Expected probability weighted moment estimator for censored flood data |
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| Authors: | Jong-June JeonYoung-Oh Kim Yongdai Kim |
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| Institution: | a Department of Statistics, Seoul National University, Seoul, Republic of Korea
b Department of Civil and Environmental Engineering, Seoul National University, Seoul, Republic of Korea |
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| Abstract: | Two well-known methods for estimating statistical distributions in hydrology are the Method of Moments (MOMs) and the method of probability weighted moments (PWM). This paper is concerned with the case where a part of the sample is censored. One situation where this might occur is when systematic data (e.g. from gauges) are combined with historical data, since the latter are often only reported if they exceed a high threshold. For this problem, three previously derived estimators are the “B17B” estimator, which is a direct modification of MOM to allow for partial censoring; the “partial PWM estimator”, which similarly modifies PWM; and the “expected moments algorithm” estimator, which improves on B17B by replacing a sample adjustment of the censored-data moments with a population adjustment. The present paper proposes a similar modification to the PWM estimator, resulting in the “expected probability weighted moments (EPWM)” estimator. Simulation comparisons of these four estimators and also the maximum likelihood estimator show that the EPWM method is at least competitive with the other four and in many cases the best of the five estimators. |
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| Keywords: | Censored data GEV distribution Probability weighted moment Historical information Flood frequency analysis |
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