Trivariate maximum entropy distribution of significant wave height, wind speed and relative direction

Abstract

A trivariate maximum entropy distribution of significant wave height, wind speed and the relative direction is proposed here. In this joint distribution, all the marginal variables follow modified maximum entropy distributions, and they are combined by a correlation coefficient matrix based on the Nataf transformation. The methods of single extreme factors and of conditional probability are presented for the joint design of trivariate random variables. The corresponding sampling data about significant wave heights, wind speeds and the relative directions from a location in the North Atlantic is applied for statistical analysis, and the results show that the trivariate maximum entropy distribution is sufficiently good to fit the data, and method of conditional probability can reduce the design values efficiently.