Water Resources Research · 1999 · 197 citations · 16 references
Natural ResourcesHydrologyWater Resources ManagementBayesian Data AnalysisFlood Risk ManagementStochastic ModelingBayesian StatisticsFlood Control EngineeringFlood Frequency AnalysisFlood Risk AssessmentMonte Carlo MethodsMonte Carlo SimulationBayesian Flood Frequency AnalysisCensored DistributionsFlood Quantile EstimationImportance SamplingLikelihood MaximizationProbabilistic Flood ModelingProbability Of ExceedanceQuantile Approximation
In flood frequency applications where the design flood is required to have a specified exceedance probability, expected probability should be used. Its computation, however, presents formidable difficulties. This study presents a Monte Carlo Bayesian method for computing the expected probability distribution as well as quantile confidence limits for any flood frequency distribution using data on gauged flows, possibly corrupted by rating curve error, and on censored flows. This is achieved by a three‐step process: (1) Formulate the likelihood function for the given data; (2) approximate the likelihood function using a multinomial distribution; and (3) integrate the expected probability integral using importance sampling. The FLIKE software for performing this is described, and an example is given.
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Bayesian Inference in Econometric Models Using Monte Carlo Integration
John Geweke · Econometrica · 1989 · 1.6K citations
Paul H. Randolph, Morris H. de Groot · Technometrics · 1970 · 424 citations