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1.
A new unbiased plotting position formula for Gumbel distribution   总被引：1，自引：0，他引：1  
The probability plots (graphical approach) are used to fit the probability distribution to given series, to identify the outliers and to assess goodness of fit. The graphical approach requires probability of exceedence or non exceedence of various events. This is obtained through the use of plotting position formula. In literature many plotting position formulae have been reported. All of the many existing formulae provide different results particularly at the tails of the distribution and hence there is need of unbiased plotting position formulae for different distributions. Expression for the largest expected order statistics is found in a simple form. Using exact plotting position from Gumbel order statistics a new unbiased plotting position formula has been developed for the Gumbel distribution. The developed formula better approximates the exact plotting positions as compared to other existing formulae.  相似文献   

2.
Expressions for the expected values of GEV order statistics have been derived in simple summation form and in terms of probability weighted moments. Using exact plotting positions from GEV order statistics a new unbiased plotting position formula has been developed for the General Extreme Value distribution. The formula can, explicitly, take into account the coefficient of skewness, (or the shape parameter, k), of the underlying distribution.The developed formula better approximates the exact plotting positions as compared to other existing formulae and is quite easy to use.  相似文献   

3.
Expressions for the expected values of GEV order statistics have been derived in simple summation form and in terms of probability weighted moments. Using exact plotting positions from GEV order statistics a new unbiased plotting position formula has been developed for the General Extreme Value distribution. The formula can, explicitly, take into account the coefficient of skewness, (or the shape parameter, k), of the underlying distribution.The developed formula better approximates the exact plotting positions as compared to other existing formulae and is quite easy to use.  相似文献   

4.
Parametric method of flood frequency analysis (FFA) involves fitting of a probability distribution to the observed flood data at the site of interest. When record length at a given site is relatively longer and flood data exhibits skewness, a distribution having more than three parameters is often used in FFA such as log‐Pearson type 3 distribution. This paper examines the suitability of a five‐parameter Wakeby distribution for the annual maximum flood data in eastern Australia. We adopt a Monte Carlo simulation technique to select an appropriate plotting position formula and to derive a probability plot correlation coefficient (PPCC) test statistic for Wakeby distribution. The Weibull plotting position formula has been found to be the most appropriate for the Wakeby distribution. Regression equations for the PPCC tests statistics associated with the Wakeby distribution for different levels of significance have been derived. Furthermore, a power study to estimate the rejection rate associated with the derived PPCC test statistics has been undertaken. Finally, an application using annual maximum flood series data from 91 catchments in eastern Australia has been presented. Results show that the developed regression equations can be used with a high degree of confidence to test whether the Wakeby distribution fits the annual maximum flood series data at a given station. The methodology developed in this paper can be adapted to other probability distributions and to other study areas. Copyright © 2014 John Wiley & Sons, Ltd.  相似文献   

5.
A distribution-free method for forecasting non-gaussian time series   总被引：1，自引：1，他引：0  
 The non-linear instantaneous transformation is a method to model and forecast non-Gaussian time series. A restriction of this method is that the marginal distribution of data must be known, or a general distribution form has to be determined. A difficulty of this method is that in practice the distribution of observed data is usually unknown, and it needs to be determined by fitting the data. In this study, a distribution-free plotting position formula is applied to the non-linear instantaneous transformation method. Synthetic time series and observed data are used to illustrate the proposed method, which does not require fitting the marginal distribution of the data to be forecasted.  相似文献   

6.
Abstract

Hydrological drought durations (lengths) in the Canadian prairies were modelled using the standardized hydrological index (SHI) sequences derived from the streamflow series at annual, monthly and weekly time scales. The rivers chosen for the study present high levels of persistence (as indicated by values exceeding 0.95 for lag-1 autocorrelation in weekly SHI sequences), because they encompass large catchment areas (2210–119 000 km2) and traverse, or originate in, lakes. For such rivers, Markov chain models were found to be simple and efficient tools for predicting the drought duration (year, month, or week) based on annual, monthly and weekly SHI sequences. The prediction of drought durations was accomplished at threshold levels corresponding to median flow (Q50) (drought probability, q?=?0.5) to Q95 (drought probability, q?=?0.05) exceedence levels in the SHI sequences. The first-order Markov chain or the random model was found to be acceptable for the prediction of annual drought lengths, based on the Hazen plotting position formula for exceedence probability, because of the small sample size of annual streamflows. On monthly and weekly time scales, the second-order Markov chain model was found to be satisfactory using the Weibull plotting position formula for exceedence probability. The crucial element in modelling drought lengths is the reliable estimation of parameters (conditional probabilities) of the first- and second-order persistence, which were estimated using the notions implicit in the discrete autoregressive moving average class of models. The variance of drought durations is of particular significance, because it plays a crucial role in the accurate estimation of persistence parameters. Although, the counting method of the estimation of persistence parameters was found to be unsatisfactory, it proved useful in setting the initial values and also in subsequent adjustment of the variance-based estimates of persistence parameters. At low threshold levels corresponding to q < 0.20, even the first-order Markov chain can be construed as a satisfactory model for predicting drought durations based on monthly and weekly SHI sequences.

Editor D. Koutsoyiannis; Associate editor C. Onof

Citation Sharma, T.C. and Panu, U.S., 2012. Prediction of hydrological drought durations based on Markov chains in the Canadian prairies. Hydrological Sciences Journal, 57 (4), 705–722.  相似文献   

7.
This study aims to model the joint probability distribution of periodic hydrologic data using meta-elliptical copulas. Monthly precipitation data from a gauging station (410120) in Texas, US, was used to illustrate parameter estimation and goodness-of-fit for univariate drought distributions using chi-square test, Kolmogorov–Smirnov test, Cramer-von Mises statistic, Anderson-Darling statistic, modified weighted Watson statistic, and Liao and Shimokawa statistic. Pearson’s classical correlation coefficient r n , Spearman’s ρ n, Kendall’s τ, Chi-Plots, and K-Plots were employed to assess the dependence of drought variables. Several meta-elliptical copulas and Gumbel-Hougaard, Ali-Mikhail-Haq, Frank and Clayton copulas were tested to determine the best-fit copula. Based on the root mean square error and the Akaike information criterion, meta-Gaussian and t copulas gave a better fit. A bootstrap version based on Rosenblatt’s transformation was employed to test the goodness-of-fit for meta-Gaussian and t copulas. It was found that none of meta-Gaussian and t copulas considered could be rejected at the given significance level. The meta-Gaussian copula was employed to model the dependence, and these results were found satisfactory.  相似文献   

8.
Kee‐Won Seong 《水文研究》2014,28(6):2881-2896
A general form of formula is presented for the rainfall Intensity–Duration–Frequency (IDF) relationship. This formula is derived from the nearly normal probability distribution function of transformed intensities. In order to transform the raw intensities, a correcting non‐constant spread technique, the Kruskal–Wallis statistic, and the Box–Cox transformation are adopted. These transformations enable to express a simpler model for the IDF formula that agrees well with traditional IDF relationships. Since the proposed method allows the estimation of any percentile value of intensities with a single equation, the intensity percentile at arbitrary duration can be generated easily. The validity of the formula derived by means of the proposed method is assessed using data from major weather stations in Korea. The results show that the percentile intensities produced using the proposed method are in good agreement with those of traditional frequency analysis. Copyright © 2013 John Wiley & Sons, Ltd.  相似文献   

9.
Methods based on the recursive probability, the extreme number theorem, and Markov chain (MC) concepts were applied to predict drought lengths (duration) on the standardized (termed as standardized hydrological index, SHI) sequences of monthly and annual river flows from Atlantic Canada. Results of the study indicated that the MC-based method is the most efficient, reliable and versatile method for predicting drought durations followed by the extreme-number-based method. The recursive-probability-based method was found to be computationally intensive and less efficient, although it provided a powerful means for calibrating the empirical plotting position formula needed in the MC-based method. The Weibull plotting position formula turned out to be a suitable measure of the exceedance probability in MC methodology for predicting drought lengths in Atlantic Canada. Based on results, it can be inferred that the MC-based method can be extended to MC2 and higher-order chains for predicting drought lengths on SHI sequences. The predictive capability of the extreme-number-theorem-based method is limited only to independent or weakly first-order persistent SHI sequences.
EDITOR D. Koutsoyiannis

ASSOCIATE EDITOR Q. Zhang  相似文献   

10.
The Kolmogorov–Smirnov test is a convenient method for investigating whether two underlying univariate probability distributions can be regarded as undistinguishable from each other or whether an underlying probability distribution differs from a hypothesized distribution. Application of the test requires that the sample be unbiased and the outcomes be independent and identically distributed, conditions that are violated in several degrees by spatially continuous attributes, such as topographical elevation. A generalized form of the bootstrap method is used here for the purpose of modeling the distribution of the statistic D of the Kolmogorov–Smirnov test. The innovation is in the resampling, which in the traditional formulation of bootstrap is done by drawing from the empirical sample with replacement presuming independence. The generalization consists of preparing resamplings with the same spatial correlation as the empirical sample. This is accomplished by reading the value of unconditional stochastic realizations at the sampling locations, realizations that are generated by simulated annealing. The new approach was tested by two empirical samples taken from an exhaustive sample closely following a lognormal distribution. One sample was a regular, unbiased sample while the other one was a clustered, preferential sample that had to be preprocessed. Our results show that the p-value for the spatially correlated case is always larger that the p-value of the statistic in the absence of spatial correlation, which is in agreement with the fact that the information content of an uncorrelated sample is larger than the one for a spatially correlated sample of the same size.  相似文献   

11.
《国际泥沙研究》2020,35(1):27-41
Two formulae for the near-bed concentration(C_a) and the sediment vertical mixing parameter(m) are established based on a large scale wave flume experiment.The advantage of the new formulae is that the turbulent kinetic energy induced by wave breaking can be taken into account;the formula for C_a is in terms of the near-bed,time-averaged turbulent kinetic energy,and the formula for m is in terms of depth-and time-averaged turbulent kinetic energy.A new expression for suspended sediment load also is established by depth integration of the vertical distribution of the suspended sediment concentration obtained on basis of the new formulae.Equation validation is done by comparing the predicted C_a and m to measurements for different types of waves(regular wave,wave group,and irregular wave),and good agreement is found.The advantages of the proposed formulae over previous formulae also are discussed.  相似文献   

12.
 The non-parametric Mann–Whitney (MW) statistic test has been popularly used to assess the significance of a shift in median or mean of hydro-meteorological time series. It has been considered that the test is more suitable for non-normally distributed data and it may be not sensitive to the distribution type of sample data. However, no evidence has been provided to demonstrate these. This study investigates the power of the test in various circumstances by means of Monte Carlo simulation. Simulation results demonstrate that the power of the test is very sensitive to various properties of sample data. The power depends on the pre-assigned significance level, magnitude of a shift, sample size, and its occurrence position within a time series; and it is also strongly affected by the variation, skewness, and distribution type of a time series. The bigger the magnitude of a shift, the more powerful the test is; the larger the sample size, the more powerful the test is; and the bigger the variation within a time series, the less power the test has. The test has the highest power if a shift occurs at the midpoint of a time series. For the samples with different distribution types, the power of the test is dramatically different. The test has the highest power for time series with the extreme value type III (EV3) distribution while it indicates the lowest power for time series with the lognormal distribution.  相似文献   

13.
邢喜民  王琼 《高原地震》2012,24(2):11-14
利用地震对应概率谱和累计滑动平均概率方法,选取精河水平摆卡尔曼滤波差值进行中强地震前兆定量的异常识别探索。探索中先是对精河水平摆卡尔曼滤波差值数据进行数据分布及各区间参数有震对应分布的研究,然后利用累计滑动平均方法得到滑动平均概率,从而检验地震对应概率谱在定点形变前兆异常的预报效能。  相似文献   

14.
The report is the introductory step to our investigation on joint probability distributions of crustal movements and geological parameters (basement depth, heat flow, seismicity and gravity anomalies) which will be carried out in the near future.Because of the remarkable role of the normal distribution, the working out of procedures testing for normality has been a continuing research subject of statisticians. Recently, Shapiro and Wilk (1965) and Shapiro et al. (1968) proposed a new test statistic and carried out a Monte Carlo comparative study with the known test statistics, and the result indicates superiority of their procedure from the test power point of view. The present report considers an approach to testing for normality which is related to the Shapiro-Wilk procedure. Also, the closed form of the test statistic is given. A brief historical outline of both the normal distribution theory and testing procedures is presented, making it of more methodological value, since the normal distribution is often involved in geodesy.  相似文献   

15.
Four important methods of estimating the parameters of the extreme value type-1 (Gumbel) distribution, namely: (1) moments (MMM); (2) maximum likelihood (MML); (3) maximum entropy (MME); and (4) probability weighted moments (PWM), are considered, suitable solution procedures are recommended and related problems discussed. Approximate formulae for computing the variances-covariances of the estimators by each method are given in terms of the population value of the scale parameter, and these are shown to indicate very well the performance of the related method.

A simulation study to evaluate the performance of these methods in terms of commonly used criteria, i.e. the bias, root mean square error and goodness-of-fit statistic is described. It was found that the MMM is not as good as the remaining three methods, of which the PWM is best in terms of the bias, and the MML is best in terms of the root mean square error and efficiency. The MME, by all the criteria, ranks second best and follows the MML more closely than the PWM.  相似文献   


16.
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17.
Rainfall intensity–duration–frequency (IDF) relationships describe rainfall intensity as a function of duration and return period, and they are significant for water resources planning, as well as for the design of hydraulic constructions. In this study, the two‐parameter lognormal (LN2) and Gumbel distributions are used as parent distribution functions. Derivation of the IDF relationship by this approach is quite simple, because it only requires an appropriate function of the mean of annual maximum rainfall intensity as a function of rainfall duration. It is shown that the monotonic temporal trend in the mean rainfall intensity can successfully be described by this parametric function which comprises a combination of the parameters of the quantile function a(T) and completely the duration function b(d) of the separable IDF relationship. In the case study of Aegean Region (Turkey), the IDF relationships derived through this simple generalization procedure (SGP) may produce IDF relationships as successfully as does the well‐known robust estimation procedure (REP), which is based on minimization of the nonparametric Kruskal–Wallis test statistic with respect to the parameters θ and η of the duration function. Because the approach proposed herein is based on lower‐order sample statistics, risks and uncertainties arising from sampling errors in higher‐order sample statistics were significantly reduced. The authors recommend to establish the separable IDF relationships by the SGP for a statistically favorable two‐parameter parent distribution, because it uses the same assumptions as the REP does, it maintains the observed temporal trend in the mean additionally, it is easy to handle analytically and requires considerably less computational effort. Copyright © 2012 John Wiley & Sons, Ltd.  相似文献   

18.
Abstract

The standardized series of monthly and weekly flow sequences, referred to as standardized hydrological index (SHI) series, from five rivers in the Canadian prairies were subjected to return period (Tr) analysis of drought length (L). The SHI series were truncated at drought probability levels q ranging from 0.5 to 0.05 with the intention of deducing drought events and corresponding drought lengths. The values of L were fitted to the Pearson 3, the gamma (2-parameter), the exponential (1-parameter), the Weibull 3 and the Weibull (2-parameter) probability density functions (pdfs). A priori assignment of one week or one month for the location parameter in the Pearson 3 pdf proved logical and also facilitated the rapid estimation of other parameters using either the method of moments or the method of maximum likelihood. The Pearson 3 turns out to be the most suitable pdf to describe and to estimate return periods of drought lengths. At the monthly and weekly time scales, it was inferred that the sample size (T, months or weeks) of SHI series could be treated equivalent to the return period of the largest recorded drought length. At the annual time scale, however, the sample size (T, years) should be modified using either the Hazen or the Gringorten plotting position formula to reflect the actual return period of the largest recorded drought length in years.
Editor D. Koutsoyiannis; Associate editor E. Gargouri  相似文献   

19.
Compositional Bayesian indicator estimation   总被引：1，自引：1，他引：0  
Indicator kriging is widely used for mapping spatial binary variables and for estimating the global and local spatial distributions of variables in geosciences. For continuous random variables, indicator kriging gives an estimate of the cumulative distribution function, for a given threshold, which is then the estimate of a probability. Like any other kriging procedure, indicator kriging provides an estimation variance that, although not often used in applications, should be taken into account as it assesses the uncertainty of the estimate. An alternative approach to indicator estimation is proposed in this paper. In this alternative approach the complete probability density function of the indicator estimate is evaluated. The procedure is described in a Bayesian framework, using a multivariate Gaussian likelihood and an a priori distribution which are both combined according to Bayes theorem in order to obtain a posterior distribution for the indicator estimate. From this posterior distribution, point estimates, interval estimates and uncertainty measures can be obtained. Among the point estimates, the median of the posterior distribution is the maximum entropy estimate because there is a fifty-fifty chance of the unknown value of the estimate being larger or smaller than the median; that is, there is maximum uncertainty in the choice between two alternatives. Thus in some sense, the latter is an indicator estimator, alternative to the kriging estimator, that includes its own uncertainty. On the other hand, the mode of the posterior distribution estimator, assuming a uniform prior, is coincidental with the simple kriging estimator. Additionally, because the indicator estimate can be considered as a two-part composition which domain of definition is the simplex, the method is extended to compositional Bayesian indicator estimation. Bayesian indicator estimation and compositional Bayesian indicator estimation are illustrated with an environmental case study in which the probability of the content of a geochemical element in soil being over a particular threshold is of interest. The computer codes and its user guides are public domain and freely available.  相似文献   

20.
IntroductionTaiwanlocatedinthecollisionboundalbetweentheEurasianandthePhilippineSeaplatesisoneofhighseismicityregionsintheworld.HundredsofearthquakeswithM25occurredperyearandmorethan40withM27since1900.Amongtheseevents,shalloweventswithdepthofseveraltensofkilometersandintermediate-deepeventswithdepthof100-200kinexistwhichrepresentsacharacterofthesubductionzone.ThemagnitudesofTaiwaneventslistedinthecatalogofChineseearthquakesaretakenfromsomehistoricaldocumentsandGutenbergandRichter'sworks(19…  相似文献   

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