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http://dx.doi.org/10.3741/JKWRA.2012.45.2.191

Review of Parameter Estimation Procedure of Freund Bivariate Exponential Distribution  

Park, Cheol-Soon (School of Civil, Environmental and Architectural Engineering, College of Engineering, Korea University)
Yoo, Chul-Sang (School of Civil, Environmental and Architectural Engineering, College of Engineering, Korea University)
Publication Information
Journal of Korea Water Resources Association / v.45, no.2, 2012 , pp. 191-201 More about this Journal
Abstract
This study reviewed the parameter estimation procedure of the Freund bivariate exponential distribution for the decision of the annual maximum rainfall event. The method of moments was reviewed first, whose results were compared with those from the method of maximum likelihood. Both methods were applied to the hourly rainfall data of the Seoul rain gauge station measured from 1961 to 2010 to select the annual maximum rainfall events, which were also compared each other. The results derived are as follows. First, when applying the method of moments for the parameter estimation, it was found necessary to consider the correlation coefficient between the two variables as well as the mean and variance. Second, the method of maximum likelihood was better to reproduce the mean, but the method of moments was better to reproduce the annual variation of the variance. Third, The annual maximum rainfall events derived were very similar in both cases. Among differently selected annual maximum rainfall events, those with the higher rainfall amount were selected by the method of maximum likelihood, but those with the higher rainfall intensity by the method of moments.
Keywords
freund bivariate exponential distribution; parameter estimation; method of maximum likelihood; method of moments; annual maximum rainfall event;
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Times Cited By KSCI : 3  (Citation Analysis)
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