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Determination of the confidence intervals of the Wakeby Distribution using order statistics
Author(s) -
Bobée B.,
Boucher P.
Publication year - 1981
Publication title -
water resources research
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.863
H-Index - 217
eISSN - 1944-7973
pISSN - 0043-1397
DOI - 10.1029/wr017i004p01225
Subject(s) - statistics , confidence interval , mathematics , cdf based nonparametric confidence interval , confidence distribution , confidence region , order statistic , event (particle physics) , distribution (mathematics) , variance (accounting) , robust confidence intervals , inverse , mathematical analysis , physics , geometry , accounting , quantum mechanics , business
It is possible to determine in an explicit fashion the distribution of the order statistics for the Wakeby distribution. The confidence intervals of an event of return period T can be calculated at any given level. Since the determination of the variance of an event of a given return period has not yet been computed for the proposed methods of estimation of the parameters of the Wakeby distribution, the general procedure presented in this report makes possible an approximate determination of the confidence intervals when the distribution is fitted to a sample of size N . This procedure is particularly easy to apply to distributions such as the Wakeby distribution, which may be expressed in inverse form.