Derivation of the probability plot correlation coefficient test statistics for the generalized logistic and the generalized Pareto distributions

Sooyoung Kim, Younwoo Kho, Hongjoon Shin, Jun Haeng Heo

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

5 Citations (Scopus)

Abstract

The selection of appropriate probability distribution is important in frequency analysis to estimate the accurate quantile. Generally, the selection of appropriate probability model is based on the goodness of fit test. The probability plot correlation coefficient (PPCC) test has been known as powerful and easy test among the goodness of fit tests. In this study, the derivation of the PPCC test statistics for the generalized logistic distribution and the generalized Pareto distribution was performed by considering sample sizes, significance levels, and shape parameters. In addition, the correlation coefficients between orderly generated data sets and fitted quantiles were computed by using various plotting position formulas. Monte Carlo simulation was performed to select an appropriate plotting position formula for assumed probability distributions. As the results, the Gringorten's plotting position formula was selected for given distributions. Finally, the PPCC test statistics for given probability distributions were derived from correlation coefficient values based on the selected plotting position formula considering various shape parameters.

Original languageEnglish
Title of host publicationWorld Environmental and Water Resources Congress 2008
Subtitle of host publicationAhupua'a - Proceedings of the World Environmental and Water Resources Congress 2008
DOIs
Publication statusPublished - 2008 Dec 1
EventWorld Environmental and Water Resources Congress 2008: Ahupua'a - Honolulu, HI, United States
Duration: 2008 May 122008 May 16

Publication series

NameWorld Environmental and Water Resources Congress 2008: Ahupua'a - Proceedings of the World Environmental and Water Resources Congress 2008
Volume316

Other

OtherWorld Environmental and Water Resources Congress 2008: Ahupua'a
CountryUnited States
CityHonolulu, HI
Period08/5/1208/5/16

All Science Journal Classification (ASJC) codes

  • Management, Monitoring, Policy and Law
  • Water Science and Technology
  • Pollution

Fingerprint Dive into the research topics of 'Derivation of the probability plot correlation coefficient test statistics for the generalized logistic and the generalized Pareto distributions'. Together they form a unique fingerprint.

  • Cite this

    Kim, S., Kho, Y., Shin, H., & Heo, J. H. (2008). Derivation of the probability plot correlation coefficient test statistics for the generalized logistic and the generalized Pareto distributions. In World Environmental and Water Resources Congress 2008: Ahupua'a - Proceedings of the World Environmental and Water Resources Congress 2008 (World Environmental and Water Resources Congress 2008: Ahupua'a - Proceedings of the World Environmental and Water Resources Congress 2008; Vol. 316). https://doi.org/10.1061/40976(316)569