Generalized Extreme Value versus Halphen System: Exploratory Study
Generalized Extreme Value versus Halphen System: Exploratory Study
复制标题
广义极值与 Halphen 系统：探索性研究
DOI：
10.1061/(asce)he.1943-5584.0000152
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发表时间：
2010
影响因子：
2.4
通讯作者：
B. Bobée
中科院分区：
文献类型：
--
作者：
S. E. Adlouni;F. Chebana;B. Bobée
Halphen系统和广义极值（GEV）分布被推荐用于水文极端事件的估计。GEV系统被广泛使用，而Halphen的分布却很少被水文学家所知。本研究的目的是在各种标准的基础上比较这两种制度。进行了模拟研究，以评估与哈尔芬分布与GEV分布产生的样本拟合有关的误差，反之亦然。结果表明，在功率尾型情况下，特别是在小样本量情况下，Halphen型逆B （HIB）分布比Frechet （EV2）或Gumbel （EV1）分布更充分、更安全。对于亚指数类分布，Halphen A型（HA）和B型（HB）均优于Gumbel （EV1）分布。当考虑极限分布情况时，结果显示EV1， gamma和逆gamma分布的行为非常相似，但EV…
The Halphen system and the generalized extreme-value (GEV) distributions are recommended for the estimation of the hydrological extreme events. The GEV system is widely used, whereas the Halphen distributions are less known by hydrologists. The objective of this study is to compare these two systems on the basis of various criteria. A simulation study was undertaken to assess the errors related to the fit of the Halphen distributions to samples generated by the GEV distribution and vice versa. Results show that in the case of power-tail type, the Halphen type Inverse B (HIB) distribution is more adequate and safer than the Frechet (EV2) or Gumbel (EV1) distributions especially in the case of the small sample size. For subexponential class of distributions, both Halphen Type A (HA) and Type B (HB) perform better than the Gumbel (EV1) distribution. When considering limiting distribution cases, results show a very similar behavior of EV1, gamma, and inverse gamma distribution with a small advantage to the EV...