Derivation of the modified Anderson-Darling test statistics for the generalized extreme value and generalized logistic distributions

Hongjoon Shin, Taesoon Kim, Sooyoung Kim, Younghun Jung, Jun Haeng Heo

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

An important problem in water resources engineering is the estimation of the flood magnitude for a certain return period. In flood frequency analysis, an assumed probability distribution is fitted to the available sample data to estimate the flood magnitude at the upper tail corresponding to return periods which are usually much larger than the record length. In most cases, the selection of an appropriate probability distribution is based on goodness-of-fit tests. However, previous goodness-of-fit tests give equal weight to differences between empirical and theoretical distribution functions corresponding to all the observations. In this study, the modified Anderson-Darling test statistics which can give different weights to given data are provided using simulation. And the regression equations for the modified Anderson-Darling test statistics are derived as a function of sample sizes and significance levels for the generalized extreme value and generalized logistic distributions.

Original languageEnglish
Title of host publicationWorld Environmental and Water Resources Congress 2010
Subtitle of host publicationChallenges of Change - Proceedings of the World Environmental and Water Resources Congress 2010
Pages2371-2378
Number of pages8
DOIs
Publication statusPublished - 2010 Aug 2
EventWorld Environmental and Water Resources Congress 2010: Challenges of Change - Providence, RI, United States
Duration: 2010 May 162010 May 20

Publication series

NameWorld Environmental and Water Resources Congress 2010: Challenges of Change - Proceedings of the World Environmental and Water Resources Congress 2010

Other

OtherWorld Environmental and Water Resources Congress 2010: Challenges of Change
CountryUnited States
CityProvidence, RI
Period10/5/1610/5/20

Fingerprint

logistics
return period
flood frequency
frequency analysis
water resource
engineering
statistics
distribution
test
simulation

All Science Journal Classification (ASJC) codes

  • Water Science and Technology

Cite this

Shin, H., Kim, T., Kim, S., Jung, Y., & Heo, J. H. (2010). Derivation of the modified Anderson-Darling test statistics for the generalized extreme value and generalized logistic distributions. In World Environmental and Water Resources Congress 2010: Challenges of Change - Proceedings of the World Environmental and Water Resources Congress 2010 (pp. 2371-2378). (World Environmental and Water Resources Congress 2010: Challenges of Change - Proceedings of the World Environmental and Water Resources Congress 2010). https://doi.org/10.1061/41114(371)245
Shin, Hongjoon ; Kim, Taesoon ; Kim, Sooyoung ; Jung, Younghun ; Heo, Jun Haeng. / Derivation of the modified Anderson-Darling test statistics for the generalized extreme value and generalized logistic distributions. World Environmental and Water Resources Congress 2010: Challenges of Change - Proceedings of the World Environmental and Water Resources Congress 2010. 2010. pp. 2371-2378 (World Environmental and Water Resources Congress 2010: Challenges of Change - Proceedings of the World Environmental and Water Resources Congress 2010).
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Shin, H, Kim, T, Kim, S, Jung, Y & Heo, JH 2010, Derivation of the modified Anderson-Darling test statistics for the generalized extreme value and generalized logistic distributions. in World Environmental and Water Resources Congress 2010: Challenges of Change - Proceedings of the World Environmental and Water Resources Congress 2010. World Environmental and Water Resources Congress 2010: Challenges of Change - Proceedings of the World Environmental and Water Resources Congress 2010, pp. 2371-2378, World Environmental and Water Resources Congress 2010: Challenges of Change, Providence, RI, United States, 10/5/16. https://doi.org/10.1061/41114(371)245

Derivation of the modified Anderson-Darling test statistics for the generalized extreme value and generalized logistic distributions. / Shin, Hongjoon; Kim, Taesoon; Kim, Sooyoung; Jung, Younghun; Heo, Jun Haeng.

World Environmental and Water Resources Congress 2010: Challenges of Change - Proceedings of the World Environmental and Water Resources Congress 2010. 2010. p. 2371-2378 (World Environmental and Water Resources Congress 2010: Challenges of Change - Proceedings of the World Environmental and Water Resources Congress 2010).

Research output: Chapter in Book/Report/Conference proceedingConference contribution

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Shin H, Kim T, Kim S, Jung Y, Heo JH. Derivation of the modified Anderson-Darling test statistics for the generalized extreme value and generalized logistic distributions. In World Environmental and Water Resources Congress 2010: Challenges of Change - Proceedings of the World Environmental and Water Resources Congress 2010. 2010. p. 2371-2378. (World Environmental and Water Resources Congress 2010: Challenges of Change - Proceedings of the World Environmental and Water Resources Congress 2010). https://doi.org/10.1061/41114(371)245