Zhao Y B,Zhang Y F,Wang F C,Ren Q Q. 2022. Application of generalized extreme value distribution based on profile likelihood estimation in long term earthquake prediction. Acta Seismologica Sinica44(6):1061−1071. DOI: 10.11939/jass.20210067
Citation: Zhao Y B,Zhang Y F,Wang F C,Ren Q Q. 2022. Application of generalized extreme value distribution based on profile likelihood estimation in long term earthquake prediction. Acta Seismologica Sinica44(6):1061−1071. DOI: 10.11939/jass.20210067

Application of generalized extreme value distribution based on profile likelihood estimation in long term earthquake prediction

More Information
  • Received Date: May 09, 2021
  • Revised Date: December 01, 2021
  • Available Online: October 17, 2022
  • Published Date: December 12, 2022
  • To describe the uncertainty of strong earthquake prediction, we introduced the profile likelihood estimation into parameter estimation of extreme value model for earthquake prediction. It is elaborated that the profile likelihood estimation principle and numerical algorithm of shape parameters and earthquake return level in generalized extreme value distribution. Meanwhile, a model of generalized extreme value distribution was created and was used to analyze the seismic risk of the East Kunlun seismic belt. The results showed that profile likelihood estimation and maximum likelihood estimation generated basically the same effect in point estimation of shape parameters and return level as well as the estimation of confidence interval of earthquake return level within 10 years. However, in the confidence interval estimation of moderate and long interval earthquake return level, the asymmetric confidence interval of return level obtained through the profile likelihood estimation can more accurately express the uncertainty of predicted magnitude of a strong earthquake and more effectively predict the outcome.
  • 陈虹,黄忠贤. 1995. 应用混合极值理论及最大似然法估计中国大陆地震危险性[J]. 地震学报,17(2):264–269.
    Chen H,Huang Z X. 1995. Estimation of seismic risk in China mainland using mixed extreme value theory and maximum likelihood method[J]. Acta Seismologica Sinica,17(2):264–269 (in Chinese).
    陈凌,刘杰,陈颙,陈龙生. 1998. 地震活动性分析中余震的删除[J]. 地球物理学报,41(增刊):244–252.
    Chen L,Liu J,Chen Y,Chen L S. 1998. Aftershock deletion in seismicity analysis[J]. Acta Geophysica Sinica,41(S1):244–252 (in Chinese).
    陈培善,林邦慧. 1973. 极值理论在中长期地震预报中的应用[J]. 地球物理学报,16(1):6–24.
    Chen P S,Lin B H. 1973. An application of statistical theory of extreme values to moderate and long interval earthquake prediction[J]. Acta Geophysica Sinica,16(1):6–24 (in Chinese).
    高孟潭,贾素娟. 1988. 极值理论在工程地震中的应用[J]. 地震学报,10(3):317–326.
    Gao M T,Jia S J. 1988. The application of extremum analysis to earthquake engineering problems[J]. Acta Seismologica Sinica,10(3):317–326 (in Chinese).
    黄玮琼,李文香,曹学锋. 1994. 中国大陆地震资料完整性研究之二:分区地震资料基本完整的起始年分布图象[J]. 地震学报,16(4):423–432.
    Huang W Q,Li W X,Cao X F. 1994. Seismic data integrity in mainland China II:The initial year distribution image of basically completion for subdistrict seismic data[J]. Acta Seismologica Sinica,16(4):423–432 (in Chinese).
    鲁帆,王浩,严登华,张冬冬,肖伟华. 2013. 轮廓似然函数在水文气象极值推断不确定性分析中的应用[J]. 中国科学:技术科学,43(12):1299–1308.
    Lu F,Wang H,Yan D H,Zhang D D,Xiao W H. 2013. Application of profile likelihood function to the uncertainty analysis of hydrometeorological extreme inference[J]. Science China Technological Sciences,56(12):3151–3160. doi: 10.1007/s11431-013-5421-0
    钱小仕,王福昌,曹桂荣,任晴晴. 2012. 广义极值分布在地震危险性分析中的应用[J]. 地震研究,35(1):73–78. doi: 10.3969/j.issn.1000-0666.2012.01.013
    Qian X S,Wang F C,Cao G R,Ren Q Q. 2012. Application of the generalized extreme value distribution in seismic hazard analysis[J]. Journal of Seismological Research,35(1):73–78 (in Chinese).
    钱小仕,王福昌,盛书中. 2013. 基于广义帕累托分布的地震震级分布尾部特征分析[J]. 地震学报,35(3):341–350. doi: 10.3969/j.issn.0253-3782.2013.03.006
    Qian X S,Wang F C,Sheng S Z. 2013. Characterization of tail distribution of earthquake magnitudes via generalized Pareto distribution[J]. Acta Seismologica Sinica,35(3):341–350 (in Chinese).
    史道济. 2006. 实用极值统计方法[M]. 天津: 天津科学技术出版社: 11–13.
    Shi D J. 2006. Practical Extremum Statistical Method[M]. Tianjin: Tianjin Science and Technology Press: 11–13 (in Chinese).
    史宁中. 2008. 统计检验的理论与方法[M]. 北京: 科学技术出版社: 59–68.
    Shi N Z. 2008. The Theory and Method of Statistical Test[M]. Beijing: Science and Technology Press: 59–68 (in Chinese).
    汪素云,高阿甲,冯义钧,和锐. 2010. 中国地震目录间的对比及标准化[J]. 地震,30(2):38–45. doi: 10.3969/j.issn.1000-3274.2010.02.005
    Wang S Y,Gao A J,Feng Y J,He R. 2010. Comparison and standardization of the Chinese earthquake catalogs[J]. Earthquake,30(2):38–45 (in Chinese).
    张国民,马宏生,王辉,王新岭. 2005. 中国大陆活动地块边界带与强震活动[J]. 地球物理学报,48(3):602–610. doi: 10.3321/j.issn:0001-5733.2005.03.018
    Zhang G M,Ma H S,Wang H,Wang X L. 2005. Boundaries between active-tectonic blocks and strong earthquakes in the China mainland[J]. Chinese Journal of Geophysics,48(3):602–610 (in Chinese). doi: 10.1002/cjg2.693
    Bhunya P K,Singh R D,Berndtsson R,Panda S N. 2012. Flood analysis using generalized logistic models in partial duration series[J]. J Hydrol,420-421:59–71. doi: 10.1016/j.jhydrol.2011.11.037
    De Haan L. 1970. On regular Variation and its Application to the Weak Convergence of Sample Extremes[M]. Amsterdam: Mathe-matisch Centrum: 124.
    De Haan L. 1971. A form of regular variation and its application to the domain of attraction of the double exponential distribution[J]. Z Wahrsch Geb,17(3):241–258. doi: 10.1007/BF00536760
    Epstein B,Lomnitz C. 1966. A model for the occurrence of large earthquakes[J]. Nature,211(5052):954–956.
    Fisher R A,Tippett L H C. 1928. Limiting forms of the frequency distribution of the largest or smallest member of a sample[J]. Math Proc Camb Phil Soc,24(2):180–190. doi: 10.1017/S0305004100015681
    Fréchet M. 1927. Sur la loi de probabilité de l’écart maximum[J]. Ann Soc Polon Math Cracovie,6:93–116.
    Gilli M,Këllezi E. 2006. An application of extreme value theory for measuring financial risk[J]. Comput Econ,27(2):207–228.
    Gnedenko B. 1943. Sur la distribution limite du terme maximum d'une serie aleatoire[J]. Ann Math,44(3):423–453. doi: 10.2307/1968974
    Jenkinson A F. 1955. The frequency distribution of the annual maximum (or minimum) values of meteorological elements[J]. Quart J Roy Meteor Soc,81(348):158–171. doi: 10.1002/qj.49708134804
    Murphy S A,Van der Vaart A W. 2000. On profile likelihood[J]. J Am Stat Assoc,95(450):449–465. doi: 10.1080/01621459.2000.10474219
    Nordquist J M. 1945. Theory of largest values applied to earthquake magnitudes[J]. Trans AGU,26(1):29–31. doi: 10.1029/TR026i001p00029
    Rao C R. 1965. Linear Statistical Inference and its Applications[M]. New York: John Wiley and Sons: 155–209.
    Tajvidi N. 2003. Confidence intervals and accuracy estimation for heavy-tailed generalized Pareto distributions[J]. Extremes,6(2):111–123. doi: 10.1023/B:EXTR.0000025662.09067.3b
    von Bortkiewicz L. 1922. Variationsbreite und mittlerer Fehler[J]. Sitzungsber Berlin Math Ges,21:3–11.
    von Mises R. 1923. Uber die Variationsbreite einer Beobachtungsreihe[J]. Sitzungsber Berlin Math Ges,22:3–8.
    Yegulalp T M,Kuo J T. 1974. Statistical prediction of the occurrence of maximum magnitude earthquakes[J]. Bull Seismol Soc Am,64(2):393–414. doi: 10.1785/BSSA0640020393
  • Cited by

    Periodical cited type(1)

    1. 王继鑫,荣棉水,符力耘,傅磊. 用微动台阵记录联合反演场地浅层速度结构——以唐山响嘡台3~#场地为例. 地震地质. 2020(06): 1335-1353 .

    Other cited types(0)

Catalog

    Article views (304) PDF downloads (78) Cited by(1)

    /

    DownLoad:  Full-Size Img  PowerPoint
    Return
    Return