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A Tapered Pareto-Poisson Model for Extreme Pyroclastic Flows: Application to the Quantification of Volcano Hazards

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Date
2015
Author
Dai, Fan
Advisor
Wolpert, Robert L
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Abstract

This paper intends to discuss the problems of parameter estimation in a proposed tapered Pareto-Poisson model for the assessment of large pyroclastic flows, which are essential in quantifying the size and risk of volcanic hazards. In dealing with the tapered Pareto distribution, the paper applies both maximum likelihood estimation and a Bayesian framework with objective priors and Metropolis algorithm. The techniques are further illustrated by an example of modeling extreme flow volumes at Soufriere Hills Volcano, and their simulation results are addressed.

Type
Master's thesis
Department
Statistical Science
Subject
Statistics
Bayesian Inference
Extreme Value
MLEs
Poisson Process
Random Walk Metropolis
Tapered Pareto Distribution
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https://hdl.handle.net/10161/10039
Citation
Dai, Fan (2015). A Tapered Pareto-Poisson Model for Extreme Pyroclastic Flows: Application to the Quantification of Volcano Hazards. Master's thesis, Duke University. Retrieved from https://hdl.handle.net/10161/10039.
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