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再论Gumbel分布参数估计及在水位资料分析中应用
引用本文:罗纯. 再论Gumbel分布参数估计及在水位资料分析中应用[J]. 上海理工大学学报(社会科学版), 2005, 27(3): 278-282
作者姓名:罗纯
作者单位:上海应用技术学院数理教学部 上海 200235
摘    要:利用某条河流3个水位观测站的历年最高水位资料,分别用极大似然法、矩法及最小二乘法对GLmbel分布中的参数进行了估计.探讨了3种估计方法的统计性质,并给出了这条河流3个观测站若干年一遇的最高水位曲线.极大似然法给出的估计量在很多方面都具有较好的且稳定的表现.

关 键 词:Gumbel分布 极大似然估计 矩估计 最小二乘估计 拟合优度 蒙特卡洛方法

Estimates of the parameters of Gumbel distribution and their application to hydrology
LUO Chun. Estimates of the parameters of Gumbel distribution and their application to hydrology[J]. Journal of University of Shanghai For Science and Technilogy(Social Science), 2005, 27(3): 278-282
Authors:LUO Chun
Abstract: The procedures of maximumlikelihood,moments and least square method are used to estimate the parameters of Gumbel distribution.The statistical behaviors of these three estimate procedures are compared in theory and also in MonteCarlo simulation. Based on the data records at three survey stations of river A,the parameters estimates are given out by use of the three estimate procedures mentioned above respectively.It is concluded that maximumlikelihood method performs better and is more stable than the others.The curves of the highest water level in several years at the three survey stations of river A are presented at the end.
Keywords:Gumbel distribution  maximumlikelihood estimation  moments estimation  leastsquares estimation  goodnessof fit  MonteCarlo simulation
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