Comparative Analysis of Parameter Estimation Methodsof Generalized Extreme Value Distribution
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Comparative Analysis of Parameter Estimation Methodsof Generalized Extreme Value Distribution
Acta Scientiarum Naturalium Universitatis SunYatseniVol. 49, Issue 6, Pages: 105-109(2010)
作者机构:
1. .中山大学水资源与环境系,广东,广州,510275
2.
作者简介:
基金信息:
DOI:
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Published:2010,
Published Online:25 November 2010,
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CHEN Zishen, LIU Zengmei. Comparative Analysis of Parameter Estimation Methodsof Generalized Extreme Value Distribution. [J]. Acta Scientiarum Naturalium Universitatis SunYatseni 49(6):105-109(2010)
DOI:
CHEN Zishen, LIU Zengmei. Comparative Analysis of Parameter Estimation Methodsof Generalized Extreme Value Distribution. [J]. Acta Scientiarum Naturalium Universitatis SunYatseni 49(6):105-109(2010)DOI:
Comparative Analysis of Parameter Estimation Methodsof Generalized Extreme Value Distribution
Three parameter estimation methods of generalized extreme value distribution function were briefly introduced in the paper
which included the maximumlikelihood estimation
the linear moment estimation and the maximum product of spacing estimation. Two demonstration examples including monthly maximum runoff at Makou Station and daily maximum precipitation in Guangzhou over the past years were analyzed by the three parameter estimation methods of GEV distribution. The results indicated that three parameters obtained by three different estimation methods were very close. Several goodness fit tests showed that two examples were obeyed the generalized extreme value distribution. And the designed values predicted by maximum product of spacing estimation were better fitted with the measured values.
关键词
广义极值分布参数估计方法拟合优度检验实证分析
Keywords
generalized extreme value distributionparameter estimation methodsgoodness fit testdemonstration analysis