Method of moments of the Halphen distribution parameters

被引:8
作者
Chebana, F. [1 ]
El Adlouni, S. [1 ]
Bobee, B. [1 ]
机构
[1] INRS ETE, Chair Stat Hydrol, Quebec City, PQ G1K 9A9, Canada
基金
加拿大自然科学与工程研究理事会;
关键词
method of moments; Halphen distribution; flood frequency analysis; parameter estimation;
D O I
10.1007/s00477-007-0184-4
中图分类号
X [环境科学、安全科学];
学科分类号
08 ; 0830 ;
摘要
Halphen laws have been proposed as a complete system of distributions with sufficient statistics that lead to estimation with minimum variance. The Halphen system provides a flexibility to fit a large variety of data sets from natural events. In this paper we present the method of moments (MM) to estimate the Halphen type B and IB distribution parameters. Their computation is very fast when compared to those given by the maximum likelihood method (ML). Furthermore, this estimation method is very easy to implement since the formulae are explicit. Some simulations show the equivalence of both methods when estimating the quantiles for finite sample size.
引用
收藏
页码:749 / 757
页数:9
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