EXTREME-VALUE TYPE-1 DISTRIBUTION AND THE PRINCIPLE OF MAXIMUM ENTROPY

被引:31
作者
JOWITT, PW
机构
[1] Public Health and Water Resource Engineering Section, Civil Engineering Department, Imperial College of Science and Technology, London
关键词
D O I
10.1016/0022-1694(79)90004-0
中图分类号
TU [建筑科学];
学科分类号
0813 ;
摘要
The properties and problems in parameter estimation of the extreme-value type 1 (EV1) distribution are discussed and then further examined using the principle of maximum entropy. This emerging concept points to a unique technique for the parameter estimation and provides the necessary justification for Kimball's method over maximum likelihood. A simple algorithm for this parameter estimation technique is presented and illustrated using an historical record of annual maximum floods. © 1979.
引用
收藏
页码:23 / 38
页数:16
相关论文
共 13 条
[1]  
[Anonymous], J HYDROL, DOI DOI 10.1016/0022-1694(72)90003-0
[2]  
Gumbel E J., 1958, STAT EXTREMES
[3]   PRIOR PROBABILITIES [J].
JAYNES, ET .
IEEE TRANSACTIONS ON SYSTEMS SCIENCE AND CYBERNETICS, 1968, SSC4 (03) :227-&
[4]  
JOWITT PW, 1975, 2ND P INT C APPL STA, P365
[5]   SUFFICIENT STATISTICAL ESTIMATION FUNCTIONS FOR THE PARAMETERS OF THE DISTRIBUTION OF MAXIMUM VALUES [J].
KIMBALL, BF .
ANNALS OF MATHEMATICAL STATISTICS, 1946, 17 (03) :299-309
[6]   AN APPROXIMATION TO THE SAMPLING VARIANCE OF AN ESTIMATED MAXIMUM VALUE OF GIVEN FREQUENCY BASED ON FIT OF DOUBLY EXPONENTIAL DISTRIBUTION OF MAXIMUM VALUES [J].
KIMBALL, BF .
ANNALS OF MATHEMATICAL STATISTICS, 1949, 20 (01) :110-113
[7]   Limited type of primary probability distribution applied to annual maximum flood flows [J].
Kimball, BF .
ANNALS OF MATHEMATICAL STATISTICS, 1942, 13 :318-325
[8]   DECISION-ANALYSIS IN READY-MIXED CONCRETE INDUSTRY [J].
MUNRO, J ;
JOWITT, PW .
PROCEEDINGS OF THE INSTITUTION OF CIVIL ENGINEERS PART 2-RESEARCH AND THEORY, 1978, 65 (MAR) :41-52
[9]  
Ryzhik IM., 1965, SERIES AND PRODUCTS
[10]   A MATHEMATICAL THEORY OF COMMUNICATION [J].
SHANNON, CE .
BELL SYSTEM TECHNICAL JOURNAL, 1948, 27 (03) :379-423