Five-parameter log-normal distribution and its modification

J 2025

Five-parameter log-normal distribution and its modification

BUDÍKOVÁ, Marie; Jan HOLUB; Ladislav BUDÍK; Lenka PŘIBYLOVÁ; Ivanka HOROVÁ et al.

Základní údaje

Originální název

Five-parameter log-normal distribution and its modification

Autoři

BUDÍKOVÁ, Marie; Jan HOLUB; Ladislav BUDÍK; Lenka PŘIBYLOVÁ a Ivanka HOROVÁ

Vydání

Időjárás, Hungarian Meteorological Service, 2025, 0324-6329

Další údaje

Jazyk

angličtina

Typ výsledku

Článek v odborném periodiku

Obor

10100 1.1 Mathematics

Stát vydavatele

Maďarsko

Utajení

není předmětem státního či obchodního tajemství

Odkazy

URL

Impakt faktor

Impact factor: 0.800 v roce 2024

Označené pro přenos do RIV

Ano

Kód RIV

RIV/00216224:14310/25:00141426

Organizační jednotka

Přírodovědecká fakulta

Klíčová slova anglicky

exceedance curve; five-parameter log-normal distribution; maximum likelihood estimate; modified five-parameter log-normal distribution; triangular method

Štítky

14311010, rivok

Příznaky

Mezinárodní význam, Recenzováno

Změněno: 15. 7. 2025 14:36, Mgr. Marie Novosadová Šípková, DiS.

Anotace

V originále

The introduction of the LN5 and mLN5 distributions extends the commonly used three-parameter log-normal distribution (LN3) by enhancing tail modeling, which is critical for accurate representation of extreme values in hydrology and climatology. This paper details two methods for parameter estimation: the established local maximum likelihood method and the newly developed triangular method, an adaptation of the relative least squares approach. The effectiveness of these distributions is demonstrated through their application to datasets from the Czech Hydrometeorological Institute, encompassing average daily flow, precipitation, atmospheric pressure, and air temperature. Results show significant improvements in modeling extreme events with LN5 and mLN5 over LN3, as well as over other compared distributions such as generalized Gamma and generalized Weibull, particularly in tail behavior, underscoring their potential for advancing environmental studies. Appendices include comprehensive derivations of the functional characteristics of LN5 and mLN5 and introduce an alternative parametrization for LN5.

Návaznosti

MUNI/A/1132/2022, interní kód MU

Název: Matematické a statistické modelování 7

Investor: Masarykova univerzita, Matematické a statistické modelování 7

Citovat

BUDÍKOVÁ, Marie; Jan HOLUB; Ladislav BUDÍK; Lenka PŘIBYLOVÁ a Ivanka HOROVÁ. Five-parameter log-normal distribution and its modification. Időjárás. Hungarian Meteorological Service, 2025, roč. 129, č. 2, s. 133-160. ISSN 0324-6329. Dostupné z: https://doi.org/10.28974/idojaras.2025.2.2.

@article{2505340,
   author = {Budíková, Marie and Holub, Jan and Budík, Ladislav and Přibylová, Lenka and Horová, Ivanka},
   article_number = {2},
   doi = {https://doi.org/10.28974/idojaras.2025.2.2},
   keywords = {exceedance curve; five-parameter log-normal distribution; maximum likelihood estimate; modified five-parameter log-normal distribution; triangular method},
   language = {eng},
   issn = {0324-6329},
   journal = {Időjárás},
   title = {Five-parameter log-normal distribution and its modification},
   url = {https://doi.org/10.28974/idojaras.2025.2.2},
   volume = {129},
   year = {2025}
}

TY  - JOUR
ID  - 2505340
AU  - Budíková, Marie - Holub, Jan - Budík, Ladislav - Přibylová, Lenka - Horová, Ivanka
PY  - 2025
TI  - Five-parameter log-normal distribution and its modification
JF  - Időjárás
VL  - 129
IS  - 2
SP  - 133-160
EP  - 133-160
PB  - Hungarian Meteorological Service
SN  - 03246329
KW  - exceedance curve
KW  - five-parameter log-normal distribution
KW  - maximum likelihood estimate
KW  - modified five-parameter log-normal distribution
KW  - triangular method
UR  - https://doi.org/10.28974/idojaras.2025.2.2
N2  - The introduction of the LN5 and mLN5 distributions extends the commonly used three-parameter log-normal distribution (LN3) by enhancing tail modeling, which is critical for accurate representation of extreme values in hydrology and climatology. This paper details two methods for parameter estimation: the established local maximum likelihood method and the newly developed triangular method, an adaptation of the relative least squares approach. The effectiveness of these distributions is demonstrated through their application to datasets from the Czech Hydrometeorological Institute, encompassing average daily flow, precipitation, atmospheric pressure, and air temperature. Results show significant improvements in modeling extreme events with LN5 and mLN5 over LN3, as well as over other compared distributions such as generalized Gamma and generalized Weibull, particularly in tail behavior, underscoring their potential for advancing environmental studies. Appendices include comprehensive derivations of the functional characteristics of LN5 and mLN5 and introduce an alternative parametrization for LN5.
ER  -

BUDÍKOVÁ, Marie; Jan HOLUB; Ladislav BUDÍK; Lenka PŘIBYLOVÁ a Ivanka HOROVÁ. Five-parameter log-normal distribution and its modification. \textit{Id\H ojárás}. Hungarian Meteorological Service, 2025, roč.~129, č.~2, s.~133-160. ISSN~0324-6329. Dostupné z: https://doi.org/10.28974/idojaras.2025.2.2.

Přehled o publikaci