Halphen Distribution System. I: Mathematical and Statistical Properties
Publication: Journal of Hydrologic Engineering
Volume 4, Issue 3
Abstract
In the 1940s, Étienne Halphen, a French statistician and hydrologist, developed a set of distributions for frequency analysis of river flows. Halphen's research was fueled by an extensive practical experience with hydrological data combined with a solid knowledge of statistics. Because of their complex form involving Bessel functions and exponential factorial functions, Halphen's distributions have remained for several years in oblivion. This paper revisits the three types of Halphen distributions, in particular their mathematical and statistical properties. Their flexible shapes and tail properties should make them excellent candidates for frequency analysis of extremes. A companion paper presents procedures for estimating parameters and quantiles of Halphen's distribution.
Get full access to this article
View all available purchase options and get full access to this article.
References
1.
Abramowitz, M., and Stegun, I. A. (1972). Handbook of mathematical functions. Dover, New York.
2.
Barndorff-Nielsen, O. E. (1978). “Hyperbolic distributions and distributions on hyperbolae.” Scandinavian J. Statistics, Oxford, U.K., 5, 151–157.
3.
Barndorff-Nielsen, O. E., and Halgreen, C. (1977). “Infinite divisibility of the hyperbolic and generalized inverse Gaussian distributions.” Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete, 38, 309–311.
4.
Bickel, P. J., and Doksum, K. A. (1977). Mathematical statistics. Holden-Day, Oakland, Calif.
5.
Bobée, B., and Ashkar, F. (1988). “Generalized method of moments applied to LP3 distribution.”J. Hydr. Engrg., ASCE, 114(8), 899–909.
6.
Bobée, B., Ashkar, F., and Perreault, L. (1993). “Two kinds of moment ratio diagrams and their applications in hydrology.” Stochastic Hydrol. and Hydr., 7, 41–65.
7.
Dvorak, V., Bobée, B., Boucher, S., and Ashkar, F. (1988). “Halphen distributions and related systems of frequency functions.” Res. Rep. No. R-236, INRS-Eau, Ste-Foy, Que., Canada.
8.
Good, I. J. (1953). “The population frequencies of species and the estimation of population parameters.” Biometrika, 40, 237–260.
9.
Guillot, P. (1964). “Une extension des lois A de Halphen comprenant comme cas limite la loi de Galton-Gibrat.” Revue de Statistique Appliquée, 12, 63–73.
10.
Gumbel, E. J. (1958). Statistics of extremes. Columbia University Press, New York.
11.
Halphen, E. (1941). “Sur un nouveau type de courbe de fréquence.” Comptes Rendus de l'Académie des Sciences, Tome 213, 633–635 (due to war constraints, published under the name Dugué).
12.
Halphen, E. (1955). “Les fonctions factorielles.” Publications de l'Institut de Statistique de l'Université de Paris, Vol. IV, Fascicule 1, 21–39.
13.
Jørgensen, B. (1982). Statistical properties of the generalized inverse Gaussian distribution. Lecture Notes in Statistics, No. 9, Springer, New York.
14.
Kendall, M. G., and Stuart, A. (1987). Advanced theory of statistics. Vol. 1: Distribution theory. Oxford University Press, New York.
15.
Larivaille, P. ( 1960). “Lois de Halphen: estimation du paramètre d'échelle.” Publication interne de l'E.D.F., Direction de l'Équipement, No. 3(194), EDF, Grenoble, France.
16.
Le Cam, L., and Morlat, G. (1949). Les lois des débits des rivières francaises. La Houille Blanche, No spécial B, 1–7.
17.
Morlat, G. (1951). “Note sur l'estimation des débits de crues.” La Houille Blanche, No spécial B, 663–678.
18.
Morlat, G. (1956). “Les lois de probabilité de Halphen.” Revue de Statistique Appliquée, 3, 21–43.
19.
Ouarda, T. B. M. J., Ashkar, F., Ben Said, E. M., and Hourani, L. (1994). “Distribution statistiques utilisées en hydrologie: Transformation et propriétés asymptotiques.” Rapport de recherche STAT-13, University of Monction, N.B., Canada.
20.
Perreault, L., Bobée, B., and Legendre, P. (1994). “Rapport général du logiciel AJUSTE-II: Théorie et application.” Res. Rep. No. R-421, INRS-Eau, University of Quebec, Ste-Foy, Que., Canada.
21.
Perreault, L., Bobée, B., and Rasmussen, P. F. (1997). “Les lois de Halphen.” Res. Rep. No. R-498, INRS-Eau, University of Quebec, Ste-Foy, Que., Canada.
22.
Perreault, L., Bobée, B., and Rasmussen, P. F. (1999). “Halphen distribution system. II: Parameter and quantile estimation.”J. Hydrologic Engrg., ASCE, 4(3), 200–208.
23.
Rukhin, A. L. (1974). “Strongly symmetric families and statistical analysis of their parameters.” Zap. Naucvn. Sem. Leningrad. Otdel. Mat. Inst. Steklov, 43, 59–87 (English translation, 1978, J. Soviet Math., 9, 866–910).
24.
Seshadri, V. (1993). The inverse Gaussian distribution. Clarendon Press, Oxford, U.K.
25.
Seshadri, V. (1997). “Halphen's laws.” Encyclopedia of statistical sciences, S. Kotz and N. L. Johnson, eds., Update Vol. 1, 302–306.
26.
Sichel, H. S. (1975). “On a distribution law for word frequencies.” J. Am. Statistician Assn., 70, 542–547.
27.
Watson, G. N. (1966). A treatise on the theory of Bessel functions. Cambridge University Press, Cambridge, U.K.
Information & Authors
Information
Published In
History
Received: Jan 8, 1998
Published online: Jul 1, 1999
Published in print: Jul 1999
Authors
Metrics & Citations
Metrics
Citations
Download citation
If you have the appropriate software installed, you can download article citation data to the citation manager of your choice. Simply select your manager software from the list below and click Download.