Likelihood-based confidence intervals for estimating floods with given return periods
Autor(a) principal: | |
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Data de Publicação: | 1993 |
Outros Autores: | |
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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Repositório Institucional da Universidade Federal do Ceará (UFC) |
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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 |
_version_ |
1813029017227362304 |