Method of moments of the Halphen distribution parameters |
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| Authors: | F Chebana S El Adlouni B Bobée |
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| Institution: | (1) INRS-ETE, Chair in Statistical Hydrology, 490 rue de la Couronne, G1K 9A9 Quebec, QC, Canada |
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| Abstract: | Halphen laws have been proposed as a complete system of distributions with sufficient statistics that lead to estimation with
minimum variance. The Halphen system provides a flexibility to fit a large variety of data sets from natural events. In this
paper we present the method of moments (MM) to estimate the Halphen type B and IB distribution parameters. Their computation
is very fast when compared to those given by the maximum likelihood method (ML). Furthermore, this estimation method is very
easy to implement since the formulae are explicit. Some simulations show the equivalence of both methods when estimating the
quantiles for finite sample size. |
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| Keywords: | Method of moments Halphen distribution Flood frequency analysis Parameter estimation |
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