• Title/Summary/Keyword: L-kurtosis

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A bivariate extension of the Hosking and Wallis goodness-of-fit measure for regional distributions

  • Kjeldsen, Thomas Rodding;Prosdocimi, Ilaria
    • Proceedings of the Korea Water Resources Association Conference
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    • 2015.05a
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    • pp.239-239
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    • 2015
  • This study presents a bivariate extension of the goodness-of-fit measure for regional frequency distributions developed by Hosking and Wallis [1993] for use with the method of L-moments. Utilising the approximate joint normal distribution of the regional L-skewness and L-kurtosis, a graphical representation of the confidence region on the L-moment diagram can be constructed as an ellipsoid. Candidate distributions can then be accepted where the corresponding the oretical relationship between the L-skewness and L-kurtosis intersects the confidence region, and the chosen distribution would be the one that minimises the Mahalanobis distance measure. Based on a set of Monte Carlo simulations it is demonstrated that the new bivariate measure generally selects the true population distribution more frequently than the original method. An R-code implementation of the method is available for download free-of-charge from the GitHub code depository and will be demonstrated on a case study of annual maximum series of peak flow data from a homogeneous region in Italy.

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Comparative Analysis of Deisgn Low Flow by L-moment in the Weibull-3 and Wakeby distributions (Weibull-3 및 Wakeby 분포모형의 L-모멘트법에 의한 설계갈수량 비교분석)

  • 이순혁
    • Magazine of the Korean Society of Agricultural Engineers
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    • v.42 no.3
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    • pp.45-55
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    • 2000
  • This study was carried out to derive optimal design low flows bythe Weibull-3 and Wakeby distributions for the partial consecutive duration series at seven watersheds along Han. nagdong, Geum Yeongsan and Seomjin river systems. L-coefficient of variation L-skewness and L-kurtosis were calculated by the L-moment ratio respectively. Parameters were estimated by the method of L-Moments with consecutive duration. Design low flows obtained by method of L-Moments using with consecutive duration, Design low flows obtained by method of L-Moments using different methods for plotting positions formulas in the Weibull-3 and Wakeby distributions were compared by the Root Mean Square Errors(RMSE). It has shown that design low flows derived by the method of L-moments using Weivull plotting position formula in Wakeby distribution were much closer to those of the observed data in comparison with those obtained by the methods of L-moments with the different formulas for plotting positions in Weibull-3 distribution from the viewpoint of Root Mean Square Errors.

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Comparative Analysis of Design Drought Flow by L-Moment in the Weibull-3 and Wakeby distributions (Weibull -3 및 Wakeby 분포의 L-모멘크법에 의한 설계갈수량 비교분석)

  • 이순혁;박종화;맹승진;류경식;지호근
    • Proceedings of the Korean Society of Agricultural Engineers Conference
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    • 1999.10c
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    • pp.531-536
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    • 1999
  • This study was carried out to derive optimal design drought flows by the Weibull-3 and Wakeby distributions for the annual drought flows series at seven watersheds along Han, Nagdong, Geum, Yeongsan and Seomjin river systems. L-coefficient of variation , L-skewness and L-kurtosis were calculated by the L-moment ratio respectivley. Parameters were estimated by the Methods o fL-Moments with continuous duration. Design drought flows obtained by Methods of L-Moments using Weibull plotting positions formula in the Weibull-3 and Wakeby distributions were compared by the Relative Mean Errors(RME), Relative Absolute Errors (RAE) and Root Mean Square Errors(RMSE). It has shown that design drought flows by the Wakeby distribution using method of L-moments are much closer to those of the observed data in comparison with those obtained by the Weibull-3 distribution using method of L-moments.

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Derivation of Optimal Design Flood by L-Moments (L-모멘트법에 의한 적정 설계홍수량의 유도)

  • 이순혁;박명근;맹승진;정연수;김동주;류경식
    • Proceedings of the Korean Society of Agricultural Engineers Conference
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    • 1998.10a
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    • pp.318-324
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    • 1998
  • This study was conducted to derive optimal design floods by Generalized Extreme-value(GEV) distribution for the annual maximum series at ten watersheds along Han, Nagdong, Geum, Yeongsan and Seomjin river systems. Adequacy for the analysis of flood data used in this study was established by the tests of Independence, Homogeneity, detection of Outliers. L-coefficient of variation, L-skewness and L-kurtosis were calculated by L-moment ratio respectively. Parameters were estimated by the Methods of Moments and L-Moments. Design floods obtained by Methods of Moments and L-Moments using different methods for plotting positions in GEV distribution were compared by the relative mean and relative absolute error. It was found that design floods derived by the method of L-moments using weibull plotting position formula in GEV distribution are much closer to those of the observed data in comparison with those obtained by method of moments using different formulas for plotting positions in view of relative mean and relative absolute error.

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Applicability of the Burr XII distribution through dimensionless L-moment ratio of rainfall data in South Korea (우리나라 강우자료의 무차원 L-moment ratio를 통한 Burr XII 분포의 수문학적 적용성 검토)

  • Seo, Jungho;Shin, Hongjoon;Ahn, Hyunjun;Heo, Jun-Haeng
    • Journal of Korea Water Resources Association
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    • v.50 no.3
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    • pp.211-221
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    • 2017
  • In statistical hydrology, various extreme distributions such as the generalized extreme value (GEV), generalized logistic (GLO) and Gumbel (GUM) models have been widely used to analyze the extreme events. In the case of rainfall events in South Korea, the GEV and Gumbel distributions are known to be appropriate among various extreme distribution models. However, the proper probability distribution model may be different depending on the type of extreme events, rainfall duration, region, and statistical characteristics of extreme events. In this regard, it is necessary to apply a wide range of statistical properties that can be represented by the distribution model because it has two shape parameters. In this study, the statistical applicability of rainfall data is analyzed using the Burr XII distribution and the dimensionless L-moment ratio for 620 stations in South Korea. For this purpose, L-skewness and L-kurtosis of the Burr XII distribution are derived and L-moment ratio diagram is drawn and then the applicability of 620 stations was analyzed. As a result, it is found that the Burr XII distribution for the stations of the Han River basin in which L-skewness is relatively larger than L-kurtosis is appropriate, It is possibility of replacing the distribution of commonly used Gumbel or GEV distributions. Therefore, the Burr XII model can be replaced as an appropriate probability model in this basin.

An Empirical Comparison of Ratio and PPS Strategies

  • Sahoo, L.N.;Dalabehera, M.
    • Journal of the Korean Statistical Society
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    • v.31 no.2
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    • pp.143-152
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    • 2002
  • In an effort to make a right choice among ratio estimation strategies and PPS sampling strategies, we conduct an empirical investigation of the relative performances of three ratio estimation strategies and four PPS estimation strategies using a set of 12 natural populations. The quality of a strategy is measured in the traditional way, namely with the consideration of efficiency, achieved coverage rate of the nominal 99% confidence interval and approach to normality (asymmetry).

Derivatio of Optimal Design Flood by L-Moments and LH-Moments(II) - On the method of LH-Moments - (L-모멘트 및 LH-모멘트 기법에 의한 적정 설계홍수량의 유도(II)-LH-모멘트법을 중심으로)

  • 이순혁
    • Magazine of the Korean Society of Agricultural Engineers
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    • v.41 no.3
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    • pp.41-50
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    • 1999
  • Derivatio of reasonable design floods was attempted by comparative analysis of design floods derived by Generalized Extreme Value(GEV) distribution using methods of L-moments and LH-moments for the annual maximum series at ten watersheds along Han, Nagdong. Geum, Yeongsan and Seomjin river systems, LH-coefficient of variation, LH-skewness and Lh-kurtosis were calcualted by KH-moment ration respectively. Paramenters were estimated by the Method of LH-Moments, Design floods obtained by Method of LH-Moments using different methods for plotting positionsi n GEV distribution and design floods were compared with those obtained using the Method of L-Moments by the Relative Mean Errors(RME) and Relative Absolute Errors(RAE). The results was found that design floods derived by the method of L-Moments and LH-Moments using Cunnane plotting position formula in the GEV distribution are much closer to those of the observed data in comparison with those obtained by methods of L-moments and LH-moments using the other formula for plotting positions from the viewpoint of Relative Mean Errors and Relative Absolute Errors. In viewpoint of the fact that hydrqulic structures including dams and levees are genrally using design floods with the return period of two hundred years or so, design floods derived by LH-Moments are seemed to be more reasonable than those of L-Moments in the GEV distribution.

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Derivation of Design Flood by L-Moments and LH-Moments in GEV distributiion (L-모멘트 및 LH-모멘트에 의한 GEV 분포모형의 실계홍수량의 유도)

  • 이순혁;박명근;맹승진;정연수;김동주;류경식
    • Proceedings of the Korean Society of Agricultural Engineers Conference
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    • 1999.10c
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    • pp.479-485
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    • 1999
  • This study was conducted to derived design floods by Generalized Extreme Value(GEV) distributiion for the annual maximum series at ten watersheds along Han, Nagdong, Geum , Yeongsan and Seomjin river systems. Adequency for the analysis of flood data used in this study was established by the test of Independence, Homogeneity , detection of Outliers. Coefficient of variation , skewness and kurtosis were calculated by the L-Moment, and LH-Moment ratio respectively. Parameters were estimated by the Method of L-Method of LH-Moment. Design floods obtained by Method of L-Moments and LH-Moments using different methods for plotting positions in GEV distributions and were compared with those obatined using the Method of L-Moments and LH-Moments by the Relative Mean Errors and Realtive Absoulte Errors. It was found that desgin floods derived by the method of L-Moments and LH-Moments using Cunnane plotting position foumula in the GEV distribution are much closer to those of the observed data in comparison with those obtained by methods of L-moments and LH-moments using the other formula for poltting postions from the viewpoint of Relative Mean Errors and Relative Absoulte Errors. In view of the fact that hydraulic structures indcluding dams and levees are generally usiong design floods with the return period of two hundred years or so, design floods derived by LH-Moments are seemed to be more reasonable than those of L-Moments in the GEV distribution.

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A Mixed Norm Image Restoration Algorithm Using Multi Regularization Parameters (다중 정규화 매개 변수를 이용한 혼합 norm 영상 복원 방식)

  • Choi, Kwon-Yul;Kim, Myoung-Jin;Hong, Min-Cheol
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.32 no.11C
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    • pp.1073-1078
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    • 2007
  • In this paper, we propose an iterative mixed norm image restoration algorithm using multi regularization parameters. A functional which combines the regularized $l_2$ norm functional and the regularized $l_4$ norm functional is proposed to efficiently remove arbitrary noise. The smoothness of each functional is determined by the regularization parameters. Also, a regularization parameter is used to determine the relative importance between the regularized $l_2$ norm functional and the regularized $l_4$ norm functional using kurtosis. An iterative algorithm is utilized for obtaining a solution and its convergence is analyzed. Experimental results demonstrate the capability of the proposed algorithm.

Regional Drought Frequency Analysis of Monthly Precipitation with L-Moments Method in Nakdong River Basin (L-Moments법에 의한 낙동강유역 월강우량의 지역가뭄빈도해석)

  • 김성원
    • Journal of Environmental Science International
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    • v.8 no.4
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    • pp.431-441
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    • 1999
  • In this study, the regional frequency analysis is used to determine each subbasin drought frequency with reliable monthly precipitation and the L-Moments method which is almost unbiased and has very nearly a normal distribution is used for the parameter estimation of monthly precipitation time series in Nakdong river basin. As the result of this study, the duration of '93-'94 is most severe drought year than any other water year and the drought frequency is established as compared the regional frequency analysis result of cumulative precipitation of 12th duration months in each subbasin with that of 12th duration months in the major drought duration. The Linear regression equation is induced according to linear regression analysis of drought frequency between Nakdong total basin and each subbasin of the same drought duration. Therefore, as the foundation of this study, it can be applied proposed method and procedure of this study to the water budget analysis considering safety standards for the design of impounding facilities large-scale river basin and for this purpose, above all, it is considered that expansion of reliable preciptation data is needed in watershed rainfall station.

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