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Comparison of the performance of the extreme value type 1 (EV1) and the rayleigh distribution

The suitability of the Extreme Value Type I (EV1) and the Rayleigh distributions for flood frequency analysis is discussed. The distributions were applied to the annual maximum flood series generated by first-order autoregressive (AR(1)) process of length 90 for 1000 years. Here two methods of param...

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Main Author: Yaziz, Siti Roslindar
Format: Thesis
Published: 2010
Subjects:
QA Mathematics
Online Access:http://eprints.utm.my/id/eprint/16726/
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spelling my.utm.167262017-08-23T03:56:13Z http://eprints.utm.my/id/eprint/16726/ Comparison of the performance of the extreme value type 1 (EV1) and the rayleigh distribution Yaziz, Siti Roslindar QA Mathematics The suitability of the Extreme Value Type I (EV1) and the Rayleigh distributions for flood frequency analysis is discussed. The distributions were applied to the annual maximum flood series generated by first-order autoregressive (AR(1)) process of length 90 for 1000 years. Here two methods of parameter estimation namely the maximum likelihood and the probability-weighted moments estimators were used. The probability of exceedance of the 90th and the 99th percentiles were also considered. It was found that the EV1 distribution fits the data well compared to the Rayleigh distribution. The risks estimates calculated using the EV1 distribution agrees with the empirical distribution. 2010 Thesis NonPeerReviewed Yaziz, Siti Roslindar (2010) Comparison of the performance of the extreme value type 1 (EV1) and the rayleigh distribution. Masters thesis, Universiti Teknologi Malaysia, Faculty of Science.
institution Universiti Teknologi Malaysia
building UTM Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Teknologi Malaysia
content_source UTM Institutional Repository
url_provider http://eprints.utm.my/
topic QA Mathematics
spellingShingle QA Mathematics
Yaziz, Siti Roslindar
Comparison of the performance of the extreme value type 1 (EV1) and the rayleigh distribution
description The suitability of the Extreme Value Type I (EV1) and the Rayleigh distributions for flood frequency analysis is discussed. The distributions were applied to the annual maximum flood series generated by first-order autoregressive (AR(1)) process of length 90 for 1000 years. Here two methods of parameter estimation namely the maximum likelihood and the probability-weighted moments estimators were used. The probability of exceedance of the 90th and the 99th percentiles were also considered. It was found that the EV1 distribution fits the data well compared to the Rayleigh distribution. The risks estimates calculated using the EV1 distribution agrees with the empirical distribution.
format Thesis
author Yaziz, Siti Roslindar
author_facet Yaziz, Siti Roslindar
author_sort Yaziz, Siti Roslindar
title Comparison of the performance of the extreme value type 1 (EV1) and the rayleigh distribution
title_short Comparison of the performance of the extreme value type 1 (EV1) and the rayleigh distribution
title_full Comparison of the performance of the extreme value type 1 (EV1) and the rayleigh distribution
title_fullStr Comparison of the performance of the extreme value type 1 (EV1) and the rayleigh distribution
title_full_unstemmed Comparison of the performance of the extreme value type 1 (EV1) and the rayleigh distribution
title_sort comparison of the performance of the extreme value type 1 (ev1) and the rayleigh distribution
publishDate 2010
url http://eprints.utm.my/id/eprint/16726/
_version_ 1643646643495501824
score 13.1944895

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