Estimation of generalized pareto distribution from censored flood samples using partial L-Moments
The use of partial L-moments (PL-moments) for estimating hydrological extremes censored data is compared to that of simple L-moments. Expressions of parameter estimation are derived to fit the generalized Pareto (GP) distribution based on PL-moments approach. A Monte Carlo analysis examined the samp...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Published: |
Canadian Center of Science and Education
2011
|
| Subjects: |
| _version_ | 1796857827644407808 |
|---|---|
| author | Zakaria, Zahrahtul Amani Shabri, Ani Ahmad, Ummi Nadiah |
| author_facet | Zakaria, Zahrahtul Amani Shabri, Ani Ahmad, Ummi Nadiah |
| author_sort | Zakaria, Zahrahtul Amani |
| collection | ePrints |
| description | The use of partial L-moments (PL-moments) for estimating hydrological extremes censored data is compared to that of simple L-moments. Expressions of parameter estimation are derived to fit the generalized Pareto (GP) distribution based on PL-moments approach. A Monte Carlo analysis examined the sampling properties of PL-moments and the results showed that with censoring flood samples up to 0.2 are similar to those of simple L-moments. Finally, both PL-moments and L-moments are used to fit the GP distribution to 32 annual maximum flow series of River Golok in Kelantan, and it is found that PL-moments produce a better fit to the larger flow values than simple L-moments. |
| first_indexed | 2024-03-05T19:03:38Z |
| format | Article |
| id | utm.eprints-39923 |
| institution | Universiti Teknologi Malaysia - ePrints |
| last_indexed | 2024-03-05T19:03:38Z |
| publishDate | 2011 |
| publisher | Canadian Center of Science and Education |
| record_format | dspace |
| spelling | utm.eprints-399232019-03-17T04:22:24Z http://eprints.utm.my/39923/ Estimation of generalized pareto distribution from censored flood samples using partial L-Moments Zakaria, Zahrahtul Amani Shabri, Ani Ahmad, Ummi Nadiah Q Science The use of partial L-moments (PL-moments) for estimating hydrological extremes censored data is compared to that of simple L-moments. Expressions of parameter estimation are derived to fit the generalized Pareto (GP) distribution based on PL-moments approach. A Monte Carlo analysis examined the sampling properties of PL-moments and the results showed that with censoring flood samples up to 0.2 are similar to those of simple L-moments. Finally, both PL-moments and L-moments are used to fit the GP distribution to 32 annual maximum flow series of River Golok in Kelantan, and it is found that PL-moments produce a better fit to the larger flow values than simple L-moments. Canadian Center of Science and Education 2011-02 Article PeerReviewed Zakaria, Zahrahtul Amani and Shabri, Ani and Ahmad, Ummi Nadiah (2011) Estimation of generalized pareto distribution from censored flood samples using partial L-Moments. Journal of Mathematics Research, 3 (1). pp. 112-120. ISSN 1916-9795 (Print); 1916-9809 (Online) http://dms.library.utm.my:8080/vital/access/manager/Repository/vital:77292 |
| spellingShingle | Q Science Zakaria, Zahrahtul Amani Shabri, Ani Ahmad, Ummi Nadiah Estimation of generalized pareto distribution from censored flood samples using partial L-Moments |
| title | Estimation of generalized pareto distribution from censored flood samples using partial L-Moments |
| title_full | Estimation of generalized pareto distribution from censored flood samples using partial L-Moments |
| title_fullStr | Estimation of generalized pareto distribution from censored flood samples using partial L-Moments |
| title_full_unstemmed | Estimation of generalized pareto distribution from censored flood samples using partial L-Moments |
| title_short | Estimation of generalized pareto distribution from censored flood samples using partial L-Moments |
| title_sort | estimation of generalized pareto distribution from censored flood samples using partial l moments |
| topic | Q Science |
| work_keys_str_mv | AT zakariazahrahtulamani estimationofgeneralizedparetodistributionfromcensoredfloodsamplesusingpartiallmoments AT shabriani estimationofgeneralizedparetodistributionfromcensoredfloodsamplesusingpartiallmoments AT ahmadumminadiah estimationofgeneralizedparetodistributionfromcensoredfloodsamplesusingpartiallmoments |