Application of profile likelihood function to the uncertainty analysis of hydrometeorological extreme inference  

作　　者：LU Fan WANG Hao YAN DengHua ZHANG DongDong XIAO WeiHua 

机构地区：[1]State Key Laboratory of Simulation and Regulation of Water Cycle in River Basin, China Institute of Water Resources and Hydropower Research

出　　处：《Science China(Technological Sciences)》2013年第12期3151-3160,共10页中国科学（技术科学英文版）

基　　金：supported by the National Basic Research Program of China("973" Program)(Grant Nos.2013CB036406,2010CB951102);the National Natural Science Foundation of China(Grant No.51109224)

摘　　要：Profile likelihood function is introduced to analyze the uncertainty of hydrometeorological extreme inference and the theory of estimating confidence intervals of the key parameters and quantiles of extreme value distribution by profile likelihood function is described.GEV(generalized extreme value)distribution and GP(generalized Pareto)distribution are used respectively to fit the annual maximum daily flood discharge sample of the Yichang station in the Yangtze River and the daily rainfall sample in10 big cities including Guangzhou.The parameters of the models are estimated by maximum likelihood method and the fitting results are tested by probability plot,quantile plot,return level plot and density plot.The return levels and confidence intervals of flood and rainstorm in different return periods are calculated by profile likelihood function.The results show that the asymmetry of the profile likelihood function curve increases with the return period,which can reflect the effect of the length of sample series and return periods on confidence interval.As an effective tool for estimating confidence interval of the key parameters and quantiles of extreme value distribution,profile likelihood function can lead to a more accurate result and help to analyze the uncertainty of extreme values of hydrometeorology.

关 键 词：profile likelihood function extreme inference HYDROMETEOROLOGY UNCERTAINTY confidence interval 

分 类 号：P49[天文地球—大气科学及气象学] P333[天文地球—水文科学] O212.1[水利工程—水文学及水资源]