Conservatism Assessment of Extreme Value Theory Overbounds

Jordan Larson, Demoz Gebre-Egziabher

Research output: Contribution to journalArticlepeer-review

5 Scopus citations

Abstract

An approach using extreme value theory (EVT) to generate conservative overbounds for measurement errors is assessed. In this approach, EVT is used to construct a model for tails of an unknown distribution. Results from a Monte Carlo simulation study are presented, which show that estimated tails are not necessarily conservative. The reasons for this lack of conservatism are described and discussed. A method for addressing this lack of conservatism is proposed and evaluated.

Original languageEnglish (US)
Article number7856995
Pages (from-to)1295-1307
Number of pages13
JournalIEEE Transactions on Aerospace and Electronic Systems
Volume53
Issue number3
DOIs
StatePublished - Jun 2017

Bibliographical note

Funding Information:
This work was supported by the National Science Foundation under Grant NSF/CNS-1329390 entitled "CPS: Breakthrough: CollaborativeResearch: Managing Uncertainty in the Design of Safety-Critical Aviation Systems."

Keywords

  • Certification
  • extreme value theory (EVT)
  • ground-based augmentation system (GBAS)
  • overbounding

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