Preliminary study on Bayesian extreme rainfall analysis: A case study of Alor Setar, Kedah, Malaysia

Statistical modeling of extreme rainfall is essential since the results can often facilitate civil engineers and planners to estimate the ability of building structures to survive under the utmost extreme conditions. Data comprising of annual maximum series (AMS) of extreme rainfall in Alor Setar we...

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Main Authors: Eli @ Ali, Siti Annazirin, Shaffie, mardhiyyah, Wan Zin, Wan Zawawiah
Format: Article
Language:English
Published: Penerbit UKM 2012
Subjects:
Online Access:http://irep.iium.edu.my/29233/
http://irep.iium.edu.my/29233/1/Preliminary_Study_on_Bayesian_Extreme_Rainfall_Analysis.pdf
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author Eli @ Ali, Siti Annazirin
Shaffie, mardhiyyah
Wan Zin, Wan Zawawiah
author_facet Eli @ Ali, Siti Annazirin
Shaffie, mardhiyyah
Wan Zin, Wan Zawawiah
author_sort Eli @ Ali, Siti Annazirin
building IIUM Repository
collection Online Access
description Statistical modeling of extreme rainfall is essential since the results can often facilitate civil engineers and planners to estimate the ability of building structures to survive under the utmost extreme conditions. Data comprising of annual maximum series (AMS) of extreme rainfall in Alor Setar were fitted to Generalized Extreme Value (GEV) distribution using method of maximum likelihood (ML) and Bayesian Markov Chain Monte Carlo (MCMC) simulations. The weakness of ML method in handling small sample is hoped to be tackled by means of Bayesian MCMC simulations in this study. In order to obtain the posterior densities, non-informative and independent priors were employed. Performances of parameter estimations were verified by conducting several goodness-of-fit tests. The results showed that Bayesian MCMC method was slightly better than ML method in estimating GEV parameters.
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spelling iium-292332013-02-26T07:13:15Z http://irep.iium.edu.my/29233/ Preliminary study on Bayesian extreme rainfall analysis: A case study of Alor Setar, Kedah, Malaysia Eli @ Ali, Siti Annazirin Shaffie, mardhiyyah Wan Zin, Wan Zawawiah TA Engineering (General). Civil engineering (General) Statistical modeling of extreme rainfall is essential since the results can often facilitate civil engineers and planners to estimate the ability of building structures to survive under the utmost extreme conditions. Data comprising of annual maximum series (AMS) of extreme rainfall in Alor Setar were fitted to Generalized Extreme Value (GEV) distribution using method of maximum likelihood (ML) and Bayesian Markov Chain Monte Carlo (MCMC) simulations. The weakness of ML method in handling small sample is hoped to be tackled by means of Bayesian MCMC simulations in this study. In order to obtain the posterior densities, non-informative and independent priors were employed. Performances of parameter estimations were verified by conducting several goodness-of-fit tests. The results showed that Bayesian MCMC method was slightly better than ML method in estimating GEV parameters. Penerbit UKM 2012 Article PeerReviewed application/pdf en http://irep.iium.edu.my/29233/1/Preliminary_Study_on_Bayesian_Extreme_Rainfall_Analysis.pdf Eli @ Ali, Siti Annazirin and Shaffie, mardhiyyah and Wan Zin, Wan Zawawiah (2012) Preliminary study on Bayesian extreme rainfall analysis: A case study of Alor Setar, Kedah, Malaysia. Sains Malaysiana, 41 (11). pp. 1403-1410. ISSN 0126-6039 http://www.ukm.my/jsm/pdf_files/SM-PDF-41-11-2012/09%20Annazirin.pdf
spellingShingle TA Engineering (General). Civil engineering (General)
Eli @ Ali, Siti Annazirin
Shaffie, mardhiyyah
Wan Zin, Wan Zawawiah
Preliminary study on Bayesian extreme rainfall analysis: A case study of Alor Setar, Kedah, Malaysia
title Preliminary study on Bayesian extreme rainfall analysis: A case study of Alor Setar, Kedah, Malaysia
title_full Preliminary study on Bayesian extreme rainfall analysis: A case study of Alor Setar, Kedah, Malaysia
title_fullStr Preliminary study on Bayesian extreme rainfall analysis: A case study of Alor Setar, Kedah, Malaysia
title_full_unstemmed Preliminary study on Bayesian extreme rainfall analysis: A case study of Alor Setar, Kedah, Malaysia
title_short Preliminary study on Bayesian extreme rainfall analysis: A case study of Alor Setar, Kedah, Malaysia
title_sort preliminary study on bayesian extreme rainfall analysis: a case study of alor setar, kedah, malaysia
topic TA Engineering (General). Civil engineering (General)
url http://irep.iium.edu.my/29233/
http://irep.iium.edu.my/29233/
http://irep.iium.edu.my/29233/1/Preliminary_Study_on_Bayesian_Extreme_Rainfall_Analysis.pdf