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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 (Print); 1916-9809 (Online)

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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
Uncontrolled Keywords:L-moments, PL-moments, Censored flood samples, Generalized Pareto distribution
Subjects:Q Science
Divisions:Science
ID Code:39923
Deposited By: Fazli Masari
Deposited On:21 Jul 2014 13:20
Last Modified:17 Mar 2019 12:22

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