A PROBABILITY-WEIGHTED MOMENT TEST TO ASSESS SIMPLE SCALING

被引:40
作者
KUMAR, P
GUTTARP, P
FOUFOULA-GEORGIOU, E
机构
[1] UNIV WASHINGTON, DEPT STAT, SEATTLE, WA 98105 USA
[2] UNIV MINNESOTA, DEPT CIVIL ENGN, ST ANTHONY FALLS HYDRAUL LAB, MINNEAPOLIS, MN 55414 USA
来源
STOCHASTIC HYDROLOGY AND HYDRAULICS | 1994年 / 8卷 / 03期
关键词
PROBABILITY WEIGHTED MOMENT; SCALING IN RAINFALL; STABLE DISTRIBUTION;
D O I
10.1007/BF01587233
中图分类号
X [环境科学、安全科学];
学科分类号
08 ; 0830 ;
摘要
We present a statistically robust approach based on probability weighted moments to assess the presence of simple scaling in geophysical processes. The proposed approach is different from current approaches which rely on estimation of high order moments. High order moments of simple scaling processes (distributions) may not have theoretically defined values and consequently, their empirical estimates are highly variable and do not converge with increasing sample size. They are, therefore, not an appropriate tool for inference. On the other hand we show that the probability weighted moments of such processes (distributions) do exist and hence, their empirical estimates are more robust. These moments, therefore, provide an appropriate tool for inferring the presence of scaling. We illustrate this using simulated Levy-stable processes and then draw inference on the nature of scaling in fluctuations of a spatial rainfall process.
引用
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页码:173 / 183
页数:11
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