首页> 外文期刊>Hydrology and Earth System Sciences >The construction of confidence intervals for frequency analysis using resampling techniques: a supplementary note
【24h】

The construction of confidence intervals for frequency analysis using resampling techniques: a supplementary note

机译:使用重采样技术构建频率分析的置信区间:补充说明

获取原文
获取外文期刊封面目录资料

摘要

In a recent contribution, Hall et al. (2004) examined the use of the Bootstrap resampling technique as a means of constructing confidence limits for the quantiles of the (two-parameter) Gumbel and the (three-parameter) Weibull distributions. Particular emphasis was placed on the behaviour of sample sizes of the order of 30, which are typical of those encountered in hydrological frequency analysis. The resampled confidence limits obtained for the Gumbel distribution were found to be comparable with those based upon a well-known theoretical approximation. However, those for samples of size 30 from the Weibull distribution were shown to be more problematical, with the results dependent upon the skewnesses of the resampled distributional parameters. For a further and more quantitative assessment of the suitability of Bootstrap resampling for constructing confidence intervals, so-called coverage rates were evaluated for the Weibull distribution in a supplementary study. The results show a satisfactory performance when using the percentile method but do not really mitigate the conclusion of the original study that resampled confidence limits should be employed with caution when sample sizes are of the order of 30. style="line-height: 20px;">Keywords: Bootstrap, Jack-knife, frequency analysis, maximum likelihood method, maximum product of spacings method, confidence intervals, coverage rates
机译:Hall(i)等人(2004)在最近的一篇论文中研究了Bootstrap重采样技术作为构建(两参数)Gumbel和(3-参数)威布尔分布。特别强调了30个数量级的样本行为,这是水文频率分析中遇到的典型问题。发现针对Gumbel分布获得的重新采样置信限与基于众所周知的理论近似值的置信限相当。但是,对于来自威布尔分布的30号样本,这些样本显示出更多的问题,其结果取决于重新采样的分布参数的偏度。为了对Bootstrap重采样对构建置信区间的适用性进行更进一步的定量评估,在一项补充研究中评估了Weibull分布的所谓覆盖率。结果显示使用百分位数方法时性能令人满意,但并不能真正减轻原始研究的结论,即当样本量为30左右时,应谨慎使用重采样置信度限制。 style =“ line-height:20px;“> 关键字: Bootstrap,杰克刀,频率分析,最大似然法,最大间距法,置信区间,覆盖率

著录项

相似文献

  • 外文文献
  • 中文文献
  • 专利
获取原文

客服邮箱:kefu@zhangqiaokeyan.com

京公网安备:11010802029741号 ICP备案号:京ICP备15016152号-6 六维联合信息科技 (北京) 有限公司©版权所有
  • 客服微信

  • 服务号