Title

水文統計に用いられる分布の右裾点の推定に関する一考察

A CONSIDERATION ON RIGHT TAIL POINT ESTIMATION FOR THE DISTRIBUTIONS IN HYDROLOGICAL STATISTICS


Authors

廣瀬

H. Hirose

Source

水工学論文集(土木学会), 44, pp.19-23 (2000.2)

Annual Journal of Hydraulic Engineering, JSCE, 44, pp.19-23 (2000.2)

Abstract
This paper describes an upper tail point estimation method using the incomplete data by the maximum likelihood estimation method. In some data cases, it happens to occur that the estimates for upper tail points such as 100-year return period can be smaller than the observed maximum annual flood datum, even if the number of observed data is smaller than 100; this result of analysis cannot be acceptable from the practioners' viewpoint. Because, adopting such estimates in hydrologic frequency analysis may cause dangerous designs and plans for flood prevention. By weighting much to data in upper tail probability portion, such a phenomenon may be reduced. Peaks over threshold method (POT) and probability weighted moment method (PWM) are included in such weighting methods. This paper deals with a weighting method by using incomplete data. An example for St. Mary's River data shows the superior points in such a treatment.

Key Words
Upper tail point estimation, Gamma distribution, Incomplete data, Extended Kolmogorov-
Smirnov statistic, Parametric bootstrap, Delta method

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