1 AIT Asian Institute of Technology

Censoring theory applied to the Log Pearson Type 3 distribution

AuthorYang, Jung-hsiung
Call NumberAIT Thesis no. CS-87-15
Subject(s)Flood control--Computer programs
NoteA thesis submitter in partial fulfillment of the requirements for the degree of Master of Science, School of Engineering and Technology
PublisherAsian Institute of Technology
AbstractThe 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.
Year1987
TypeThesis
SchoolSchool of Engineering and Technology (SET)
DepartmentOther Field of Studies (No Department)
Academic Program/FoSComputer 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
DegreeThesis (M.Sc.) - Asian Institute of Technology, 1987


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