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 language | English |
|---|---|
| Title of host publication | World Environmental and Water Resources Congress 2008 |
| Subtitle of host publication | Ahupua'a - Proceedings of the World Environmental and Water Resources Congress 2008 |
| DOIs | |
| Publication status | Published - 2008 Dec 1 |
| Event | World Environmental and Water Resources Congress 2008: Ahupua'a - Honolulu, HI, United States Duration: 2008 May 12 → 2008 May 16 |
Publication series
| Name | World Environmental and Water Resources Congress 2008: Ahupua'a - Proceedings of the World Environmental and Water Resources Congress 2008 |
|---|---|
| Volume | 316 |
Other
| Other | World Environmental and Water Resources Congress 2008: Ahupua'a |
|---|---|
| Country | United States |
| City | Honolulu, HI |
| Period | 08/5/12 → 08/5/16 |
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All Science Journal Classification (ASJC) codes
- Management, Monitoring, Policy and Law
- Water Science and Technology
- Pollution
Cite this
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Derivation of the probability plot correlation coefficient test statistics for the generalized logistic and the generalized Pareto distributions. / Kim, Sooyoung; Kho, Younwoo; Shin, Hongjoon; Heo, Jun-Haeng.
World Environmental and Water Resources Congress 2008: Ahupua'a - Proceedings of the World Environmental and Water Resources Congress 2008. 2008. (World Environmental and Water Resources Congress 2008: Ahupua'a - Proceedings of the World Environmental and Water Resources Congress 2008; Vol. 316).Research output: Chapter in Book/Report/Conference proceeding › Conference contribution
TY - GEN
T1 - Derivation of the probability plot correlation coefficient test statistics for the generalized logistic and the generalized Pareto distributions
AU - Kim, Sooyoung
AU - Kho, Younwoo
AU - Shin, Hongjoon
AU - Heo, Jun-Haeng
PY - 2008/12/1
Y1 - 2008/12/1
N2 - 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.
AB - 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.
UR - http://www.scopus.com/inward/record.url?scp=79251493025&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=79251493025&partnerID=8YFLogxK
U2 - 10.1061/40976(316)569
DO - 10.1061/40976(316)569
M3 - Conference contribution
SN - 9780784409763
T3 - World Environmental and Water Resources Congress 2008: Ahupua'a - Proceedings of the World Environmental and Water Resources Congress 2008
BT - World Environmental and Water Resources Congress 2008
ER -