Estimation of Generalized Pareto Distribution from Censored Flood Samples using Partial L-moments

Zahrahtul Amani Zakaria, Ani Shabri, Ummi Nadiah Ahmad

Abstract


The use of partial L-moments (PL-moments) for estimating hydrological extremes censored data is compared to that of
simple L-moments. Expressions of parameter estimation are derived to fit the generalized Pareto (GP) distribution based
on PL-moments approach. A Monte Carlo analysis examined the sampling properties of PL-moments and the results
showed that with censoring flood samples up to 0.2 are similar to those of simple L-moments. Finally, both PL-moments
and L-moments are used to fit the GP distribution to 32 annual maximum flow series of River Golok in Kelantan, and it is
found that PL-moments produce a better fit to the larger flow values than simple L-moments.


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Journal of Mathematics Research   ISSN 1916-9795 (Print)   ISSN 1916-9809 (Online)

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