Title :
Bayesian estimation of parameters for pearson III distribution
Author :
Yang, Li ; Songbai, Song
Author_Institution :
Coll. of Water Resources & Archit. Eng., Northwest A&F Univ., Yangling, China
Abstract :
In this paper Bayesian method was used to estimate the parameters of Pearson III distribution, the posterior distribution was calculated by the Markov Chain Monte Carlo (MCMC) approach which avoiding the difficulty of boresome integration. Metropolis-Hasting (MH) algorithm, Delayed Rejection (DR) algorithm and Adaptive Metropolis (AM) algorithm are employed for parameter sampling at the site of interest, respectively, then EM (Ensemble Mean) and ES (Ensemble Spread) were applied to evaluate convergence of the parameter sampling. The results indicate that the AM sampling is much better than the other two algorithms in convergence rate.
Keywords :
Bayes methods; Markov processes; convergence; floods; parameter estimation; rivers; Adaptive Metropolis algorithm; Bayesian estimation; Delayed Rejection algorithm; Markov Chain Monte Carlo approach; Metropolis-Hasting algorithm; Pearson III distribution; convergence; flood quantiles; posterior distribution; river maximum flows; Algorithm design and analysis; Bayesian methods; Convergence; Floods; Markov processes; Proposals; AM; DR; MH; bayesian MCMC; pearson III distribution;
Conference_Titel :
Water Resource and Environmental Protection (ISWREP), 2011 International Symposium on
Conference_Location :
Xi´an
Print_ISBN :
978-1-61284-339-1
DOI :
10.1109/ISWREP.2011.5893086