Estimation of Generalized Pareto Distribution from Censored Flood Samples using Partial L-moments

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

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Abstract

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.

Item Type: Article
Keywords: L-moments, PL-moments, Censored flood samples, Generalized Pareto distribution
Subjects: Q Science > Q Science (General)
Faculty / Institute: Faculty of Informatics & Computing
Depositing User: Dr Zahrahtul Amani Zakaria
Date Deposited: 21 Jan 2015 07:59
Last Modified: 21 Jan 2015 07:59
URI: http://erep.unisza.edu.my/id/eprint/480

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