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Censoring theory applied to the Log Pearson Type 3 distribution | |
Author | Yang, Jung-hsiung |
Call Number | AIT Thesis no. CS-87-15 |
Subject(s) | Flood control--Computer programs |
Note | A thesis submitter in partial fulfillment of the requirements for the degree of Master of Science, School of Engineering and Technology |
Publisher | Asian Institute of Technology |
Abstract | The Log Pearson Type 3 (LP3) distribution has been widely used in flood frequency analysis, which is based upon complete samples of annual flood data. Due to the inaccuracy in flood data measurement, many data sets contain outliers or unreliable values. This situation calls for the application of censoring theory to provide appropriate treatments. In this study, the maximum likelihood method CMML> was used to estimate the LP3 parameters and hence quantiles, represented by the T-year events, from type I censored samples. All needed expressions for the ML equations were derived and formulas for computing the asymptotic Variance-covariance matrix of the parameter estimators were established. Related computer programs were subsequently developed which were the used in extensive Monte Carlo experiments to determine the effects of censoring on the ML estimators. It was found that for the sets of parameter values considered, the left censoring produced estimators with substantial reduction in bias for positive scale values. Moreover, it was also found that right censoring can be used to deal with the problem of large outliers. In this case, right censoring is more advantageous than discarding the outlier which is in turn better the taking the outlier into account. |
Year | 1987 |
Type | Thesis |
School | School of Engineering and Technology (SET) |
Department | Other Field of Studies (No Department) |
Academic Program/FoS | Computer Science (CS) |
Chairperson(s) | Huynh, Ngoc Phien |
Examination Committee(s) | Khang, Bach Hung ;Venkatachalam, Paruvachi A. |
Scholarship Donor(s) | The Government of Republic of China |
Degree | Thesis (M.Sc.) - Asian Institute of Technology, 1987 |