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Upper-tail sampling correction technique for engineering design

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  • Collado Fernandez, Victor
  • Méndez, Fernando J.
  • Mínguez Solana, Roberto

Abstract

Engineering design must fulfill various requirements to guarantee the safety and functionality of structures. Often, critical conditions are associated with extreme events, such as floods or extreme winds. Therefore, a thorough analysis of these extreme conditions is essential to ensure structural reliability. Typically, designing structures involves generating sampled data based on historical records. However, it is frequent that this sampled data does not accurately represent the extreme-event regime observed historically. To address this issue, it is necessary to introduce an upper-tail sampling correction technique that effectively models extreme regimes, thereby reducing associated risks. This paper proposes a straightforward correction method and demonstrates its application through various examples, illustrating how the methodology aligns sampled extreme values more closely with historical data.

Suggested Citation

  • Collado Fernandez, Victor & Méndez, Fernando J. & Mínguez Solana, Roberto, 2025. "Upper-tail sampling correction technique for engineering design," DES - Working Papers. Statistics and Econometrics. WS 46849, Universidad Carlos III de Madrid. Departamento de Estadística.
    • Handle: RePEc:cte:wsrepe:46849
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    References listed on IDEAS

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    1. Morales, J.M. & Mínguez, R. & Conejo, A.J., 2010. "A methodology to generate statistically dependent wind speed scenarios," Applied Energy, Elsevier, vol. 87(3), pages 843-855, March.
    2. Mendes, Beatriz Vaz de Melo & Lopes, Hedibert Freitas, 2004. "Data driven estimates for mixtures," Computational Statistics & Data Analysis, Elsevier, vol. 47(3), pages 583-598, October.
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