Trimmed L-moments (1,0) for the generalized Pareto distribution

Abstract

Statistical analysis of extremes is often used for predicting the higher return-period events. In this paper, the trimmed L-moments with one smallest value trimmed—TL-moments (1,0)—are introduced as an alternative way to estimate floods for high return periods. The TL-moments (1,0) have an ability to reduce the undesirable influence that a small value in the statistical sample might have on a large return period. The main objective of this study is to derive the TL-moments (1,0) for the generalized Pareto (GPA) distribution. The performance of the TL-moments (1,0) was compared with L-moments through Monte Carlo simulation based on the streamflow data of northern Peninsular Malaysia. The result shows that, for some cases, the use of TL-moments (1,0) is a better option as compared to L-moments in modelling those series.

Citation Ahmad, U.N., Shabri, A. & Zakaria, Z.A. (2011) Trimmed L-moments (1,0) for the generalized Pareto distribution. Hydrol.Sci. J. 56(6), 1053–1060.     

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