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水文气象极值统计推断的可靠性问题
引用本文:董双林.水文气象极值统计推断的可靠性问题[J].水科学进展,2012,23(4):575-580.
作者姓名:董双林
作者单位:北京应用气象研究所, 北京 100029
摘    要:论述极值统计推断不可靠的表现、产生原因及提高可靠性的途径、可操作性方法和可靠性评价。提出收敛域准则、极大似然估计的精估计和粗估计、泛似然估计、多母体现象,应用超拟合现象、抽样误差、蒙特卡罗随机模拟等概念或方法,得出全国各气象站多个气象要素的可靠极值统计推断结果,初步形成小样本统计理论。

关 键 词:极值    统计推断    可靠性    收敛域准则    蒙特卡罗方法    小样本统计
收稿时间:2011-11-09

Reliability problem of extreme value statistical inference for hydrology and meteorology
DONG Shuang-lin.Reliability problem of extreme value statistical inference for hydrology and meteorology[J].Advances in Water Science,2012,23(4):575-580.
Authors:DONG Shuang-lin
Institution:Beijing Institute of Applied Meteorology, Beijing 100029, China
Abstract:This paper discusses the unreliability of extreme value statistical inference,its presentation,causes and ways of improving the reliability,practical methods and reliability evaluation.It advances the possibility of applying the phenomenon of super-fitting,sampling error,the domain of convergence criteria,the maximum likelihood estimation of refined estimates and rough estimates,the pan-likelihood estimation,multi-parent phenomenon,Monte Carlo stochastic simulation concepts or methods;and obtained reliable results of the extreme value statistical inference for the multiple meteorological elements of various weather station.The theory of small-sample statistics is initially formed.
Keywords:extreme value  statistical inference  reliability  domain of convergence criteria  Monte Carlo  small-sample statistics
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