PENENTUAN NILAI AMBANG BATAS SEBARAN PARETO TERAMPAT DENGAN MEASURE OF SURPRISE

  • Yumna Karimah Department of Statistics, IPB University, Indonesia
  • Aji Hamim Wigena Department of Statistics, IPB University, Indonesia
  • Agus Mohamad Soleh Department of Statistics, IPB University, Indonesia
Keywords: ambang batas, GPD, mean residual life plot, measure of surprise, sebaran pareto terampat

Abstract

Extreme rainfall can result in natural disasters such as floods and landslides. These natural disasters will cause damage and losses to the surrounding environment. Prevention of damage from natural disasters can be done by extreme rainfall estimation. Estimates of extreme rainfall are based on Generalized Pareto Distribution (GPD) which requires threshold value information. The threshold value can be determined by two methods, namely Mean Residual Life Plot (MRLP) and Measure of Surprise (MOS). The purpose of this study is to determine and compare the threshold values ​​of MRLP and MOS. The data used are 10-day and monthly rainfall data. The results of this study indicate that the procedure of MOS is shorter and easier than that of MRLP. Based on the cross validation result,  the log-likelihood value of MOS is larger than that of MRLP, then MOS is better than MRLP.

References

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Published
2019-06-30
Section
Articles