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A probability-weighted moment test to assess simple scaling
Authors:Praveen Kumar  Peter Guttarp  Efi Foufoula-Georgiou
Institution:(1) NASA-Goddard Space Flight Center, Universities Space Research, Association/Hydrological Sciences Branch, 20771 Greenbelt, MD, USA;(2) Department of Statistics, University of Washington, 98105 Seattle, WA, USA;(3) St. Anthony Falls Hydraulic Lab, Department of Civil Engineering, University of Minnesota, 55414 Minneapolis, MN, USA
Abstract: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 Levystable processes and then draw inference on the nature of scaling in fluctuations of a spatial rainfall process.
Keywords:Probability weighted moment  scaling in rainfall  stable distribution
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