基于Copula函数的联合概率法在海洋工程中的应用

本文介绍了Copula函数的定义、属性和几种特殊的Copula函数.将Copula函数应用到近海工程中,用其建立了最大有效波高和最大风速的联合分布函数并检验,结果表明:Copula函数能够比较好的模拟实际的联合概率分布。通过Copula方法,可以由边缘分布和一个连接它们的Copula函数来得出联合分布函数,发挥其描述相关性尤其是尾部相关性的优势。该方法在近海工程的工程可靠度、设计标准和失效概率的计算中具有广泛的应用前景。

Application of multivariate probability analysis using copulas to ocean engineering

definition,properties of copula and several special copulas are introduced.Using copula method to ocean engineering,we establish the joint distribution function of the maximum wave height and the wind velocity and check it,the results show that the copula-constructed joint distribution function can well fit the observed data.Using copula and a variety of marginal distri-bution functions,we can establish the joint distribution function with good dependencies.It can be widely used in the computation of reliability,design standards and failure region.