Estimation of Generalized Pareto Distribution from Censored Flood Samples using Partial L-moments

  • Zakaria Z
  • Shabri A
  • Nadiah Ahmad U
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Abstract

The use of partial L-moments (PL-moments) for estimating hydrological extremes censored data is compared to that of simple L-moments. Expressions of parameter estimation are derived to fit the generalized Pareto (GP) distribution based on PL-moments approach. A Monte Carlo analysis examined the sampling properties of PL-moments and the results showed that with censoring flood samples up to 0.2 are similar to those of simple L-moments. Finally, both PL-moments and L-moments are used to fit the GP distribution to 32 annual maximum flow series of River Golok in Kelantan, and it is found that PL-moments produce a better fit to the larger flow values than simple L-moments.

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Zakaria, Z. A., Shabri, A., & Nadiah Ahmad, U. (2011). Estimation of Generalized Pareto Distribution from Censored Flood Samples using Partial L-moments. Journal of Mathematics Research, 3(1). https://doi.org/10.5539/jmr.v3n1p112

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