Parameter estimation of generalised extreme distribution for rainfall data in Sabah

The purpose of this study is to compare the Generalized Extreme Value (GEV) parameter estimation by using several methods; the Probability weighted moment (PWM), the Maximum likelihood estimation (MLE) and the Penalized maximum likelihood estimation (PMLE). The analysis will be illustrated using an...

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Main Authors: S.C. Sian, Darmesah Gabda
Format: Proceedings
Language:English
English
Published: Faculty of Science and Natural Resources 2020
Subjects:
Online Access:https://eprints.ums.edu.my/id/eprint/21444/1/Parameter%20estimation%20of%20generalised%20extreme%20distribution%20for%20rainfall%20data%20in%20Sabah.pdf
https://eprints.ums.edu.my/id/eprint/21444/2/Parameter%20estimation%20of%20generalised%20extreme%20distribution%20for%20rainfall%20data%20in%20Sabah1.pdf
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author S.C. Sian
Darmesah Gabda
author_facet S.C. Sian
Darmesah Gabda
author_sort S.C. Sian
collection UMS
description The purpose of this study is to compare the Generalized Extreme Value (GEV) parameter estimation by using several methods; the Probability weighted moment (PWM), the Maximum likelihood estimation (MLE) and the Penalized maximum likelihood estimation (PMLE). The analysis will be illustrated using an application of GEV to the extreme rainfall in Sabah with small sample size event. As a result, the PMLE has a better estimation compared to other methods. The return level of the rainfall then can be computed using these parameter estimation.
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spelling ums.eprints-214442021-06-17T02:34:29Z https://eprints.ums.edu.my/id/eprint/21444/ Parameter estimation of generalised extreme distribution for rainfall data in Sabah S.C. Sian Darmesah Gabda QA Mathematics QC Physics The purpose of this study is to compare the Generalized Extreme Value (GEV) parameter estimation by using several methods; the Probability weighted moment (PWM), the Maximum likelihood estimation (MLE) and the Penalized maximum likelihood estimation (PMLE). The analysis will be illustrated using an application of GEV to the extreme rainfall in Sabah with small sample size event. As a result, the PMLE has a better estimation compared to other methods. The return level of the rainfall then can be computed using these parameter estimation. Faculty of Science and Natural Resources 2020 Proceedings PeerReviewed text en https://eprints.ums.edu.my/id/eprint/21444/1/Parameter%20estimation%20of%20generalised%20extreme%20distribution%20for%20rainfall%20data%20in%20Sabah.pdf text en https://eprints.ums.edu.my/id/eprint/21444/2/Parameter%20estimation%20of%20generalised%20extreme%20distribution%20for%20rainfall%20data%20in%20Sabah1.pdf S.C. Sian and Darmesah Gabda (2020) Parameter estimation of generalised extreme distribution for rainfall data in Sabah. https://www.ums.edu.my/fssa/wp-content/uploads/2020/12/PROCEEDINGS-BOOK-ST-2020-e-ISSN.pdf
spellingShingle QA Mathematics
QC Physics
S.C. Sian
Darmesah Gabda
Parameter estimation of generalised extreme distribution for rainfall data in Sabah
title Parameter estimation of generalised extreme distribution for rainfall data in Sabah
title_full Parameter estimation of generalised extreme distribution for rainfall data in Sabah
title_fullStr Parameter estimation of generalised extreme distribution for rainfall data in Sabah
title_full_unstemmed Parameter estimation of generalised extreme distribution for rainfall data in Sabah
title_short Parameter estimation of generalised extreme distribution for rainfall data in Sabah
title_sort parameter estimation of generalised extreme distribution for rainfall data in sabah
topic QA Mathematics
QC Physics
url https://eprints.ums.edu.my/id/eprint/21444/1/Parameter%20estimation%20of%20generalised%20extreme%20distribution%20for%20rainfall%20data%20in%20Sabah.pdf
https://eprints.ums.edu.my/id/eprint/21444/2/Parameter%20estimation%20of%20generalised%20extreme%20distribution%20for%20rainfall%20data%20in%20Sabah1.pdf
work_keys_str_mv AT scsian parameterestimationofgeneralisedextremedistributionforrainfalldatainsabah
AT darmesahgabda parameterestimationofgeneralisedextremedistributionforrainfalldatainsabah