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Extreme Wind Distribution Tails: A 'Peaks Over Threshold' Approach.

pdf icon Extreme Wind Distribution Tails: A 'Peaks Over Threshold' Approach. (818 K)
Simiu, E.; Heckert, N. A.

NIST BSS 174; 77 p. March 1995.

Journal of Structural Engineering, Vol. 122, No. 5, 539-547, May 1996.


National Science Foundation, Arlington, VA

Available from:

Government Printing Office
Order number: SN003-003-03322-7


extreme value theory; threshold methods; wind effects; meteorology; building technology; building codes; climatology; load factors; structural engineering; wind velocity; structural reliability


We seek to ascertain whether the reverse Weibull distribution is an appropriate extreme wind speed model by performing statistical analyses based on the 'peaks over threshold' approach. We use the de Haan method, which was found in previous studies to perform about as well or better than the Pickands and Cumulative Mean Exceedance methods, and has the advantage of providing estimates of confidence bounds. The data are taken principally from records of the largest daily wind speeds obtained over periods of 15 to 26 years at 44 U.S. weather stations in areas not subjected to mature hurricane winds. From these records we create samples with reduced mutual correlation among the data. In our opinion, the analyses provide persuassive evidence that extreme wind speeds are described predominantly by reverse Weibull distributions, which unlike the Gumbel distribution have finite upper tail and lead to reasonable estimates of wind load factors. Instructions are provided for accessing the data and attendant programs.