Influence on Structural Reliability of Uncertain Extreme Value Estimates

Loads for the purpose of structural design are often based on estimated extreme values of time-varying loads based on limited amounts of data. Uncertainty in the estimation of the design loads inevitably leads to uncertainty in the resultant levels of structural reliability. In this paper, uncertainty is assessed for estimates of extreme wind loads calculated using statistical methods based on the average conditional exceedance rate (ACER), fitting of a Gumbel distribution and Peaks-Over-Threshold (POT). The ACER method gave the best results, but all the methods gave results which would normally be considered to be sufficiently accurate for engineering applications. However, for structures designed on the basis of the estimated values of V₁₀₀ or V₅₀₀, the uncertainty in the estimated design loads produced very uncertain probabilities of failure with a significant increase in their expected value. It is concluded that the uncertain distribution of the probabilities of failure must be taken into account when evaluating structural safety and a ‘fiducial confidence function’ is proposed for this purpose.