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Models for extremes using the extended three-parameter Burr XII system with application to flood frequency analysis

机译:使用扩展的三参数Burr XII系统的极端模型及其在洪水频率分析中的应用

摘要

A new theoretically-based distribution in frequency analysis is proposed. The extended three-parameter Burr XII distribution includes the generalized Pareto distribution, which is used to model the exceedences over threshold; log-logistic distribution, which is also advocated in flood frequency analysis; and Weibull distribution, which is a part of the generalized extreme value distribution used to model annual maxima as special cases. The extended Burr distribution is flexible to approximate extreme value distribution. Note that both the generalized Pareto and generalized extreme value distributions are limiting results in modelling the exceedences over threshold and block extremes, respectively. From a modelling perspective, generalization might be necessary in order to obtain a better fit. The extended three-parameter Burr XII distribution is therefore a meaningful candidate distribution in the frequency analysis. Maximum likelihood estimation for this distribution is investigated in the paper. The use of the extended three-parameter Burr XII distribution is demonstrated using data from China.
机译:提出了一种新的基于理论的频率分析分布。扩展的三参数Burr XII分布包括广义的Pareto分布,该分布用于对超过阈值的超出进行建模。对数逻辑分布,在洪水频率分析中也提倡和Weibull分布,这是用于将年最大值作为特殊情况建模的广义极值分布的一部分。扩展的Burr分布可以灵活地近似于极值分布。请注意,广义帕累托分布和广义极值分布都分别限制了对阈值和块极值上的超出进行建模的结果。从建模角度来看,可能有必要进行泛化以获取更好的拟合度。因此,扩展的三参数Burr XII分布是频率分析中有意义的候选分布。本文研究了这种分布的最大似然估计。使用来自中国的数据证明了扩展的三参数Burr XII分布的使用。

著录项

  • 作者

    Shao Q; Wong H; Xia J; Ip WC;

  • 作者单位
  • 年度 2004
  • 总页数
  • 原文格式 PDF
  • 正文语种 eng
  • 中图分类

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