Sampling Techniques for Halphen Distributions
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Volume 12, Issue 6
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.
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Acknowledgments
The writers acknowledge the financial support of NSERC for this project. They thank Professor Taha Ouarda and Professor André St-Hilaire for their comments. They are also grateful to the editor and two referees for their valuable comments.NRC
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Published In
Journal of Hydrologic Engineering
Volume 12 • Issue 6 • November 2007
Pages: 592 - 604
Copyright
© 2007 ASCE.
History
Received: Dec 9, 2005
Accepted: Aug 15, 2006
Published online: Nov 1, 2007
Published in print: Nov 2007
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