Comparison of parameter estimation methods for the three-parameter generalized Pareto distribution
Yazarlar (1)
Prof. Dr. Tekin ÖZTEKİN Tokat Gaziosmanpaşa Üniversitesi, Türkiye
| Makale Türü | Özgün Makale (SCOPUS dergilerinde yayınlanan tam makale) | ||
| Dergi Adı | Turkish Journal of Agriculture and Forestry | ||
| Dergi ISSN | 1300-011X Wos Dergi Scopus Dergi | ||
| Makale Dili | İngilizce | Basım Tarihi | 01-2005 |
| Cilt / Sayı / Sayfa | 29 / 6 / 419–428 | DOI | 10.3906/tar-0409-4 |
| Makale Linki | https://journals.tubitak.gov.tr/agriculture/vol29/iss6/1/ | ||
| UAK Araştırma Alanları |
Arazi ve Su Kaynakları
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| Özet |
| The generalized Pareto distribution, which is a special case of both exponential and Wakeby distribution, has good potential for the analysis of flood peaks because of its inherent properties. In this paper, the parameter estimation methods of the moments, probability-weighted moments, maximum likelihood, principle of maximum entropy, and least squares to estimate the parameters in the three-parameter generalized Pareto distribution are compared. The usefulness and applicability of each method is discussed by application to observed annual discharge data for 50 different rivers, most of them in Turkey. The comparisons are based on the ability of each method to predict the elements of the sample series whose non-exceedence probabilities were determined by the Cunnane plotting position formula. Altogether the results demonstrate that for the annual discharge time series considered in this paper the moments method is superior to all the other parameter estimation methods employed. |
| Anahtar Kelimeler |
| Least squares | Maximum likelihood | Moments | Principle of maximum entropy | Probability-weighted moments | Three-parameter generalized Pareto distribution |
BM Sürdürülebilir Kalkınma Amaçları
| Atıf Sayıları | |
| Scopus | 24 |
| Google Scholar | 43 |