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- Title
Sampling Techniques for Halphen Distributions.
- Authors
El Adlouni, Salaheddine; Bobée, Bernard
- Abstract
In this paper we present algorithms based on the acceptance-rejection (A-R), and Markov chain Monte Carlo methods to draw samples from Halphen distributions. Quantiles computed with these generating techniques are compared to those given by the method of importance sampling. Results show that our choice of the instrumental distribution considered in the A-R, produce an efficient method to generate samples from Halphen distributions. The availability of such procedures makes it possible to approximate all integral quantities and to study statistical properties of parameters estimators in the case of small sample sizes usually encountered in hydrology.
- Subjects
MARKOV processes; MONTE Carlo method; HYDROLOGY; STOCHASTIC processes; DIFFUSION processes; STATISTICAL sampling; NUMERICAL analysis; HYDROLOGIC models; INSTRUMENTAL analysis
- Publication
Journal of Hydrologic Engineering, 2007, Vol 12, Issue 6, p592
- ISSN
1084-0699
- Publication type
Article
- DOI
10.1061/(ASCE)1084-0699(2007)12:6(592)