DocumentCode :
2794849
Title :
Hydrological frequency analysis based on robust statistical theory
Author :
Liang Zhongmin ; Shi Ye ; Tang Chunyi
Author_Institution :
State Key Lab. of Hydrol.-Water Resources & Hydraulic Eng., Hohai Univ., Nanjing, China
fYear :
2009
fDate :
17-19 June 2009
Firstpage :
1215
Lastpage :
1219
Abstract :
In hydrological frequency analysis, the basic assumption that hydrological extremes are identically distributed from a given probability distribution with unknown parameters, is somewhat challenged. It is more likely to recognize that data collected from observation are from a dasiacontaminatedpsila distribution. In this paper, a new robust statistical method was designed to provide quantile estimates by data from the dasiacontaminatedpsila probability distribution. The method is constructed by combining Huber´s M-Estimator (M-E) and Minimum Distance Estimator (MD-E). It has been shown that M-E is capable of obtaining a robust estimation of the location parameter of a distribution, and MD-E is able to achieve the robust estimations of its scale and shape parameters. Statistical properties of the proposed method have been studied based on Monte-Carlo experiment to the Person type three distribution (P-3). Results show that the method presented is robust and has advantages in preserving good statistical properties.
Keywords :
Monte Carlo methods; contamination; estimation theory; hydrological techniques; robust control; statistical distributions; M-estimator; Monte-Carlo experiment; Person type three distribution; contaminated distribution; hydrological extremes; hydrological frequency analysis; minimum distance estimator; probability distribution; robust estimation; robust statistical method; robust statistical theory; statistical property; Design methodology; Frequency estimation; Laboratories; Parameter estimation; Probability distribution; Pulse width modulation; Robustness; Shape; Statistical analysis; Statistical distributions; Huber´s M-Estimator; Hydrological frequency analysis; Minimum Distance Estimator; Monte-Carlo experiment; Person type three distribution; Robust statistics;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Control and Decision Conference, 2009. CCDC '09. Chinese
Conference_Location :
Guilin
Print_ISBN :
978-1-4244-2722-2
Electronic_ISBN :
978-1-4244-2723-9
Type :
conf
DOI :
10.1109/CCDC.2009.5192550
Filename :
5192550
Link To Document :
بازگشت