Date of Award
1986
Degree Type
Report
Degree Name
Master of Science (MS)
Department
Mathematics and Statistics
Committee Chair(s)
Ronald V. Canfield
Committee
Ronald V. Canfield
Abstract
The application of the Monte Carlo method on the estimation in Gumbel extreme value distribution was studied. The Gumbel extreme value distribution is used to estimate the flood flow of specific return period for the design of flood mitigation project. This paper is a programming effort (1) to estimate the parameters of Gumbel distribution using the observed data and (2) to provide a random variate generating subroutine to generate random samples and order statistics of a Gumbel distribution random variable. The mean squared error is used to measure the accuracy of the estimation method. Finally, an example of the use of these programs is given to illustrate application in the analysis of a hydrologic system.
Recommended Citation
Lei, Stephen (Wan-tsing), "Computer Program Generation of Extreme Value Distribution Data" (1986). All Graduate Plan B and other Reports, Spring 1920 to Spring 2023. 1168.
https://digitalcommons.usu.edu/gradreports/1168
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