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Statistical Tools for Choices between Probability Distributions for Hydrological Frequency Modelling

机译:用于水文频率建模概率分布之间的选择的统计工具

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Two-parameter probability distributions are among those frequently employed in hydrological frequency modeling, especially in the peaks-over-threshold approach to analysing hydrological extremes. When the practitioner fits several candidate models to a data set, selection of the final fitting model often reduces to having to pick, or "discriminate," between one specific pair of competitive models. We will review some widely used discrimination statistics (DS) in terms of their ability for correct selection between pairs of competitive 2-parameter models. We will also attempt to classify model pairs according to the difficulty to discriminate between them. Research has shown three DS to be among those most capable of correctly selecting between pairs of 2-parameter models. These DS are: (1) the ratio of maximized likelihood statistic-RML (closely associated with the Akaike Information Criterion-AIC and the Bayesian Information Criterion-BIC), (2) the Anderson-Darling (AD) goodness-of-fit (GoF) statistic, and (3) a (relatively new) DS derived from the Shapiro-Wilk GoF statistic, which we will denote by "TN.SW." Research has shown the TN.SW DS to be advantageous when applied to samples of size typically encountered in hydrology. A hydrological example will show the use of this DS in practice.
机译:双参数概率分布是水文频率建模经常使用的那些,特别是在分析水文极端的峰值过阈值方法中。当从业者拟合到数据集的几个候选模型时,选择最终拟合模型通常会减少到必须挑选或“区分”,或者在一个特定的竞争模型之间挑选或“区分”。我们将在竞争性2参数模型对之间正确选择的能力方面审查一些广泛使用的歧视统计(DS)。我们还将根据难以区分它们的难度来分类模型对。研究表明,三个DS是最能够在两参数模型对之间正确选择的那些。这些DS是:(1)最大化的似然统计RML的比率(与Akaike信息标准 - AIC和贝叶斯信息标准-BIC密切相关),(2)Anderson-Darling(AD)的良好健康( GOF)统计,(3)来自Shapiro-Wilk Gof统计数据的(相对较新的)DS,我们将表示“TN.SW”。当应用于通常在水文中遇到的尺寸的样本时,研究已经有利地示出了TN.SW DS。水文实例将在实践中显示这种DS的使用。

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