Relationships between three dispersion measures used in flood frequency analysis

摘要

Three dispersion measures of a random variable, i.e., the standard deviation, the mean deviation (MD) about the mean and the second L-moment, are analyzed in terms of their properties and mutual relationships. Emphasis is placed on the MD, as it is less recognized than two other dispersion measures. The relationships between the dispersion measures are derived for distributions commonly applied in flood frequency analysis (FFA). For distributions that are unbounded, there is a distribution-dependent constant value of the ratio of dispersion measures, or equivalently of respective coefficients of variation. For two-parameter distributions that are lower-bounded, the relationship between the coefficients of variation is also distribution dependent and is not linear. For lower-bounded three-parameter distributions, the dispersion measure ratios, or equivalently the ratios of coefficients of variation, depend on the coefficient of skewness and show a strong distributional dependence. For selected distributions, the three dispersion measures are compared both in terms of the robustness to the largest samples element and the accuracy of upper quantile estimation. The MD statistics may be highly competitive to the two other dispersion measure statistics if applied in FFA for parameters estimation.