• No results found

Since hydrological processes are random in nature, statistical parameters are

useful in projecting the central tendency and variability of a probability

distribution (Hong, 2009). Therefore, aside from the emphasis on which type of

distribution function should be adopted in fitting related hydrological data,

methods of parameters estimation have been studied as well. However, the

competency of the parameter estimation methods is subjected to the choice of

distribution functions and sample size (Martins & Stedinger, 2000).

2.1.3.1 Method of moments

The method of moments is a relatively old and perhaps the simplest method for

37 of taking a linear functional equation and representing it by a linear matrix

equation, a technique that was developed almost a century ago (Harrington, 1990;

Wooldridge, 2001). Through the voluminous studies that have been carried out in

the field of statistics, this method is becoming less and less relevant. Wilks (2006)

stated that the method of moments does not fully utilise the information in the

data set and it causes the value of the estimated parameters to become unreliable.

Moreover, the traditional moment-based measure of skewness, γ, is difficult to

estimate if the distribution is distinctly skewed; it is too sensitive to the extreme

tails compared to the L-moments method according to Hosking (1990). Hence,

the method of moments is less suitable to estimate parameters for distribution

with more than two parameters.

2.1.3.2 Method of maximum likelihood

The method of maximum likelihood estimates the parameters by maximising the

likelihood function in which the probability of the observed data gains the highest

probability (Rice, 2007).

According to In (2003), maximum likelihood estimation does not require

or only needs very few distribution assumptions to summarise observed data by

its moments and it also gives smaller variance (Suhaila & Jemain, 2007b).

Therefore, the maximum likelihood estimation is still widely adopted in practice

(Suhaila & Jemain, 2007a; Suhaila & Jemain, 2007b; Park & Jung, 2002;

38 suitable for five-parameter Wakeby distribution because the probability

distribution function of Wakeby is not clearly defined (Park et al., 2001).

2.1.3.3 L-Moments method

The L-moments method was introduced by Hosking (1990) for hydrological data

analysis. According to Hosking (1990), the L-moments method is more robust to

the existence of outliers in the data, is sturdier in its adaptability to a wider range

of distributions and is more accurate for data with small sample size. Furthermore,

the L-moments method would not exaggerate the value because this method does

not raise the number to power (Koutsoyiannis & Baloutsos, 2000).

Due to the above mentioned advantages, the L-moments has been applied

to different regions, for example India (Parida, 1999), Korea (Park & Jung, 2002),

China (Su et al., 2008) using precipitation data, and using flood data in Iran

(Borujeni & Sulaiman, 2009), Canada (Yue & Wang, 2004). In a local context,

several studies were also carried out using L-moments in Peninsular Malaysia

(Zalina et al., 2002) as well as east Malaysia (Lim & Lye, 2003).

L-moments is found to be an effective approach in hydrological statistics

studies carried out internationally using different types of data, such as stream

flow data (Borujeni & Sulaiman, 2009), rainfall data (Koutsoyiannis & Baloutsos,

2000; Parida, 1999) and number of days without rainfall - dry-spell data (Nasri &

Moradi, 2011). Moreover, the estimation of parameters for generalised extreme

value distribution using the L-moments method has a lower root-mean-square

39 2.1.3.4 L-Moments related methods

Ever since the L-moments method was introduced by Hosking (1990), several

extensions of L-moments have been developed along the way, including LQ-

moments (Mudholkar & Hutson, 1998) and Trimmed L-moments (TL-moments)

(Elamir & Seheult, 2003).

LQ-moments is developed for the estimation of Kappa parameters, and

according to Shabri & Jemain (2010), LQ-moments is able to give an estimation

for the Kappa distribution whereas sometimes L-moments fails to give a reliable

estimation. Another study has been carried out to compare the robustness of

conventional L-moments with LQ-moments in finding the most suitable

distribution to fit the annual maximum daily rainfall in Peninsular Malaysia (Wan

Zawiah et al., 2009).

The TL-moments method is quite beneficial in parameter estimation for

data with outliers and for distributions that do not have a second-order moment

(mean) such as the Cauchy distribution (Elamir & Seheult, 2003). However,

Shabri & Mohd Ariff (2010) found that in the study of identifying the most

suitable distribution for annual maximum rainfall by L-moments and TL-

moments, L-moments method still be able to give a more precise result. Yet, the

result of parameters estimation by these two methods does not differ significantly.

Therefore, it is acceptable to use either TL-moments or LQ-moments to

replace L-moments as the parameter estimation method (Shabri & Mohd Ariff,

40 In short, the advantages and disadvantages of the previously mentioned

parameter estimation methods are as shown in Table 2.4.

Table 2.4: Advantages and disadvantages of parameter estimation methods

Function Advantages Disadvantages

Method of Moments

 Easy to compute  Easy to give accurate

estimation if the distribution is distinctly skewed

 Less appropriate for

distribution with more than two parameters Maximum Likelihood  Required minimum distribution assumptions  Smaller variance

 Less appropriate for Wakeby distribution

L-Moments  More robust to the existence of outliers

 The performance is not consistent with Kappa distribution

L-Moments Related Methods

 Robust with the existence of outliers

 Suitable for distributions that do not have second- order moments

 Lesser studies on these methods

Related documents