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The construction of confidence intervals for frequency analysis using resampling techniques
1UNESCO-IHE Institute for Water Education, PO Box 3015, 2601 DA, Delft, The Netherlands
2WL Delft Hydraulics, PO Box 177, 2600 MH, Delft, The Netherlands
3Sri Lanka Land Reclamation and Development Corporation, Rajagiriya, Sri Lanka
Email for corresponding author: m.hall@unesco-ihe.org
Abstract. Resampling techniques such as the Bootstrap and the Jack-knife are generic methods for the estimation of uncertainties in statistics. When applied in frequency analysis, resampling techniques can provide estimates of the uncertainties in both distribution parameters and quantile estimates in circumstances in which confidence limits cannot be obtained theoretically. Test experiments using two different parameter estimation methods on two types of distributions with different initial sample sizes and numbers of resamples has confirmed the utility of such methods. However, care is necessary in evaluating the skewness of the resampled quantiles, especially with small initial sample sizes.
Keywords: Bootstrap, Jack-knife, frequency analysis, maximum likelihood method, maximum product of spacings method
Final Revised Paper (PDF, 1142 KB)
Citation: Hall, M. J., van den Boogaard, H. F. P, Fernando, R. C., and Mynett, A. E.: The construction of confidence intervals for frequency analysis using resampling techniques, Hydrol. Earth Syst. Sci., 8, 235-246, 2004. Bibtex EndNote Reference Manager
