Simulation of probability distributions commonly used in hydrological frequency analysis

被引:17
作者
Cheng, Ke-Sheng [1 ]
Chiang, Jie-Lun [1 ]
Hsu, Chleh-Wei [1 ]
机构
[1] Natl Taiwan Univ, Dept Bioenvironm Syst Engn, Taipei 10764, Taiwan
关键词
random number generation; random variable simulation; hydrological frequency analysis; goodness-of-fit test;
D O I
10.1002/hyp.6176
中图分类号
TV21 [水资源调查与水利规划];
学科分类号
081501 ;
摘要
Random variable simulation has been applied to many applications in hydrological modelling, flood risk analysis, environmental impact assessment, etc. However, computer codes for simulation of distributions commonly used in hydrological frequency analysis are not available in most software libraries. This paper presents a frequency-factor-based method for random number generation of five distributions (normal, log-normal, extreme-value type I, Pearson type III and log-Pearson type III) commonly used in hydrological frequency analysis. The proposed method is shown to produce random numbers of desired distributions through three means of validation: (1) graphical comparsion of cumulative distribution functions (CDFs) and empirical CDFs derived from generated data (2) properties of estimated parameters (3) type I error of goodness-of-fit test. An advantage of the method is that it does not require CDF inversion, and frequency factors of the live commonly used distributions involves only the standard normal deviate. Copyright (c) 2006 John Wiley & Sons, Ltd.
引用
收藏
页码:51 / 60
页数:10
相关论文
共 13 条
[1]  
AGOSTINO R, 1986, GOODNESS FIT TECHNIQ
[2]  
[Anonymous], 1986, Non-Uniform Random Variate Generation
[3]  
[Anonymous], 1974, Introduction to the Theory of Statistics
[4]   USE OF PEARSON TYPE-3 AND LOG PEARSON TYPE-3 DISTRIBUTIONS REVISITED [J].
BOBEE, BB ;
ROBITAILLE, R .
WATER RESOURCES RESEARCH, 1977, 13 (02) :427-443
[5]  
Chow T.V., 1988, APPL HYDROLOGY
[6]  
Chow V.T., 1951, Trans. Am. Geophys. Union., V32, P231, DOI 10.1029/TR032i002p00231
[7]  
HELLEKALEK P, 1997, EUROSIM SIMULATION N, V20, P6
[8]  
Kite G, 1988, FREQUENCY RISK ANAL
[9]  
LARGET B, 2002, RANDOM NUMBER GENERA
[10]   On the choice of the number of class intervals in the application of the chi square test [J].
Mann, HB ;
Wald, A .
ANNALS OF MATHEMATICAL STATISTICS, 1942, 13 :306-317