Toward a general procedure for analysis of extreme random events in the earth sciences

Engineering and scientific approaches to design magnitude estimation are briefly revisited. Some defense is offered for use of annual maxima in design as if they were variables from a common distribution. However, to assume any particular form of distribution tail beyond the largest data value is not justifiable, regardless of the degree of data support over the main body of the distribution. An alternative approach to the design problem is suggested through use of parameter-free nonparametric estimation using the kernel method. Some simulation results are presented which suggest that the parameter-free approach is worthy of further development. A particular advantage of nonparametric methods is that competing estimators can be checked against parametric distributions, leading to a progressive improvement in estimator accuracy.This paper was presented (by title) at Engineering Concepts, MGUS-87 Conference, Redwood City, California, 13–15 April 1987.