journal article·2015-08

Evaluation of maximum non-metallic inclusion sizes in engineering steels by fitting a generalized extreme value distribution based on vectors of largest observations

A.B. Schmiedt, H.H. Dickert, W. Bleck, U. Kamps

Acta Materialia· Volume 95
Publisher page

Abstract

Abstract In the analysis of maximum sizes of large non-metallic inclusions in steels, the common extreme value analysis is only based on a sample of largest observations in control areas on polished planes, respectively. From a simulation study it is observed that this univariate set-up may lead to a high proportion of misspecifications of the true extreme value distribution. Due to their different tail behavior, a falsely determined extreme value distribution will lead to erroneous assertions about quantiles, which serve as characteristic quantities. A multivariate extreme value analysis incorporating data of the r largest observations in every control area will work satisfactorily and should be preferred. The effects of different choices of r are also illustrated by means of a real data set of oxide inclusions.
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Research context

OpenAlex topics: Metallurgical Processes and Thermodynamics · Probabilistic and Robust Engineering Design · Advanced Statistical Methods and Models

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