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Parametric-historic Procedure for Probabilistic

Seismic Hazard Analysis Part I: Estimation of
Maximum Regional Magnitude m max
ARTICLE in PURE AND APPLIED GEOPHYSICS OCTOBER 1998
Impact Factor: 1.85 DOI: 10.1007/s000240050161

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Parametric-historic Procedure for Probabilistic Seismic

Hazard Analysis
Part I: Estimation of Maximum Regional Magnitude mmax
ANDRZEJ KIJKO1 and GERHARD GRAHAM1

AbstractA new methodology for probabilistic seismic hazard analysis (PSHA) is described. The
approach combines the best features of the deductive (CORNELL, 1968) and historical (VENEZIANO
et al., 1984) procedures. It can be called a parametric-historic procedure.
The maximum regional magnitude mmax is of paramount importance in this approach and Part I of
our work presents some of the statistical techniques which can be used for its evaluation. The work is
an analysis of parametric procedures for the evaluation of mmax, when the form of the magnitude
distribution is specified. For each of the formulae given there are notes on its origin, assumptions made
of its derivation, and some comparisons. The statistical concepts of bias and variance are considered for
each formula, and appropriate expressions for these are also given. Also, following KNOPOFF and
KAGAN (1977), we shall demonstrate why there must be a finite upper bound to the largest seismic event
if the Gutenberg-Richter frequency-magnitude relation is accepted.
Key words: Seismic hazard, maximum regional earthquake magnitude mmax .

1. Introduction
This introduction serves for both Part I (this paper) and Part II Assessment of
Seismic Hazard at Specified Site.
Following MCGUIRE (1993), existing procedures of probabilistic seismic hazard
analysis (PSHA) fall into two main categories: deducti6e and historic.2 The name of

1
Council for Geoscience, Geological Survey of South Africa, Private Bag X112, Pretoria 0001,
South Africa. Tel: +27 12 8411180, +27 12 8411201. Fax: +27 12 8411221. E-mail:
kijko@geoscience.org.za; gerhardg@geoscience.org.za
2
It must be noted that in addition to these two categories, alternative approaches are occasionally
used. These procedures attempt to assess temporal or temporal and spatial dependence on seismicity. In
order to incorporate memory of past events, they use the formalism of non-Poisson distribution or
Markov chains. In this approach seismogenic zones that recently produced strong earthquakes become
less hazardous than others that did not rupture in recent history. Clearly such models may result in a
more realistic PSHA, but they are nevertheless still only research tools and have not yet reached the level
of development required by engineering applications. An excellent review of such procedures is given by
CORNELL and TORO (1970). Other recent treatises of the subject may be found e.g., in MUIR-WOOD
(1993), and BOSCHI et al. (1996).

414

Andrzej Kijko and Gerhard Graham

Pure appl. geophys.,

the first category (deductive) comes from the fact that by applying the procedure,
we deduce what the causative sources, characteristics, and ground motions for
future earthquakes are. The theoretical base for the deductive method was formulated 30 years ago by C. A. Cornell (CORNELL, 1968). The approach permits the
incorporation of geological and geophysical evidence to supplement the seismic
event catalogues. Application of the procedure includes several steps. The initial
step requires definition of potential seismic sources which usually are associated
with geological or tectonic features (as e.g. faults) and delineation of potentially
active regions (zones) over which all available information is averaged. In the next
step, for each seismogenic source zone, seismicity parameters are determined.
Following the most common assumptions made in engineering seismology viz. that
earthquakes are described by a Poisson process and that earthquake magnitudes
follow a Gutenberg-Richter doubly truncated distribution, then, for each seismogenic source zone the parameters are: mean seismic activity rate l (with is the
parameter of the Poisson distribution), the level of completeness of the earthquake
catalogue mmin , the maximum earthquake magnitude mmax , and the GutenbergRichter parameter b. Assessment of the above parameters requires a seismic event
catalogue containing origin times, size of seismic events (in terms of magnitude or
intensity) and spatial location. This then allows the calculation of a probability
density function (PDF) of distance to the specified site. In the ne next step a
ground-motion relation is selected, giving the cumulative distribution function
(CDF) for a required ground-motion parameter such as peak ground velocity, peak
ground acceleration (PGA), or even amplitude of velocity or acceleration for
specified values from an entire spectrum of frequencies. The final step requires the
integration of individual contributions from each seismogenic zone into a site-specific distribution. The procedure of integration is straightforward and is performed
by application of the total probability theorem. There is no doubt that deductive
(or deductive-type) procedures of PSHA are dominant and remain the method most
commonly used worldwide.
Probably the strongest point of any deductive-type procedure of PSHA is its
ability to account for all sorts of deviations from the standard model, i.e., it
accounts for phenomena such as migration of seismicity, seismic gaps or, in
general, any nonstationary properties of seismicity. This is possible because the
procedure is parametric by nature.
Unfortunately, the deductive procedure also has significant weak points. The
major disadvantage stems from the requirement of specifying the seismogenic
source zones. Often, a different seismogenic zone specification leads to significantly
different assessments of hazard. In addition, the procedure requires for each zone
a knowledge of the model parameters (in the simplest case, the Gutenberg-Richter
parameter b, the level of completeness mmin , the mean activity rate l, and mmax ),
which cannot be determined reliably for areas that are small or have a very
incomplete seismic history.

Vol. 152, 1998

Parametric-historic Hazard Analysis

415

The second category of PSHA consists of the so-called historic methods

(VENEZIANO et al., 1984), which, in their original form, are nonparametric. These
methods require as input data, information about past seismicity only, and do not
require specification of seismogenic zones. For each historic earthquake, the
empirical distribution of the required seismic hazard parameter is estimated by
using its value of magnitude, distance and assumed ground-motion attenuation
relation. By normalizing this distribution for the duration of the seismic event
catalogue, one obtains an annual rate of the exceedence of the required hazard
parameter. The major advantage of the method is that specification of seismogenic
source zones is not needed. Furthermore the approach does not require designation
of the model, and this can be an advantage. By its nature, the historic method
works well in areas of frequent occurrence of strong seismic events, when the record
of past seismicity is reasonably complete (BOSCHI et al., 1996).
At the same time, the nonparametric historic approach has significant weak
points. Its primary disadvantage is probably its poor reliability in estimating small
probabilities for areas of low seismicity. The procedure is not recommended for an
area where the seismic event catalogues are highly incomplete. In addition, in its
present form, the procedure is not capable of making use of any additional
geophysical or geological information to supplement the pure seismological data.
Bearing in mind both the weak and strong points of the above two approaches,
we propose an alternative procedure which, following McGuires scheme, could be
classified as a parametric-historic approach. The new approach combines the best
from the deductive and nonparametric historic procedures, and, in many cases, is
free from the basic disadvantages characteristic of each of the procedures.
The proposed procedure is parametric and its application consists essentially of
two steps. The first step is applicable to the area in the vicinity of the site for which
knowledge of the seismic hazard is required. In this respect the procedure is similar
to the deductive approach and requires estimation of area-specific parameters. The
parameters depend on the selected PSHA model, which in our case are the
area-specific mean seismic activity rate l, the Gutenberg-Richter parameter b and
the maximum regional magnitude mmax . The approach is also conceptually open to
any alternative parameterizations.
The second step is applicable to a specified site and consists of an assessment of
the parameters of distribution of amplitude of the selected ground-motion
parameter.
Since in each step, parameters are estimated by the maximum likelihood
procedure, by applying the Bayesian formalism, any additional geological or
geophysical information (as well as all kinds of uncertainties) can be easily
incorporated. The new procedure is consequently capable of giving a realistic
assessment of seismic hazard in areas of both low and high seismicity, including the
case where the catalogues are incomplete.
In the present form, the procedure allows assessment of seismic hazard in terms
of peak ground acceleration, peak ground velocity or peak ground displacement.

416

Andrzej Kijko and Gerhard Graham

Pure appl. geophys.,

Extension of the procedure and assessment of the whole spectrum of ground motion
is straightforward.
If the procedure is applied to all grid points of and around a region, then a map
of seismic hazard for the entire region can be obtained.
The need for the development of the new approach to PSHA was dictated by
incompleteness of seismic catalogues and the difficulty in identifying seismogenic
source zones. The approach closest in conception to ours that we have seen is that
of FERNANDEZ and GUZMAN (1979), in which seismic hazard is mapped for Southern
Africa. Another similar approach is that of FRANKEL (1995), who has performed
seismic hazard analysis for the central and easterm United States. The Frankel
approach has been taken up by LAPAJNE et al. (1997) in modeling seismic hazard
in Slovenia.
This paper concentrates on the problem of statistical assessment of maximum
regional magnitude mmax .

2. Consideration of the Necessity of a Maximum Regional Magnitude mmax

The belief that there must be an upper limit to earthquake magnitude has been
expressed by many seismologists. RICHTER (1958), who analyzed the observed
frequency-magnitude relations, expressed the opinion that A physical upper limit to
the largest possible magnitude must be set by the strength of the crustal rocks, in terms
of the maximum strain which they are competent to support without yielding.
YEGULALP and KUO (1974) assert, It is apparent on physical grounds that there must
exist an upper limit to the occurrence of a maximum magnitude earthquake in each
region. Such a limit is likely to be a function of maximum source size in the Earths
crust and the upper mantle. WEICHERT (1980) affirms that A realistic risk analysis
must admit a regional maximum possible magnitude, e6en though it may not yet be
possible to estimate this magnitude reliably.
KNOPOFF and KAGAN (1977) have demonstrated that if the frequency-magnitude
Gutenberg-Richter relation
log N= abM

(1)

is valid, where N is the number of earthquakes with magnitude M and larger, and
a and b are parameters, then an upper bound to the magnitude M must be introduced.
In fact relation (1) was first discovered by ISHIMOTO and IIDA in 1939, prior to the
publication of the Gutenberg-Richter formula in 1954. Nevertheless, we shall also
follow the common practice of calling it the Gutenberg-Richter relation.
Assuming that the seismic energy-magnitude relation is of the form
log E=c +dm,

(2)

where c and d are constants, KNOPOFF and KAGAN (1977) showed that the total
amount of energy released by earthquakes in a unit time is

Vol. 152, 1998

Parametric-historic Hazard Analysis

ETOTAL =

&

Emax

E dn = const. E 1 b/dEEmax

.
min

417

(3)

E min

For typical values of b $1 and d$1.5 and for Emax , the total amount of
released seismic energy ETOTAL , therefore, tends to infinity. KNOPOFF and KAGAN
called this result the Emax catastrophe. Thus it is clear that an upper bound for
Emax (or equivalently mmax ) must be introduced if the Gutenberg-Richter frequencymagnitude relation is to be applied in a realistic way.
It should be noted that one can avoid the Emax catastrophe by introducing a
different form of the frequency-magnitude relation or by accepting the dependence
of parameter b on the magnitude value. If we allow parameter b to increase with
increasing magnitude, it is possible for the energy integral (3) to remain finite. It can
be shown that if an alternative model of frequency-magnitude is accepted, as e.g.,
double exponential (LOMNITZ-ADLER and LOMINITZ, 1979), or one following from
the Kulbak principle of maximum entropy (MAIN and BURTON, 1984; KAGAN,
1991, 1994), then the presence of an upper limit in the value of the magnitude is not
required (KIJKO, 1982).

3. Formulation of the Problem

Although a knowledge of the value of the maximum regional magnitude mmax is
required in many engineering applications, it is remarkable how little has been done
in developing appropriate techniques for an estimation of this parameter.
At present there is no generally accepted method for estimating the value of
maximum regional magnitude mmax . The methods for evaluating mmax fall into two
main categories: deterministic and probabilistic.
The deterministic procedure most often applied is based on the empirical
relationships between the magnitude and various tectonic and fault parameters.
There are several papers devoted to such relationships. The relationships are
variously developed for different seismic areas and different types of faults (e.g.,
SMITH, 1976; WYSS, 1979; SINGH et al., 1980; SCHWARTZ et al., 1984; WELLS and
COPPERSMITH, 1994; ANDERSON et al., 1996, and references therein). Alternatively,
similar relations can be established by computer simulations of faults of various
strength and shapes (WARD, 1997). Another class of deterministic procedures for
the assessment of maximum regional magnitude is based on extrapolating the
frequency-magnitude curves. As an alternative to the techniques above, researchers
often try to relate the value of mmax to the strain rate or the rate of seismic-moment
release (e.g., PAPASTAMATIOU, 1980; ANDERSON and LUCO, 1983). Such an
approach has also been applied by MCGARR (1984) to evaluate the maximum
possible magnitude of seismic events induced by mining. An interesting procedure
for estimation of the maximum earthquake magnitude was developed by JIN and
AKI (1988). In their work of mapping of coda Q at 1 Hz for China, a relation that

418

Andrzej Kijko and Gerhard Graham

Pure appl. geophys.,

was remarkably linear was established between the logarithm of coda Q0 and the
largest observed earthquake magnitude. It was found that if in a certain region
Q0 is 1000, the largest observed magnitude in the past 400 years in that region is
about 4, whereas if Q0 in another region is, say 100, then the magnitude is about
8. The authors postulate, consequently, that if the largest earthquake magnitude
observed during the last 400 years is the maximum possible magnitude mmax , the
established relation will give a spatial mapping of mmax .
In most cases, unfortunately, the value of the parameter mmax determined by
means of any deterministic procedure is very uncertain; the uncertainty can reach
a value of up to one unit on the Richter scale.
The value of mmax can also be estimated purely on the basis of the seismological history of the area, viz. by utilizing seismic event catalogues and appropriate
statistical estimation procedures. The statistical techniques falling into this category form an important class of probability problems dealing with extreme values of random variables and estimation of the end-point of a distribution
function. The statistical theory of extreme values was already known and well-developed in the fifties (e.g., GUMBEL, 1958), and was probably applied for the first
time in seismology by NORDQUIST (1945), who demonstrated that the largest
earthquakes in California are in good agreement with Gumbels Type I asymptotic distribution of extremes. A major breakthrough in the seismological applications of extreme-value statistics was made by EPSTEIN and LOMNITZ (1966), who
proved that the Gumbel I asymptote can be derived directly from assumptions
that seismic events are generated by a simple Poisson process and that they
follow the Gutenberg-Richter frequency-magnitude distribution. Statistical tools
required for the estimation of the end-point of distribution functions were developed later (e.g., TATE, 1959; ROBSON and WHITLOCK, 1964; COOKE, 1979) and
used in the estimation of maximum regional magnitude only recently (DARGAHINOUBARY, 1983; KIJKO and DESSOKEY, 1987; KIJKO and SELLEVOLL, 1989,
1992; PISARENKO, 1991; PISARENKO et al., 1996). The available statistical tools
suitable for the estimation of maximum regional magnitude vary significantly.
Essentially, they differ in:
(i) assumptions regarding the properties of functional representations of the
magnitude distribution (especially in the behavior of the tail for large values),
(ii) the procedures applied for the estimation of the end-point of the distribution.
In this work we present two statistical procedures which can be used for the
evaluation of the maximum regional magnitude mmax . Broadly speaking, the first
procedure is more straightforward, while the second one is more advanced
and requires more complex calculations. It is assumed that for each of the
procedures both the analytical form and the parameters of the distribution functions of earthquake magnitude are known. This knowledge can be very limited
and very approximate, but must be available.

Vol. 152, 1998

Parametric-historic Hazard Analysis

419

4. Assumptions
Suppose that in the area of concern, within a specified time interval T, there are
n main seismic events with magnitudes M1 , M2 , . . . , Mn . Each magnitude M1 ]
mmin (i =1, . . . , n), where mmin is a known threshold of completeness (i.e., all events
having magnitude greater than or equal to mmin are recorded). We assume further
that the seismic event magnitudes are independent, identically distributed, random
values with PDF, fM (m  mmax ) and CDF, FM (m  mmax ), respectively. Parameter
mmax is the upper limit of the range of magnitude and thus denotes the unknown
maximum regional magnitude, which is to be estimated.
It should be noted that the approach offered here is not limited to the case when
the size of the seismic event M is magnitude. All the results are also valid when the
size of the earthquake is described by energy, seismic moment or seismic intensity.
For the classical Gutenberg-Richter relation, which is a frequency-magnitude
relation that is unbounded from above (i.e., mmax ), the PDF and CDF
fM (m) fM (m  ) and FM (m) =FM (m  ) are continuous and equal to (AKI,
1965):

!
!

fM (m) =
FM (m) =

b exp[b(m m min )], for m] m min ,

0,
for mB m min ,

(4)

1 exp[b(m m min )],

0,

(5)

for m] m min
.
for mBm min

The respective PDF and CDF of earthquake magnitude, which are bounded from
above by mmax , are (PAGE, 1968; COSENTINO et al., 1977):

and

b exp[b(mm min )] ,
1 exp[b(m m )]
max
min
fM (m  mmax ) =
0,

for m min 5 m5mmax

(6)
for mBm min , m\ mmax ,

0,
for mB mmin ,

1 exp[b(mmmin )]
FM (m  mmax ) =
, for mmin 5 m5mmax ,
1
exp[b(m
max mmin )]

1,
for m\ mmax

(7)

where b =b ln(10), and b is the b parameter of the Gutenberg-Richter relation (1).

Both distribution functions are obtained as a result of truncation of unbounded
distributions (4) and (5) at the point mmax , that is

420

Andrzej Kijko and Gerhard Graham

fM (m  mmax ) =
and

f M (m)/FM (mmax ),
0,

>

for m min 5 m5mmax

for mBm min , m\ mmax ,

0,
FM (m  mmax ) = F M (m)/FM (mmax ),
1,
where
FM (m)=

&

Pure appl. geophys.,

for mBm min ,

for m min 5 m5mmax ,
for m\ m max ,

(8)

(9)

fM (j) dj.

(10)

m min

The above classical formulation of the problem has significant shortcomings.

The main ones are:
(i) Earthquakes are often missing from catalogues, especially lower magnitude
earthquakes from older catalogues. Consequently the most suitable methods for
analyzing old and incomplete data sets are those which require knowledge of the
strongest events only, rather than complete data sets (e.g., BURTON, 1979; YEGULALP and KUO, 1974). If the largest events are used then in all the equations the
original magnitude distribution FM (m) must be replaced by its extreme-value
counterpart F max
M (m).
(ii) The sizes of earthquakes listed in catalogues might require adjustment or
conversion to a different magnitude scale. Conversion of one type of magnitude to
a single measure common to the whole span of the catalogue requires conversion by
means of empirical relations. As has been pointed out many times (e.g., CHUNG
and BERNEURER, 1981; BENDER, 1993; MCGUIRE, 1993), such a procedure is not
necessarily valid. In addition, a change in the characteristics of seismic sensors can
cause systematic errors in the conversion of magnitudes (see, for example, the case
of magnitude conversion for the eastern and western United States, NUTTLI and
HERRMANN, 1982). Hence, a catalogue that contains earthquakes with magnitudes
adjusted or converted is heterogeneous and requires appropriate techniques for
dealing with it. Probably the most efficient technique for estimating the parameters
in the magnitude distributions using both complete catalogues as well as catalogues
containing only the largest events, and which, furthermore, takes into account the
uncertainty of earthquake magnitude, was that developed by TINTI and MULARGIA
(1985a,b), in which they introduced the concept of apparent magnitude. The
Tinti-Mulargia approach was recently extended by RHOADES (1995), by allowing
different uncertainties of magnitude for individual earthquakes. Since the presence
of uncertainty of magnitude can also affect the estimation of the maximum regional
magnitude mmax , this question will be discussed further in the following section.
(iii) The choice of the model for the distribution of earthquake magnitudes can
significantly influence the results of the estimation of seismic hazard and maximum
regional magnitude. Is the simplest model of all, based on the Gutenberg-Richter

Vol. 152, 1998

Parametric-historic Hazard Analysis

421

relation, enough? In most engineering applications, for magnitudes in the middle of

the range of distribution, the choice of the model is relatively unimportant. The
most important consideration is the upper tail of the distribution, which determines
the value of mmax . Hence, for example, the consideration of the occurrence of
characteristic earthquakes (SCHWARTZ and COPPERSMITH, 1984) can drastically
influence the tail of the magnitude distribution, and so influences the value of the
estimated mmax .
Even if the concept of the existence of characteristic earthquakes were not
applicable, one would be unable to neglect the effect of multimodality, or in
general, nonlinearity in frequency-magnitude relationships. There are, by way of
illustration, some well-documented cases including the natural seismicity in Alaska
(DEVISON and SCHOLZ, 1984), Italy (MOLCHAN et al., 1997), Mexico (SINGH et al.,
1983), Japan (WESNOUSKY et al., 1983), and the New Madrid Zone of the United
States (MAIN and BURTON, 1984), as well as mine-induced seismicity in Poland and
South Africa (FINNIE, 1994; GIBOWICZ and KIJKO, 1994).
In addition, a significant shortcoming is our implicit assumption that seismicity
parameters such as the b value of the Gutenberg-Richter relation and the mean
activity rate l remain constant in time. Temporal variations of seismic activity have
been reported and described many times in the literature and a complete list of
these reports would be very long. We will mention only a few of them, and only
those that are well documented. Significant fluctuations in seismic activity have
been reported in, e.g., Kamchatka and the Kuril Islands (FEDOTOV, 1968), California, and, notably, Parkfield (BAKUN and MCEVILLY, 1984), China (MCGUIRE and
BARNHARD, 1981), the New Madrid Zone, U.S.A. (MENTO et al., 1986), Greece
(PAPADOPOULOS and VOIDOMATIS, 1987) and the North Sea (LINDHOLM et al.,
1990). For other areas, the seismic activity shows temporal variations but it is not
clear whether these changes are periodic, e.g., southern Italy (BOTTARI and NERI,
1983), New Zealand (VERE-JONES and DAVIS, 1966), the Alpine-Himalayan belt
(RAO and KALIA, 1986), Japan (SHIBUTANI and OIKE, 1989) and all subduction
zones of the Circum-Pacific Belt (LAY et al., 1989). Global seismicity also shows
temporal variation but with no clear periodicity (e.g., KANAMORI, 1981;
SHIMSHONI, 1984).
It should, of course, be clear that neglecting the uncertainty resulting from a
selection of a wrong model of magnitude distribution and/or temporal variation of
seismicity can lead to significantly biased estimates of seismic hazard, and also
biased estimates of mmax .
Therefore, the approach, where the model parameters are treated as random
variables, provides the most appropriate tool for handling the uncertainties considered above.
In the following two sections we will derive two procedures in which the
uncertainty of seismic hazard parameters can be incorporated and in which
Bayesian-based, analytical (or semi-analytical) equations can be obtained. We shall

422

Andrzej Kijko and Gerhard Graham

Pure appl. geophys.,

think of these as the Straightforward Procedure and the Ad6anced Procedure,

respectively. It is assumed that for each of the procedures both the analytical forms
and the parameters of the distribution functions are known. If they are not known
precisely, they must be known at least approximately. In both the procedures
considered the largest observed magnitude m obs
max plays a crucial role.

5. Procedure I ( Straightforward)
This procedure is very straightforward and does not require extensive calculations. It can be shown that the procedure attempts to correct the bias of the
classical maximum likelihood estimator m/ max = m obs
max (PISARENKO et al., 1996) but
fails to provide an estimator having a smaller mean-squared error. The same
formulae can be obtained by applying at least three different approaches, namely:
(i) by using a purely intuitive criterion and employing well-known properties of
the simple uniform distribution, or,
(ii) by applying a formal statistical technique of reducing the bias of the estimator,
as developed e.g., by QUENOUILLE (1956), or
(iii) by expressing parameter mmax by means of unknown functions in the integral
equations of a convolution type, and then obtaining mmax by an integral
transform method (TATE, 1959).
In our derivation we choose the first approach, as described by KIJKO (1997). In
general we are following the convention in which a capital letter is used for a
random variable, and the same letter, in lower case, represents the values which it
may assume.

5.1. Deri6ation of Estimator I

The estimator derived here is based on the order statistics of earthquake
magnitudes M1 5M2 5 5Mn 1 5 Mn , where the unordered Mi are independent
random values and identically distributed according to CDF FM (m  mmax ). In
addition it is assumed that FM (m  mmax ) belongs to the class of functions which
allow a Taylor Series expansion about the point mmax . We observe that after the
transformation Y1 =FM (M1  mmax ), Y2 = FM (M2  mmax ), . . . , Yn = FM (Mn  mmax ),
the values Y1 , . . . , Yn form an ordered data set Y1 5 Y2 5 5 Yn 1 5 Yn , and
each of them are uniformly distributed, that is

>

0,
FY (y) = y,
1,

for yB 0,
for 05 y51,
for y\ 1.

The CDF of the largest among (Y1 , . . . , Yn ), that is Yn , is

(11)

Vol. 152, 1998

Parametric-historic Hazard Analysis

423

FYn Pr[Yn 5y]

=Pr[Y1 5y, Y2 5 y, . . . , Yn 5 y]
=[FY (y)]n
=y n.

(12)

The PDF of variable Yn is given by

fYn (y)
and its expected value is

&

E(Yn ) =

>

0,
dFYn (y)
= ny n 1,
dy
n,

j=0

jfYn (j) dj= n

for yB 0,
for 05 y51,
for y\ 1,

&

j=0

j n dj=

(13)

n
.
n+1

(14)

One possibility for obtaining the estimator m/ max is to introduce the condition
E(Yn )= yn ,

(15)

 mmax ), and m
where yn is calculated from the relation yn = FM (m
largest obser6ed magnitude.
Bearing in mind that E(Yn ) = n/(1+ n) we obtain the equation
obs
max

FM (m obs
/ max )=
max  m

obs
max

n
.
n+1

is the

(16)

Thus the estimator of mmax becomes a function of the known observations m obs
max
and n, and is obtained as a root of the equation (16). The above result is valid for
any of the magnitude CDF FM (m  mmax ), (describing the complete as well as
extreme events), and does not require the fulfillment of the truncation condition
(8) (10). It can be shown that the estimator of parameter mmax as defined above,
belongs to the class of so-called moment estimators (KENDALL and STUART,
1967).
One of the simplest ways to assess the properties of the above estimator is to use
the Taylor Series expansion of an inverse of CDF F1
M (Yn  mmax ). The expansion of
the function F1
M (Yn  mmax ) in a Taylor Series about the point Yn = 1, yields
Mn =F1
M (1  mmax )

dF1
M (Yn , mmax )
dYn

(1Yn )+ .

(17)

Yn = 1

Since F1
M (1  mmax ) = mmax and E(1 Yn )= 1 n/(n +1)= 1/(n +1),
dF1
M (Yn , mmax )
dYn

)
Y max = 1

1
dFM (m, mmax )
dm

)
m max

1
fM (mmax  mmax )

(18)

424

Andrzej Kijko and Gerhard Graham

Pure appl. geophys.,

obs
For n large, E(1 Yn ) $1/n, and fM (mmax  mmax )$ fM (m obs
max  m max). After replacing 1Yn by its expected value, viz. 1/n, the estimator (16) takes the simple form

m/ max =m obs
max +

1
.
obs
nfM (m obs
max  m max)

(19)

The end-pont estimator (19) was probably first derived by TATE (1959). It was used
by PISARENKO et al. (1996), who quoted it without deriving it, after KENDALL and
STUART (1967), and applied it for estimating maximum regional magnitude mmax .
For this formula we have given the simple derivation above, since Tates original
derivation is very complex, and understanding it requires an advanced background
in theoretical statistics.
It is easy to extend this approach and assess approximate variance of the
estimator (19). By applying the relation between the derivative of a continuous,
strictly monotonic function and its inverse function (e.g., from APOSTOL, 1961), the
approximate variance of m/ max can be written as
Var(m/ max ) =

dFM (m obs
max  mmax )
dmmax

Following (13) and (14) we obtain

E(Y 2n ) =

&

j=0

j 2fYn (j) dj =n

n)
2

&

j=0

m max = m/ max

Var(y/ n ).

(20)

n
,
n+ 2

(21)

j n + 1 dj =

and
Var(Yn ) = E(Y 2n ) [E(Yn )]2 =

n
.
(n+ 2)(n + 1)2

(22)

We also obtain
dFM (m obs
max  mmax )
=FM (m obs
max  mmax )fM (mmax  mmax )
dmmax

(23)

and after replacing [FM (m obs

/ max )]2 by its expected value E(Y 2n ), for large n, we
max  m
obtain
Var(m/ max )=

1
.
obs
n 2f 2M (m obs
max  m max)

(24)

The above equation describes the variance of the m/ max , estimated according to the
formula (19).

5.2. Uncertainty in the Determination of mmax : What Contributes to the Uncertainty

and How?
Formula (24) quantifies the uncertainty of maximum magnitude determination,
an uncertainty which has its source in the randomness of the earthquake generation

Vol. 152, 1998

Parametric-historic Hazard Analysis

425

process. This variability, known as aleatory variability (PANEL OF SEISMIC HAZARD . . . , 1997; TORO et al., 1997) is inherent in natural processes and must be
clearly distinguished from another type of uncertainty, which has its source in the
application of the wrong mathematical model of the process [for example an
inadequate CDF FM (m)], or wrong values of the model parameters (as e.g.,
Gutenberg-Richter parameter b). Often such an uncertainty is known as epistemic
variability (PANEL OF SEISMIC HAZARD . . . , 1997; TORO et al., 1997).
It is important to distinguish between these two types of uncertainties, since
often they require entirely different treatments. In this section we will take into
account two points which contribute to uncertainty in the estimation of the
parameter mmax :
(i) The number of observed earthquakes n, within the time span of the
catalogue T, is a random number. Hence, uncertainty in the number of the
earthquake occurrences belongs to the class of aleatory variability, since the
random nature of the number of earthquake occurrences is inherent in the
earthquake generation process.
(ii) The observed (apparent) earthquake magnitude m is a true magnitude
distorted by a random observation of magnitude error, o. The concept of apparent
magnitude was introduced by TINTI and MULARGIA (1985a) and the effect of
uncertainty of magnitude on the assessment of seismic hazard has been studied
extensively and is well understood. In practice, two distributions for the error o are
considered: normal (e.g., TINTI and MULARGIA, 1985a; BENDER, 1987; KIJKO and
SELLEVOLL, 1992), and uniform (TINTI and MULARGIA, 1985b). Sometimes the
magnitude uncertainties are expressed in terms of intervals, such as those that arise
from rounded data (KIJKO, 1988). An alternative treatment of the problem was
given by RHOADES (1995), who provides both for normally distributed magnitude
observation errors and for errors arising from rounding-off. Following the classification we have adopted, this uncertainty in earthquake magnitude determination is
to be classified under epistemic variability.
The approximate contributions of both of the above uncertainties to the variance of
mmax estimation can easily be taken into account by applying the law of propagation of errors.
Let us assume that n obeys the Poisson distribution having parameter l, the
mean activity rate. Then, after replacement of n by lT, TATEs (1959) estimator
(19), is
m/ max =m obs
max +

1
.
obs
lTfM (m obs
max  m max)

(25)

If we consider that, by the definition of the Poisson process, the variance of n is

equal to lT, the contribution of the randomness in the number of earthquake
occurrences to the variance of m/ max is approximately equal to (lT) 3 f 2M

426

Andrzej Kijko and Gerhard Graham

Pure appl. geophys.,

obs
(m obs
max  m max). Hence, formula (24) should be extended to the form

Var(m/ max ) $

1
1
+
.
obs
obs
3 2
obs
(lT) f (m max  m max ) (lT) f M (m obs
max  m max )
2 2
M

(26)

Clearly, the second term in equation (26) is responsible for the uncertainty in the
number of earthquake occurrences and is lT times less than the first one. Therefore,
for an area with high mean activity rate l, and for a long period of observations (T
large), its contribution may be neglected.
Finally, let us assess the effect of uncertainty in earthquake magnitude determination. Relation (17), which was employed as a base and starting point for deriving
the mmax estimator, becomes
1
m obs
/ max )
max =F (1  m

dF 1(yn  m/ max )
dyn

(1yn )+ + o,

(27)

yn = 1

where o is a random error in the determination of the largest observed magnitude

2
m obs
max. Assuming that the variance of o is known and equal to Var(o)= s M, then
the approximate variance of m/ max estimated according to Procedure I is
Var (m/ max ) $s 2M +

1
2
M

f (m

obs
max

obs
max

lT+1
.
) (lT)3

(28)

The contribution of the term s 2M to the total variance of m/ max can be significant,
especially when magnitude m obs
max is recovered from historical records. In such cases
the uncertainty in the determination of m obs
max can reach a value of half a unit of
earthquake magnitude (sM =0.5) or even higher.
It should be noted that our approach has several limitations. One of these is the
assumption that parameters of the magnitude CDF FM (m  mmax ) are known
without error. In the following section, we consider the case in which in addition to
the above uncertainties, parameter uncertainties of CDF of earthquake magnitude
are considered. A similar line was taken by PISARENKO et al. (1996). The main
difference between Pisarenkos approach and ours is that the former requires
numerical integration, while ours provides an analytical or semi-analytical solution.

5.3. Account of Parameter Uncertainties in the Distribution Function of

Earthquake Magnitude
The treatment of uncertainties in our model can be effected in different ways.
The most efficient is probably the Bayesian approach, which takes into account
uncertainty in the parameters by regarding them as random variables (e.g., DEGROOT, 1970).
In order to consider the most general case, we have applied the formalism of
compound distributions. Compound distributions arise when parameters of the

Vol. 152, 1998

Parametric-historic Hazard Analysis

427

distribution of a random variable are themselves treated as random variables. Let

vector p denote the parameters of the model which are known with some degree of
uncertainty. One parameter, for example, could be the b value in the GutenbergRichter-based CDF (7). In general, if a random variable M has a CDF FM (m)
which depends upon continuous random parameters P [which might be written as
FM (m; p)3], then the CDF
FM (m) =

&

FM (m; p)fP (p) dp,

(29)

where fP (p) is a PDF of parameters P, is known as a compound (Bayesian)

distribution of a random variable M. The compound CDF is therefore the weighted
average of the CDF of M for each value of P.
An application of the above formalism to the uncertainty of the GutenbergRichter parameter b is shown in Section 7.

6. Procedure II ( Ad6anced)
This procedure is based on an equation that compares the largest observed
magnitude m obs
max, and the maximum expected magnitude E(Mn  T) during a specified time interval T.
It is shown that the procedure provides an estimator of the upper end of the
distribution, which in terms of mean-squared error is substantially better than the
respective TATE (1959) estimator given by Procedure I. The drawback of the
procedure is that it requires integration, which, for some distribution functions, can
be performed only numerically. Fortunately, for the CDF of Gutenberg-Richter,
analytical formulae are available.

6.1. Deri6ation of Estimator II

Let us accept the assumption previously made that the earthquake magnitudes
M1 , M2 , . . . , Mn occurring within a specified time interval T, are independent,
random variables, each with CDF FM (m  mmax ), where m belongs to the magnitude
interval [mmin , mmax ]. As before, let us assume that the magnitudes are ordered in
ascending order, i.e., M1 5M2 5 5 Mn .
Following the same technique as was used in the derivation of the CDF of the
largest of the variables Y1 , . . . , Yn , the largest magnitude Mn has a CDF
3
It must be noted that since the mmax is not included in the distribution parameters P, it would be
more correct to introduce the notation FM (m; p  mmax ). Please note once again that where feasible, by
using capital letter and the same letter in lower case, we distinguish between a random variable and the
values which it may assume.

>

428

Andrzej Kijko and Gerhard Graham

0,
FMn (m  mmax ) = [F M (m  mmax )]n,
1,

Pure appl. geophys.,

for mBm min ,

for m min 5 m5mmax ,
for m\ m max .

(30)

After integrating by parts, the expected value of Mn , E(Mn ), is

E(Mn ) =

&

mmax

m dFMn (m  mmax )= mmax

m min

&

mmax

FMn (m  mmax ) dm.

(31)

m min

Hence
mmax =E(Mn )+

&

mmax

[FM (m  mmax )]n dm.

(32)

m min

This expression, after replacement of the expected value of the largest observed
magnitude E(Mn ) by the largest magnitude observed, m obs
max, suggests an estimator
of mmax of the form:
m/ max =m obs
max +

&

mobs
max

n
[FM (m  m obs
max)] dm.

(33)

m min

This equation follows from the condition E(Mn )= m obs

max, and so, again, the value of
mmax thus obtained belongs to the class of moment estimators mentioned above
(KENDALL and STUART, 1967). This estimator is valid for each CDF FM (m  mmax ),
and does not require fulfillment of the truncation condition (8)(10). It is also
obs
obs n
max
important to note that since the value of the integral m
m min [FM (m  m max)] dm is
never negative, it provides a value of mmax which is never less than the largest
magnitude m obs
max observed. The drawback of the formula is that it requires integration. For some of the magnitude distribution functions, the analytical expression
for the integral does not exist, or even if it does exist, it requires awkward
calculations.
COOKE (1979) was probably the first to obtain estimator (33) as above. An
alternative and independent derivation was given by KIJKO (1983), who applied the
formalism of moment generating functions.
Further modifications of estimator (33) are straightforward. For example,
following the assumption that the number of earthquakes occurring in unit time
within a specified area obeys the Poisson distribution with parameter l, Cookes
estimator (33) becomes
m/ max =m obs
max +

&

mobs
max

lT
[FM (m  m obs
dm.
max)]

(34)

m min

Again, different approaches can be used in the estimation of higher moments (in
particular, the variance) of estimator (34). It is clear that for catalogues that are
long enough, the main contribution to the uncertainty in the estimation of
parameter m/ max comes from the uncertainty of the largest observed magnitude
m obs
max. As in Procedure I, this uncertainty has two components: aleatory and

Vol. 152, 1998

Parametric-historic Hazard Analysis

429

epistemic. Elementary computations show that the approximation of aleatory

uncertainty is of the order of the value of the integral in formula (34), that is,
Var(m/ max ) $

!&

mobs
max

lT
[FM (m  m obs
dm
max)]

"

(35)

m min

The effect of randomness in the number of earthquake occurrences and the effect
of random error, o, in the determination of the largest observed magnitude m obs
max
can be calculated through the same technique as in Procedure I. If we assume that
the variance of o is known, and is equal to s 2M, then the approximate variance of
estimator of m/ max (34) is given by

!&
!&

Var(m/ max ) $ s 2M +

mobs
max

lT
[FM (m  m obs
dm
max)]

"

m min

mobs
max

lT

obs lT
ln[FM (m  m obs
dm
max)][FM (m  m max)

"

(36)

m min

For an area with a high mean activity rate l and for a long period of observation,
the third term in equation (36), which is responsible for uncertainty in the number
of earthquake occurrences, is significantly less than the first two, and its contribution may be neglected.

7. Application to the Gutenberg-Richter Magnitude Distribution

In this section we will demonstrate how to apply the above formalism to one of
the most often used frequency-magnitude relationshipsthe one known as the
Gutenberg-Richter magnitude distribution.

7.1. Application of the Estimator I to the Gutenberg-Richter Magnitude

Distribution
By the original definition of this procedure, the estimation of mmax is obtained
as a root of equation (16) where the Gutenberg-Richter CDF of earthquake
magnitude FM (m  mmax ) is defined by equation (7). Hence
n
1 b exp[b(m mmin )]
=
,
1 b exp[b(m/ max mmin )] n+1
from which the required estimator of mmax is obtained as

(37)

"

1
n+ 1
m/ max = ln exp(bmmin ) [exp(bmmin ) exp(bm obs
.
max)]
b
n

(38)

430

Andrzej Kijko and Gerhard Graham

Pure appl. geophys.,

Here, m obs
max is the largest observed magnitude in the catalogue, for the time span T,
and n is the number of earthquakes occurring within T, with magnitude equal to or
exceeding the level of completeness, mmin . The above estimator was first used by
GIBOWICZ and KIJKO (1994) for the assessment of the magnitude of the maximum
possible seismic events in the Klerksdorp gold mining district in South Africa.
Such a straightforward solution as given by formula (38) is unfortunately not
always possible the RHS is not defined if the argument in brackets results
negative. It is therefore preferable to use TATEs (1959) formula (19), which, for the
Gutenberg-Richter PDF takes the simple form
m/ max =m obs
max +

1 1 exp[b(m obs
max mmin )]
.
obs
n b exp[b(m max mmin )]

(39)

Equation (39) describes TATEs (1959) estimator, as applied to the GutenbergRichter magnitude distribution. If the number of earthquakes n that has occurred
is not known, although the mean activity rate l of earthquake occurrence is
available, equation (39) can be used after replacement of n by lT. Equation (39) is
in good agreement with our intuitive expectations: for given values of b and mmin ,
the larger n is, or the longer the period of observation T, the less the estimated
maximum regional magnitude m/ max deviates from the largest observed magnitude
m obs
max. The estimation of maximum regional magnitude mmax by application of
TATEs (1959) formula (19) was first used by PISARENKO et al. (1996). We shall
denote the estimator of equation (39) as the Tate-Pisarenko estimator of mmax , or
in short as T-P.
Following (28), the approximate variance of the T-P estimator of mmax for the
Gutenberg-Richter CDF of earthquake magnitude is given by
Var(m/ max ) $s 2M +

2
n+1 {1exp[b(m obs
max mmin )]}
.
3
2
obs
b exp[2b(m max mmin )]
n

(40)

Again, if the number of earthquakes n is not known, equations (39) and (40) can be
used after replacement of n by lT.

7.2. Application of Estimator II to the Gutenberg-Richter Magnitude Distribution

Following (33), estimator II requires calculation of the integral
n

[FM (m  m obs
max] dm, where for the Gutenberg-Richter magnitude distribution,
the CDF FM (m  mmax ) is described by equation (7). Fortunately, for n large, after
substitution of n by lT, the expression [FM (m  mmax )]n can be replaced by its
Cramers approximation (CRAMER, 1948) as:
mobs
max
m min

! 

[FM (m  mmax )]n $exp lT

exp[b(m mmin )] exp[b(mmax mmin )]

1 exp[b(mmax mmin )]

n"

, (41)

and the integral in equation (33) (KIJKO and SELLEVOLL, 1989) is equal to

Vol. 152, 1998

&

mobs
max

Parametric-historic Hazard Analysis

n
[FM (m  m obs
max] dm =

m min

431

E1 (Tz2 ) E1 (Tz1 )
+ mmin exp(lT),
b exp(Tz2 )

(42)

where z1 =lA1 /(A2 A1 ), z2 = lA2 /(A2 A1 ), A1 = exp(bmmin ), A2 =

exp(bm obs
max), and E1 ( ) denotes an exponential integral function (ABRAMOWITZ
and STEGUN, 1970)
E1 (z)=

&

exp(z)z dz.

(43)

The function E1 (z) can be conveniently approximated as

1
z 2 + a1 z+ a2
E1 (z) = exp(z) 2
,
z + b1 z+ b2
z

(44)

where a1 =2.334733, a2 =0.250621, b1 = 3.330657, and b2 = 1.681534. Formula (44)

is an approximation of the exponential integral function with a maximum error of
5 105 over the interval 15z 5 .
Hence, following a general solution (equation 33) for the Gutenberg-Richterbased magnitude CDF, the estimator of mmax is
m/ max =m obs
max +

E1 (Tz2 ) E1 (Tz1 )
+ mmin exp(lT).
b exp(Tz2 )

(45)

The above estimator of mmax for the doubly truncated Gutenberg-Richter relation
was first obtained by KIJKO (1983), who was inspired by discussions with M. A.
Sellevoll of Bergen University. Equation (45) has subsequently been used for
estimation of the maximum regional earthquake magnitude in more than 30 seismic
areas of the world. We shall denote equation (45) as the Kijko-Sellevoll estimator
or, in short, K-S.
From equations (36) and (42) the approximate variance of the maximum
regional magnitude m/ max , estimated according to the K-S procedure, is
Var(m/ max ) =s 2M +

2
E1 (Tz2 ) E1 (Tz1 )
+ mmin exp(lT) .
b exp(Tz2 )

(46)

It should be noted that this formula neglects the third term of equation (36), which
is responsible for the uncertainty in the occurrence of a number of earthquakes.
Therefore it can be applied only for an area with high seismicity (viz. large activity
rate l) and/or for a long period of observation.

7.3. Treatment of Uncertainty in the b Value of Gutenberg-Richter

Let us derive the Gutenberg-Richter-based compound CDF of earthquake
magnitude. In order to do this we must specify the form of the PDF fP (p) (equation
29), which characterizes the uncertainty of the Gutenberg-Richter parameter b. One
of the best candidates for such a choice is the gamma distribution, since it is flexible

432

Andrzej Kijko and Gerhard Graham

Pure appl. geophys.,

and can fit a large variety of shapes (e.g., DEGROOT, 1970). Following (29) and by
assuming that the variation of the b value in the Gutenberg-Richter-based CDF (7)
may be represented by a gamma CDF having parameters p and q, the compound
CDF of earthquake magnitudes (CAMPBELL, 1982) takes the form:

 

p
FM (m  mmax ) = C b 1
p+ m mmin
1,

n
q

for mBm min ,

for m min 5 m5mmax ,
for m\ m max .

(47)

where Cb is a normalizing coefficient. It is not difficult to show that p and q can be

expressed through the mean and variance of the b value, where p= b( /(sb )2 and
q = (b( /sb )2. The symbol b( denotes the mean value of the parameter b, sb is the
known standard deviation of b and describes its uncertainty, and Cb is equal to

 

Cb = 1

n

q 1

p
p+mmax mmin

(48)

Equation (48) is known as the Bayesian exponential-gamma CDF of earthquake

magnitude.
This way of dealing with the uncertainty of parameter b is far from unique. For
example, for the same purpose MORTGAT and SHAH (1979) used a combination of
the Bernoulli and the beta distributions. DONG et al. (1984) as well as STAVRAKASIS and TSELENTIS (1987) used a combination of uniform and multinomial distributions. An excellent study on how to handle varied uncertainties which are present
in the parameters, the model, and the data, can be found in the paper by RHOADES
et al. (1994).
Knowledge of equation (47) makes it possible to construct the Bayesian version
of estimators T-P and K-S. Following (47), the PDF of Bayesian exponentialgamma distribution is equal to
fM (m  mmax ) =

>

bC b

p
p +m mmin

q+1

for m min 5 m5mmax

(49)

for mBm min , m\ mmax

0,

Thus, following (25) and (28), the Bayesian extension of the T-P estimator and its
approximate variance become
m/ max =m obs
max +
and
Var(m/ max ) $ s 2M +

1
p
nCb pq p+ m obs
max mmin

1
p
(Cb pq)2 p+ m obs
max mmin

(q + 1)

2(q + 1)

(50)

 n

n+ 1
.
n3

(51)

Vol. 152, 1998

Parametric-historic Hazard Analysis

433

The Bayesian version of the T-P estimator (equation 50) will be denoted as T-P-B.
Unfortunately, the derivation of the Bayesian version of the K-S estimator is
not so straightforward. By definition (equation 33), it requires the calculation of the
integral
D=

&

mobs
max

n
n
[FM (m  m obs
max)] = (Cb )

&  

m min

mobs
max

m min

p
p+ m mmin

n

q n

dm,

(52)

which does not have a simple solution. It can be shown, under the condition that
n is a positive integer, that the integral (52) can be expressed simply as
D=



n
(Cb )n
(1)i n
q ln(r)+ %
(1r i q) ,
i
b
i
i=1

(53a)

where r = p/(p + m obs

max mmin ).
Alternatively, an approximate solution can be obtained through an application
of Cramers procedure used in the derivation of the asymptotic extreme distribun
is
tions. Following CRAMER (1948), for large n the value of [FM (m  m obs
max)]
obs
approximately equal to exp{n[1 FM (m  m max)]}, and therefore integral (52)
takes the form
D = c1

&

mobs
max

m min

exp nCb

p
p+ m mmin

n
q

dm,

where c1 =exp[n(1 Cb )]. Further simple calculations lead to an approximate

solution (which is the sum of an infinite number of terms):
pc1 
di
% (1)i
[1 r (q i 1)],
q i=0
i!(i 1/q)!

(53b)

d 1/q + 2 exp[nr q/(1 r q)

[G(1/q, dr q) G(1/q, d)],
b

(53c)

D=
or equivalently,
D=

where d = nCb and G( , ) is the incomplete gamma function. This leads to the
Bayesian version of the K-S estimator
m/ max = m obs
max + D,

(54)

Var(m/ max )$ s 2M + D2.

(55)

and its variance

We will denote the Bayesian version of the K-S estimator (equations 53a,b,c and
54) as K-S-B.
From the above relations it follows that the assessment of the maximum
regional magnitude mmax requires knowledge of the area-specific mean seismic
activity rate l and the Gutenberg-Richter parameter b. The maximum likelihood
procedure for the assessment of these two parameters is presented in Part II.

434

Andrzej Kijko and Gerhard Graham

Pure appl. geophys.,

8. Some Comparisons of Estimators I and II

One way to compare the performance of estimators based on Procedures I and
II is to use an empirical approach in a Monte-Carlo simulation study.
We chose a value of mmax =6.5, b=2, (or equivalently b$0.87), and mmin = 3.0,
and then simulated earthquake magnitudes from a Gutenberg-Richter-based CDF
(7). We then compared the two estimated magnitudes m/ (I)
/ (II)
max and m
max, computed
according to Procedure I and Procedure II respectively, with the true value of
mmax =6.5, to ascertain which estimator performed better. This operation was
repeated 1000 times in order to discern a general pattern with respect to the relative
performance of the estimators.
Two properties of the estimators were studied: bias and mean error. It should be
realized that when an estimator is biased (i.e., it has a systematic error), it is often
possible to find some simple correction that removes the bias altogether. Even when
this cannot be done, a biased estimate can be used, provided only that we are able
to demonstrate that the amount of the bias is small, which is often the case in large
samples.
On the other hand, even when an estimator is unbiased it is of little use if we
do not know the extent of its dispersion about the true value. A natural measure of
dispersion about the given point is provided by the second moment. Accordingly,
the efficiency of our two estimators for the maximum regional magnitude mmax , viz.
m/ (I)
/ (II)
max and m
max, can be compared by means of the corresponding mean errors
(I)
2

E(m/ max mmax )2 and

E(m/ (II)
max mmax ) . Clearly the estimate with the smaller
mean error is the more efficient one.
Figure 1 illustrates the performance of the two standard estimators, viz. T-P
and K-S, in the case of significant uncertainty in the Gutenberg-Richter parameter
b. During the data generation procedure, the b value was subjected to a random,
normally distributed error with mean equal to zero and standard deviation, sb , equal
to 25% of the b value. We have repeated our simulations 1000 times for different
numbers of earthquakes, ranging from 50 to 250.
Figure 1a displays the average of 1000 solutions computed by estimators T-P and
K-S, respectively. The K-S solutions are significantly closer to the true value of
mmin =6.5 than the corresponding solutions provided by estimator T-P.
Figure 1b illustrates respective mean errors. The figure shows that in terms of
mean error, the estimator K-S is more efficient than T-P. The superiority of estimator
K-S is seen especially clearly when the number of earthquakes is small (say 50100);
in this case the mean error in the estimation of mmax by T-P is several times larger
than for estimator K-S. The large errors (up to 2 units of earthquake magnitude),
practically disqualify the use of the T-P estimator when there is significant uncertainty
in the b value and when the number of observations is small.
The next three figures show the performance of estimators T-P and K-S and their
Bayesian counterparts (viz. T-P-B and K-S-B) in the presence of uncertainties in the
Gutenberg-Richter parameter b.

Vol. 152, 1998

Parametric-historic Hazard Analysis

435

Figures 2 and 4 show the application of these estimators in two situations: when
the presence of uncertainty in the Gutenberg-Richter parameter b is taken into
account (mmax is estimated through the respective Bayesian distributions), and when
the uncertainty in the b value is ignored.

Figure 1
Comparison of performance of estimators Tate-Pisarenko (T-P) and Kijko-Sellevoll (K-S) based on 1000
synthetic catalogues where the true value of mmax =6.5 and the b value was subjected to a random,
normally distributed error with mean equal to zero and standard deviation equal to 25% of b value. The
superiority of estimator K-S is clearly seen, especially for a small number of earthquakes. (a) Mean value
of mmax estimation. (b) Mean error of mmax estimation.

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Figure 2
Comparison of performance of estimator Tate-Pisarenko (T-P) and its Bayesian counterpart (viz. T-P-B)
based on 1000 synthetic catalogues where the true value of mmax =6.5 and the b value was subjected
to a random, normally distributed error with mean equal to zero and standard deviation equal to 25%
of b value. Application of Bayesian estimator T-P-B significantly reduces the bias as well as mean error.
(a) Mean value of mmax estimation. (b) Mean error of mmax estimation.

Figure 2a illustrates the results of the estimation of mmax by 2 estimators: T-P

and T-P-B. This figure illustrates that an application of the standard procedure,
(viz. estimator T-P), which does not provide for the presence of errors in the b
value, leads to significantly biased (overestimated) values of mmax . Figure 2b shows

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437

the mean errors. Application of the respective Bayesian procedure significantly

reduces the bias as well as the mean error.
Figure 3 is analogous to Figure 2, however here the estimators of Procedure I
have been replaced by the respective estimators of Procedure II, viz. K-S, and
K-S-B. Figure 4 shows the performance of estimators T-P-B and K-S-B.

Figure 3
Comparison of performance of estimator Kijko-Sellevoll (K-S) and its Bayesian counterpart (viz. K-S-B)
based on 1000 synthetic catalogues where the true value of mmax =6.5 and the b value was subjected
to a random, normally distributed error with mean equal to zero and standard deviation equal to 25%
of b value. Application of Bayesian estimator K-S-B significantly reduces the bias as well as mean error.
(a) Mean value of mmax estimation. (b) Mean errors of mmax estimation.

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Pure appl. geophys.,

Figure 4
Comparison of performance of estimators Tate-Pisarenko-Bayes (T-P-B) and Kijko-Sellevoll-Bayes
(K-S-B) based on 1000 synthetic catalogues where the true value of mmax =6.5 and the b value was
subjected to a random, normally distributed error with mean equal to zero and standard deviation equal
to 25% of b value. The superiority of estimator K-S-B is clearly seen, especially for a small number of
earthquakes. (a) Mean value of mmax estimation. (b) Mean error of mmax estimation.

The above numerical experiments have demonstrated that both the Bayesian
estimators, particularly K-S-B, tend to perform well in the presence of significant
uncertainty in the b value.

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9. Remarks and Conclusions

This study is dedicated to the problem of the determination of the maximum
regional earthquake magnitude mmax .
Two types of statistical procedures were developed and analyzed. Broadly
speaking, the first type of procedure is more straightforward, while the second
one is more advanced and requires more complex calculations. It is assumed that
for each of the procedures both the analytical form and the parameters of the
distribution function of earthquake magnitude are known.
Special formulae have been derived which take into account uncertainties in the
parameters of the distribution function of earthquake magnitude.
The manner of applying derived general formulae to the Gutenberg-Richter
frequency-magnitude relationship is demonstrated.
Some comparison between all the procedures has been performed on the
Monte-Carlo generated data sets, having a pre-set maximum regional magnitude
mmax . Numerical tests show that in terms of bias and mean errors, the advanced
estimators (viz. K-S and K-S-B) are more efficient than the respective straightforward estimators.

Acknowledgments
We are grateful to K. Aki for his careful reading of the draft version of the
manuscript, critical review, suggestions, and very helpful comments. We also thank
our colleague C. Randall for his kind help.

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(Received March 2, 1998, accepted April 21, 1998)

.