Moment-Based Probability Modeling and Extreme Response Estimation, The FITS Routine Version 1.2

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This report documents the use of the FITS routine, which provides automated fits of various analytical, commonly used probability models from input data. It is intended to complement the previously distributed FITTING routine documented in RMS Report 14 (Winterstein et al., 1994), which implements relatively complex four-moment distribution models whose parameters are fit with numerical optimization routines. Although these four-moment fits can be quite useful and faithful to the observed data, their complexity can make them difficult to automate within standard fitting algorithms. In contrast, FITS provides more robust (lower moment) fits of simpler, more conventional distribution forms. For each ... continued below

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38 p.

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MANUEL,LANCE; KASHEF,TINA & WINTERSTEIN,STEVEN R. November 1, 1999.

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This report is part of the collection entitled: Office of Scientific & Technical Information Technical Reports and was provided by UNT Libraries Government Documents Department to Digital Library, a digital repository hosted by the UNT Libraries. It has been viewed 21 times . More information about this report can be viewed below.

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  • Sandia National Laboratories
    Publisher Info: Sandia National Labs., Albuquerque, NM, and Livermore, CA (United States)
    Place of Publication: Albuquerque, New Mexico

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Description

This report documents the use of the FITS routine, which provides automated fits of various analytical, commonly used probability models from input data. It is intended to complement the previously distributed FITTING routine documented in RMS Report 14 (Winterstein et al., 1994), which implements relatively complex four-moment distribution models whose parameters are fit with numerical optimization routines. Although these four-moment fits can be quite useful and faithful to the observed data, their complexity can make them difficult to automate within standard fitting algorithms. In contrast, FITS provides more robust (lower moment) fits of simpler, more conventional distribution forms. For each database of interest, the routine estimates the distribution of annual maximum response based on the data values and the duration, T, over which they were recorded. To focus on the upper tails of interest, the user can also supply an arbitrary lower-bound threshold, {chi}{sub low}, above which a shifted distribution model--exponential or Weibull--is fit.

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38 p.

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OSTI as DE00015157

Medium: P; Size: 38 pages

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  • Other Information: PBD: 1 Nov 1999

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  • Report No.: SAND99-2985
  • Grant Number: AC04-94AL85000
  • DOI: 10.2172/15157 | External Link
  • Office of Scientific & Technical Information Report Number: 15157
  • Archival Resource Key: ark:/67531/metadc621698

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  • November 1, 1999

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  • June 16, 2015, 7:43 a.m.

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MANUEL,LANCE; KASHEF,TINA & WINTERSTEIN,STEVEN R. Moment-Based Probability Modeling and Extreme Response Estimation, The FITS Routine Version 1.2, report, November 1, 1999; Albuquerque, New Mexico. (digital.library.unt.edu/ark:/67531/metadc621698/: accessed December 14, 2018), University of North Texas Libraries, Digital Library, digital.library.unt.edu; crediting UNT Libraries Government Documents Department.