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  • Key words: Confluent hypergeometric, generalised inverse Gaussian, Halphen system of distributions, modified Bessel, randomisation, simulation, sufficient statistics.  (1)
  • Probability weighted moments  (1)
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Keywords
  • 1
    Electronic Resource
    Electronic Resource
    Springer
    Stochastic environmental research and risk assessment 3 (1989), S. 281-292 
    ISSN: 1436-3259
    Keywords: Generalised Pareto distribution ; Peaks over threshold ; Probability weighted moments ; Regionalisation
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
    Notes: Abstract A peaks over threshold (POT) method of analysing daily rainfall values is developed using a Poisson process of occurrences and a generalised Pareto distribution (GPD) for the exceedances. The parameters of the GPD are estimated by the method of probability weighted moments (PWM) and a method of combining the individual estimates to define a regional curve is proposed.
    Type of Medium: Electronic Resource
    Library Location Call Number Volume/Issue/Year Availability
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  • 2
    Electronic Resource
    Electronic Resource
    Springer
    Stochastic environmental research and risk assessment 14 (2000), S. 139-158 
    ISSN: 1436-3259
    Keywords: Key words: Confluent hypergeometric, generalised inverse Gaussian, Halphen system of distributions, modified Bessel, randomisation, simulation, sufficient statistics.
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
    Notes: Abstract. Some of the considerable statistical content of modified Bessel functions of the second kind and of Tricomi's confluent hypergeometric function is illustrated. Moment solutions for the parameters of exponential class distribution functions based on both are derived. Unlike the generalised inverse Gaussian, the Tricomi exponential distribution is little known but it emerges that it is of wide applicability, highly flexible and has the gamma distribution as a special case.
    Type of Medium: Electronic Resource
    Library Location Call Number Volume/Issue/Year Availability
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