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Estimation of quantiles and confidence intervals for the log-Gumbel distribution
Authors:J -H Heo  J D Salas
Institution:(1) Department of Civil Engineering, Yonsei University, Seoul, Korea;(2) Hydrolic Science and Engineering Program, Department of Civil Engineering, Colorado State University, 80523 Fort Collins, CO, USA
Abstract:The log-Gumbel distribution is one of the extreme value distributions which has been widely used in flood frequency analysis. This distribution has been examined in this paper regarding quantile estimation and confidence intervals of quantiles. Specific estimation algorithms based on the methods of moments (MOM), probability weighted moments (PWM) and maximum likelihood (ML) are presented. The applicability of the estimation procedures and comparison among the methods have been illustrated based on an application example considering the flood data of the St. Mary's River.
Keywords:log-Gumbel distribution  flood frequency analysis  quantile estimation  confidence intervals
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