{"title":"四Kappa分布的偏l矩","authors":"Pannarat Guayjarernpanishk, Piyapatr Bussababodhin, Monchaya Chiangpradit","doi":"10.28991/esj-2023-07-04-06","DOIUrl":null,"url":null,"abstract":"Statistical analysis of extreme events such as flood events is often carried out to predict large return period events. The behaviour of extreme events not only involves heavy-tailed distributions but also skewed distributions, similar to the four-parameter Kappa distribution (K4D). In general, this covers many extreme distributions such as the generalized logistic distribution (GLD), the generalized extreme value distribution (GEV), the generalized Pareto distribution (GPD), and so on. To utilize these distributions, we have to estimate parameters accurately. There are many parameter estimation methods, for example, Method of Moments, Maximum Likelihood Estimator, L-Moments, or partial L-Moments. Nowadays, no researchers have applied the partial L-Moments method to estimate the parameters of K4D. Therefore, the objective of this paper is to derive the partial L-Moments (PL-Moments) for K4D, namely the PL-Moments of the K4D in order to estimate hydrological extremes from censored data. The findings of this paper are formulas of parameter estimation for K4D based on the PL-Moments approach. We have derived the Partial Probability-Weighted Moments (PPWMs) of the K4D (β'r) and derive the estimation of parameters when separated by shape parameters (k,h) conditions i.e., case k>-1 and h>0, case k>-1 and h=0 and case -1<k<-1/h and h<0. Finally, we expect that the parameter estimate for K4D from this formula will help to make accurate forecasts. Doi: 10.28991/ESJ-2023-07-04-06 Full Text: PDF","PeriodicalId":11586,"journal":{"name":"Emerging Science Journal","volume":null,"pages":null},"PeriodicalIF":0.0000,"publicationDate":"2023-07-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":"{\"title\":\"The Partial L-Moment of the Four Kappa Distribution\",\"authors\":\"Pannarat Guayjarernpanishk, Piyapatr Bussababodhin, Monchaya Chiangpradit\",\"doi\":\"10.28991/esj-2023-07-04-06\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Statistical analysis of extreme events such as flood events is often carried out to predict large return period events. The behaviour of extreme events not only involves heavy-tailed distributions but also skewed distributions, similar to the four-parameter Kappa distribution (K4D). In general, this covers many extreme distributions such as the generalized logistic distribution (GLD), the generalized extreme value distribution (GEV), the generalized Pareto distribution (GPD), and so on. To utilize these distributions, we have to estimate parameters accurately. There are many parameter estimation methods, for example, Method of Moments, Maximum Likelihood Estimator, L-Moments, or partial L-Moments. Nowadays, no researchers have applied the partial L-Moments method to estimate the parameters of K4D. Therefore, the objective of this paper is to derive the partial L-Moments (PL-Moments) for K4D, namely the PL-Moments of the K4D in order to estimate hydrological extremes from censored data. The findings of this paper are formulas of parameter estimation for K4D based on the PL-Moments approach. We have derived the Partial Probability-Weighted Moments (PPWMs) of the K4D (β'r) and derive the estimation of parameters when separated by shape parameters (k,h) conditions i.e., case k>-1 and h>0, case k>-1 and h=0 and case -1<k<-1/h and h<0. Finally, we expect that the parameter estimate for K4D from this formula will help to make accurate forecasts. Doi: 10.28991/ESJ-2023-07-04-06 Full Text: PDF\",\"PeriodicalId\":11586,\"journal\":{\"name\":\"Emerging Science Journal\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2023-07-12\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"1\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Emerging Science Journal\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.28991/esj-2023-07-04-06\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q1\",\"JCRName\":\"Multidisciplinary\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Emerging Science Journal","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.28991/esj-2023-07-04-06","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"Multidisciplinary","Score":null,"Total":0}
The Partial L-Moment of the Four Kappa Distribution
Statistical analysis of extreme events such as flood events is often carried out to predict large return period events. The behaviour of extreme events not only involves heavy-tailed distributions but also skewed distributions, similar to the four-parameter Kappa distribution (K4D). In general, this covers many extreme distributions such as the generalized logistic distribution (GLD), the generalized extreme value distribution (GEV), the generalized Pareto distribution (GPD), and so on. To utilize these distributions, we have to estimate parameters accurately. There are many parameter estimation methods, for example, Method of Moments, Maximum Likelihood Estimator, L-Moments, or partial L-Moments. Nowadays, no researchers have applied the partial L-Moments method to estimate the parameters of K4D. Therefore, the objective of this paper is to derive the partial L-Moments (PL-Moments) for K4D, namely the PL-Moments of the K4D in order to estimate hydrological extremes from censored data. The findings of this paper are formulas of parameter estimation for K4D based on the PL-Moments approach. We have derived the Partial Probability-Weighted Moments (PPWMs) of the K4D (β'r) and derive the estimation of parameters when separated by shape parameters (k,h) conditions i.e., case k>-1 and h>0, case k>-1 and h=0 and case -1