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http://dx.doi.org/10.3741/JKWRA.2009.42.3.227

Cross Correlations between Probability Weighted Moments at Each Sites Using Monte Carlo Simulation  

Shin, Hong-Joon (School of Civil and Environmental Engineering, Yonsei Univ.)
Jung, Young-Hun (School of Civil and Environmental Engineering, Yonsei Univ.)
Heo, Jun-Haeng (School of Civil and Environmental Engineering, Yonsei Univ.)
Publication Information
Journal of Korea Water Resources Association / v.42, no.3, 2009 , pp. 227-234 More about this Journal
Abstract
In this study, cross correlations among sample data at each site are calculated to obtain the asymptotic cross correlations among probability weighted moments at each site using Monte Carlo simulation. As a result, the relations between the asymptotic cross correlations among probability weighted moments and the inter-site dependence among sample data at each site are nearly a linear relation with slope 1. The smaller ratio of concurrent data size to entire sample size is, the weaker the relationship grows. Simple power function which the correction term in power function accounts for the differences of the sample size between two sites was fitted to each case to estimate the parameter. It is noted that this result can be used in the various researches which include the estimation of the variance of quantile considering cross correlations.
Keywords
Monte Carlo simulation; cross correlation; probability weighted moment; regional frequency analysis;
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Times Cited By KSCI : 1  (Citation Analysis)
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