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Comparison of the power of lognormality tests with different right-tail alternative distributions.

Martel, Barbara; El Adlouni, Salaheddine; Bobée, Bernard (2013). Comparison of the power of lognormality tests with different right-tail alternative distributions. Journal of Hydrologic Engineering , vol. 18 , nº 1. p. 1-9. DOI: 10.1061/(ASCE)HE.1943-5584.0000595.

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Résumé

In flood frequency analysis (FFA), the adequate choice of distribution to fit data is a major problem. The three-parameter lognormal (LN3) distribution has an intermediate tail behavior between the distributions of the Class C (regularly varying distributions) and those of the Class D (subexponential distributions). HYFRAN software performs a complete frequency analysis for approximately twenty distributions often used in hydrology including the LN3 and distributions of Classes C and D. A decision support system (DSS) was added to the HYFRAN software to become the HYFRAN-PLUS software. It allows distinguishing between the distributions of Classes C and D. The objective of the present study is to discriminate between the LN3 distribution and that of Class C of regularly varying distributions (heavier tail) and D of subexponential distributions (lighter tail) and then to improve the current version of the DSS. The power of several normality tests is evaluated for log-transformed variates using a Monte Carlo approach for different alternative hypothesis. The Jarque-Bera test has been found the most powerful on transformed data. Results show a strong dependence between the values of the parameters and the power of the test as well as the quantile estimation errors. Results lead to the development of a LN3 goodness-of-fit procedure, based on the coefficient of variation, the coefficient of skewness and the Jarque-Bera normality test. This procedure will be added to the Decision Support System of the HYFRAN-PLUS software. © 2013 American Society of Civil Engineers.

Type de document:
Mots-clés libres: flood frequency analysis; goodness of fit; lognormal distribution; normality test
Centre: Centre Eau Terre Environnement
Date de dépôt: 06 déc. 2016 21:29
Dernière modification: 22 déc. 2016 16:16
URI: http://espace.inrs.ca/id/eprint/3471

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