Statistical Methods and Modeling of Seismogenesis. Eleftheria Papadimitriou

Чтение книги онлайн.

Читать онлайн книгу Statistical Methods and Modeling of Seismogenesis - Eleftheria Papadimitriou страница 12

Statistical Methods and Modeling of Seismogenesis - Eleftheria Papadimitriou

Скачать книгу

the randomized values in every interval [M-0.5δM, M+0.5δM] repeat exponential distribution of the whole dataset. We can object that the best fitted exponential distribution is used first to randomize the data, and next, this fit is tested. Indeed, this randomization slightly amplifies the probability that H0 will not be rejected. However, other randomizations, e.g., the one assuming normal distribution in [M−0.5δM, M+0.5δM], is logically incorrect and strongly acts against H0.

      This approach is suitable to test the applicability of the exponential model, as well as the above-mentioned alternatives, because all of these models have at most, one mode.

       – Step 1. Estimating the catalog (sample) completeness level, MC. We can do this either visually, selecting MC as the smallest magnitude of the linear part of the semi-logarithmic magnitude-frequency graph, or using more sophisticated methods presented, e.g., in Mignan and Woessner (2012), Leptokaropoulos et al. (2013) and the references therein.

       – Step 2. Reducing the sample to its complete part {Mi|Mi ≥ Mc}, i = 1,.., n .

       – Step 3. Estimating the exponential model of magnitude distribution [1.19]. The maximum likelihood estimator of β is (Aki 1965; Bender 1983):

      [1.22]

      where 〈M〉 stands for the mean value of the reduced (complete) sample,

and the other symbols are the same as previously.

       – Step 4. Randomizing {Mi}, i = 1,.., n according to equation [1.21], in which F(•) is CDF of the exponential distribution with parameter . The result is

only has one mode for hhcrit and more than one mode for h<hcrit. Similarly for bumps. The critical bandwidths are denoted by
for modes and bumps, respectively.

       – Step 5. Estimating The estimator [1.3] is differentiable:

only has one zero. For
only has one zero. The search for
begins from small values of h, for which the derivatives [1.23] and [1.24] have more than one zero, respectively. One increases h gradually until the number of zeros of the respective derivatives becomes one. Acceptable critical bandwidth estimates are obtained when the step change of h is equal to 0.001. The estimates are, in this case, attained with precision 10-3. However, to search the critical bandwidths, more complex numerical methods may also be applied.

       – Step 6. Drawing R n-element samples from (equation [1.3]) when testing H01 (modes), and from when testing H02 (bumps). The sampling is done through the smoothed bootstrap technique. For testing H01, the drawn samples are:

      where

comes from n-times uniform selection with replacement from the original data
(standard bootstrap), and εi are the standard normal random numbers.

      Silverman (1986) and Efron and Tibshirani (1993) indicated that the samples

have greater variance than the original data,
and that this leads to an artificial increase of the significance of the null hypothesis. To remedy this problem, Efron and Tibshirani (1993) recommended using:

are the mean and the sample variance of
rather than
because
has approximately the same variance as
However, when testing magnitudes with the use of samples [1.26],

Скачать книгу