PARAMETER ESTIMATION OF TWEEDIE DISTRIBUTION USING NELDER-MEAD ALGORITHM ON PEAK GROUND ACCELERATION (PGA) DATA: CASE OF THE 2009 PADANG EARTHQUAKE

An earthquake is a catastrophic natural disaster which may cause financial losses, environmental damages, and even deaths. The Peak Ground Acceleration (PGA) is one of the parameters of a ground motion magnitude. The PGA in a particular location is determined by the moment magnitude of the earthquak...

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Main Author: ERLANGGA WIJAYA HERRYAGUNG, MARCELLINO
Format: Final Project
Language:Indonesia
Online Access:https://digilib.itb.ac.id/gdl/view/28737
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Institution: Institut Teknologi Bandung
Language: Indonesia
id id-itb.:28737
spelling id-itb.:287372018-06-28T10:10:47ZPARAMETER ESTIMATION OF TWEEDIE DISTRIBUTION USING NELDER-MEAD ALGORITHM ON PEAK GROUND ACCELERATION (PGA) DATA: CASE OF THE 2009 PADANG EARTHQUAKE ERLANGGA WIJAYA HERRYAGUNG, MARCELLINO Indonesia Final Project peak ground acceleration, distribusi tweedie, maximum likelihood estimation, algoritma nelder-mead, metode profile likelihood, uji anderson-darling, uji cramer-von mises INSTITUT TEKNOLOGI BANDUNG https://digilib.itb.ac.id/gdl/view/28737 An earthquake is a catastrophic natural disaster which may cause financial losses, environmental damages, and even deaths. The Peak Ground Acceleration (PGA) is one of the parameters of a ground motion magnitude. The PGA in a particular location is determined by the moment magnitude of the earthquake, the distance of the location from the epicenter, and the type of soil at the location. In this Final Project, the PGA data of the 2009 Padang earthquake is modeled using a Lognormal L(?,?^2) and a Tweedie ED_p (?,?) distribution. The estimate of the parameters ? and ?^2 in the Lognormal distribution and the parameter ? in the Tweedie distribution are obtained using the Maximum Likelihood Estimation (MLE) method analytically. The parameters p and ? in the Tweedie distribution are estimated using the Nelder-Mead Algorithm and then compared with those obtained by the Profile Likelihood method. It is obtained that for the Lognormal distribution, ? ?=2.140571 and (?^2 ) ?=0.428797; and for the Tweedie distribution, ? ?=10.572157. Using the Nelder-Mead Algorithm, the estimates of the parameters p and ? are p ?=3.618445 and ? ?=0.014191, respectively; whereas using the Profile Likelihood method, are p ?=3.644898 and ? ?=0.013471, respectively. The Anderson-Darling and Cramér-von Mises tests showed that, for the levels of significance ?=0.01, 0.05, and 0.1, the PGA data of the 2009 Padang earthquake could not be modeled by a Lognormal nor a Tweedie distribution. text
institution Institut Teknologi Bandung
building Institut Teknologi Bandung Library
continent Asia
country Indonesia
Indonesia
content_provider Institut Teknologi Bandung
collection Digital ITB
language Indonesia
description An earthquake is a catastrophic natural disaster which may cause financial losses, environmental damages, and even deaths. The Peak Ground Acceleration (PGA) is one of the parameters of a ground motion magnitude. The PGA in a particular location is determined by the moment magnitude of the earthquake, the distance of the location from the epicenter, and the type of soil at the location. In this Final Project, the PGA data of the 2009 Padang earthquake is modeled using a Lognormal L(?,?^2) and a Tweedie ED_p (?,?) distribution. The estimate of the parameters ? and ?^2 in the Lognormal distribution and the parameter ? in the Tweedie distribution are obtained using the Maximum Likelihood Estimation (MLE) method analytically. The parameters p and ? in the Tweedie distribution are estimated using the Nelder-Mead Algorithm and then compared with those obtained by the Profile Likelihood method. It is obtained that for the Lognormal distribution, ? ?=2.140571 and (?^2 ) ?=0.428797; and for the Tweedie distribution, ? ?=10.572157. Using the Nelder-Mead Algorithm, the estimates of the parameters p and ? are p ?=3.618445 and ? ?=0.014191, respectively; whereas using the Profile Likelihood method, are p ?=3.644898 and ? ?=0.013471, respectively. The Anderson-Darling and Cramér-von Mises tests showed that, for the levels of significance ?=0.01, 0.05, and 0.1, the PGA data of the 2009 Padang earthquake could not be modeled by a Lognormal nor a Tweedie distribution.
format Final Project
author ERLANGGA WIJAYA HERRYAGUNG, MARCELLINO
spellingShingle ERLANGGA WIJAYA HERRYAGUNG, MARCELLINO
PARAMETER ESTIMATION OF TWEEDIE DISTRIBUTION USING NELDER-MEAD ALGORITHM ON PEAK GROUND ACCELERATION (PGA) DATA: CASE OF THE 2009 PADANG EARTHQUAKE
author_facet ERLANGGA WIJAYA HERRYAGUNG, MARCELLINO
author_sort ERLANGGA WIJAYA HERRYAGUNG, MARCELLINO
title PARAMETER ESTIMATION OF TWEEDIE DISTRIBUTION USING NELDER-MEAD ALGORITHM ON PEAK GROUND ACCELERATION (PGA) DATA: CASE OF THE 2009 PADANG EARTHQUAKE
title_short PARAMETER ESTIMATION OF TWEEDIE DISTRIBUTION USING NELDER-MEAD ALGORITHM ON PEAK GROUND ACCELERATION (PGA) DATA: CASE OF THE 2009 PADANG EARTHQUAKE
title_full PARAMETER ESTIMATION OF TWEEDIE DISTRIBUTION USING NELDER-MEAD ALGORITHM ON PEAK GROUND ACCELERATION (PGA) DATA: CASE OF THE 2009 PADANG EARTHQUAKE
title_fullStr PARAMETER ESTIMATION OF TWEEDIE DISTRIBUTION USING NELDER-MEAD ALGORITHM ON PEAK GROUND ACCELERATION (PGA) DATA: CASE OF THE 2009 PADANG EARTHQUAKE
title_full_unstemmed PARAMETER ESTIMATION OF TWEEDIE DISTRIBUTION USING NELDER-MEAD ALGORITHM ON PEAK GROUND ACCELERATION (PGA) DATA: CASE OF THE 2009 PADANG EARTHQUAKE
title_sort parameter estimation of tweedie distribution using nelder-mead algorithm on peak ground acceleration (pga) data: case of the 2009 padang earthquake
url https://digilib.itb.ac.id/gdl/view/28737
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