The equilibrium distribution is given in an elegant closed form. The probability meaning of our results is clear and thus explained.

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Johnson's SB distribution is a four-parameter distribution that is transformed into a normal distribution by a logit transformation. By replacing the normal distribution of Johnson's SB with the logistic distribution, we obtain a new distributional model that approximates SB. It is analytically tractable, and we name it the "logitlogistic" (LL) distribution. A generalized four-parameter Weibull model and the Burr XII model are also introduced for comparison purposes. Using the distribution "shape plane" (with axes skew and kurtosis) we compare the "coverage" properties of the LL, the generalized Weibull, and the Burr XII with Johnson's SB, the beta, and the three-parameter Weibull, the main distributions used in forest modelling. The LL is found to have the largest range of shapes. An empirical case study of the distributional models is conducted on 107 sample plots of Chinese fir. The LL performs best among the four-parameter models.