Likelihood-based confidence intervals for estimating floods with given return periods

Detalhes bibliográficos
Autor(a) principal: Martins, Eduardo Sávio Passos Rodrigues
Data de Publicação: 1993
Outros Autores: Clarke, Robin Thomas
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositório Institucional da Universidade Federal do Ceará (UFC)
Texto Completo: http://www.repositorio.ufc.br/handle/riufc/59504
Resumo: This paper discusses aspects of the calculation of likelihood-based confidence intervals for T-year floods, with particular reference to (I) the two-parameter gamma distribution; (2) the Gumbel distri- bution; (3) the two-parameter log-normal distribution, and other distributions related to the normal by Box Cox transformations. Calculation of the confidence limits is straightforward using the Nelder Mead algorithm with a constraint incorporated, although care is necessary to ensure convergence either of the Nelder-Mead algorithm, or of the Newton-Raphson calculation of maximum-likelihood estimates. Methods are illustrated using records from 18 gauging stations in the basin of the River Itajai-Acu, State of Santa Catarina, southern Brazil. A small and restricted simulation compared likelihood-based confidence limits with those given by use of the central limit theorem; for the same confidence probability, the confidence limits of the simulation were wider than those of the central limit theorem, which failed more frequently to contain the true quantile being estimated. The paper discusses possible applications of like- lihood-based confidence intervals in other areas of hydrological analysis
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spelling Likelihood-based confidence intervals for estimating floods with given return periodsLikelihood-based confidence intervals for estimating floods with given return periodsChuvasInundaçõesThis paper discusses aspects of the calculation of likelihood-based confidence intervals for T-year floods, with particular reference to (I) the two-parameter gamma distribution; (2) the Gumbel distri- bution; (3) the two-parameter log-normal distribution, and other distributions related to the normal by Box Cox transformations. Calculation of the confidence limits is straightforward using the Nelder Mead algorithm with a constraint incorporated, although care is necessary to ensure convergence either of the Nelder-Mead algorithm, or of the Newton-Raphson calculation of maximum-likelihood estimates. Methods are illustrated using records from 18 gauging stations in the basin of the River Itajai-Acu, State of Santa Catarina, southern Brazil. A small and restricted simulation compared likelihood-based confidence limits with those given by use of the central limit theorem; for the same confidence probability, the confidence limits of the simulation were wider than those of the central limit theorem, which failed more frequently to contain the true quantile being estimated. The paper discusses possible applications of like- lihood-based confidence intervals in other areas of hydrological analysisJournal of Hydrology2021-07-13T12:17:37Z2021-07-13T12:17:37Z1993info:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleapplication/pdfMARTINS, Eduardo Sávio Passos Rodrigues; CLARKE, Robin Thomas. Likelihood-based confidence intervals for estimating floods with given return periods. Journal of Hydrology, Netherlands, v. 147, p. 61-81, 1993.0022-1694http://www.repositorio.ufc.br/handle/riufc/59504Martins, Eduardo Sávio Passos RodriguesClarke, Robin Thomasengreponame:Repositório Institucional da Universidade Federal do Ceará (UFC)instname:Universidade Federal do Ceará (UFC)instacron:UFCinfo:eu-repo/semantics/openAccess2022-11-29T17:00:47Zoai:repositorio.ufc.br:riufc/59504Repositório InstitucionalPUBhttp://www.repositorio.ufc.br/ri-oai/requestbu@ufc.br || repositorio@ufc.bropendoar:2024-09-11T18:58:16.090495Repositório Institucional da Universidade Federal do Ceará (UFC) - Universidade Federal do Ceará (UFC)false
dc.title.none.fl_str_mv Likelihood-based confidence intervals for estimating floods with given return periods
Likelihood-based confidence intervals for estimating floods with given return periods
title Likelihood-based confidence intervals for estimating floods with given return periods
spellingShingle Likelihood-based confidence intervals for estimating floods with given return periods
Martins, Eduardo Sávio Passos Rodrigues
Chuvas
Inundações
title_short Likelihood-based confidence intervals for estimating floods with given return periods
title_full Likelihood-based confidence intervals for estimating floods with given return periods
title_fullStr Likelihood-based confidence intervals for estimating floods with given return periods
title_full_unstemmed Likelihood-based confidence intervals for estimating floods with given return periods
title_sort Likelihood-based confidence intervals for estimating floods with given return periods
author Martins, Eduardo Sávio Passos Rodrigues
author_facet Martins, Eduardo Sávio Passos Rodrigues
Clarke, Robin Thomas
author_role author
author2 Clarke, Robin Thomas
author2_role author
dc.contributor.author.fl_str_mv Martins, Eduardo Sávio Passos Rodrigues
Clarke, Robin Thomas
dc.subject.por.fl_str_mv Chuvas
Inundações
topic Chuvas
Inundações
description This paper discusses aspects of the calculation of likelihood-based confidence intervals for T-year floods, with particular reference to (I) the two-parameter gamma distribution; (2) the Gumbel distri- bution; (3) the two-parameter log-normal distribution, and other distributions related to the normal by Box Cox transformations. Calculation of the confidence limits is straightforward using the Nelder Mead algorithm with a constraint incorporated, although care is necessary to ensure convergence either of the Nelder-Mead algorithm, or of the Newton-Raphson calculation of maximum-likelihood estimates. Methods are illustrated using records from 18 gauging stations in the basin of the River Itajai-Acu, State of Santa Catarina, southern Brazil. A small and restricted simulation compared likelihood-based confidence limits with those given by use of the central limit theorem; for the same confidence probability, the confidence limits of the simulation were wider than those of the central limit theorem, which failed more frequently to contain the true quantile being estimated. The paper discusses possible applications of like- lihood-based confidence intervals in other areas of hydrological analysis
publishDate 1993
dc.date.none.fl_str_mv 1993
2021-07-13T12:17:37Z
2021-07-13T12:17:37Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv MARTINS, Eduardo Sávio Passos Rodrigues; CLARKE, Robin Thomas. Likelihood-based confidence intervals for estimating floods with given return periods. Journal of Hydrology, Netherlands, v. 147, p. 61-81, 1993.
0022-1694
http://www.repositorio.ufc.br/handle/riufc/59504
identifier_str_mv MARTINS, Eduardo Sávio Passos Rodrigues; CLARKE, Robin Thomas. Likelihood-based confidence intervals for estimating floods with given return periods. Journal of Hydrology, Netherlands, v. 147, p. 61-81, 1993.
0022-1694
url http://www.repositorio.ufc.br/handle/riufc/59504
dc.language.iso.fl_str_mv eng
language eng
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv Journal of Hydrology
publisher.none.fl_str_mv Journal of Hydrology
dc.source.none.fl_str_mv reponame:Repositório Institucional da Universidade Federal do Ceará (UFC)
instname:Universidade Federal do Ceará (UFC)
instacron:UFC
instname_str Universidade Federal do Ceará (UFC)
instacron_str UFC
institution UFC
reponame_str Repositório Institucional da Universidade Federal do Ceará (UFC)
collection Repositório Institucional da Universidade Federal do Ceará (UFC)
repository.name.fl_str_mv Repositório Institucional da Universidade Federal do Ceará (UFC) - Universidade Federal do Ceará (UFC)
repository.mail.fl_str_mv bu@ufc.br || repositorio@ufc.br
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