ESTIMATION OF QUANTILES AND CONFIDENCE-INTERVALS FOR THE LOG-GUMBEL DISTRIBUTION

Authors
HEO JH SALAS JD
Citation
Jh. Heo et Jd. Salas, ESTIMATION OF QUANTILES AND CONFIDENCE-INTERVALS FOR THE LOG-GUMBEL DISTRIBUTION, Stochastic hydrology and hydraulics, 10(3), 1996, pp. 187-207
Citations number
13
Categorie Soggetti
Mathematical Method, Physical Science","Water Resources","Environmental Sciences","Statistic & Probability
Journal title
Stochastic hydrology and hydraulics → ACNP
ISSN journal
09311955
Volume
10
Issue
3
Year of publication
1996
Pages
187 - 207
Database
ISI
SICI code
0931-1955(1996)10:3<187:EOQACF>2.0.ZU;2-4
Abstract
The log-Gumbel distribution is one of the extreme value distributions which has been widely used in flood frequency analysis. This distribut ion has been examined in this paper regarding quantile estimation and confidence intervals of quantiles. Specific estimation algorithms base d on the methods of moments (MOM), probability weighted moments (PWM) and maximum likelihood (ML) are presented. The applicability of the es timation procedures and comparison among the methods have been illustr ated based on an application example considering the flood data of the St. Mary's River.