• 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