Page 424 - Contributed Paper Session (CPS) - Volume 6
P. 424

CPS2008 Syafrina A.H et al.
                  and showed bad image to Penang since it should be a city of international
                  standard. Therefore, this study will be performed to handle these problems.
                  Statistical Models
                      Two  models  for  daily  rainfall  amount  are  tested  with  their  probability
                  density functions (pdf) as follows. Daily rainfall amount is represented by x.i)
                  Gamma distribution with two parameters α and β represent the shape and
                  scale parameters.
                                                            
                                             1            −
                                   () =      () (−1)     ;   , ,  > 0        (2.1)
                                           
                                           Γ()
                  where
                                                  ∞
                                                         
                                            Γ() = ∫  −1 − 
                                                  0
                                                                                        (2.2)
                  Weibull distribution with two parameters   and  represent the shape and
                  scale parameters.

                                                          
                                                        
                                         
                                 () = ( ) −1 exp [− ( ) ] ,  > 0,  > 0,  > 0   (2.3)
                                                    
                  Maximum Likelihood Estimation (MLE)
                      Estimating  the  parameters  is  useful  in  order  to  fit  the  distributions  to
                  rainfall  data.  The  shape  and  scale  parameters  will  be  treated  as  unknown
                  values and it is assumed to be independent and identically distributed (i.i.d)
                  for the joint density for all observations of the dataset (Nielson, 2011). MLE
                  starts with the mathematical expressions which is called likelihood function of
                  the sample data. These values of the parameter that maximize the sample
                  likelihood  are  known  as  the  maximum  likelihood  estimates.  It  provides  a
                  consistent approach to parameter estimation problems. Suppose that random
                  variables  , … ,   have a joint density or frequency function ( ,  , … ,  |).
                                                                                        
                                  
                            1
                                                                                1
                                                                                   2
                  Given  observed  values   =  ,  where   = 1, … , ,  the  likelihood  of    as  a
                                                
                                           
                  function of  ,  , … ,   is defined as
                                       
                              1
                                 2
                                           () = ( ,  , … ,  |)         (2.4)
                                                          2
                                                       1
                                                                
                  The joint density can be considered as a function of  rather than as a function
                  of the  . The MLE of  is the value of  that maximizes the likelihood makes
                          
                  the observed data most probable. If the   are assumed to be i.i.d., their joint
                                                           
                  density is the product of the marginal densities, and the likelihood is
                                             () = ∏   ( |)            (2.5)
                                                              
                                                        =1
                  it is usually easier to maximize its natural logarithm (which is equivalent since
                  the logarithm is a monotonic function). For an i.i.d. sample, the log likelihood
                  is
                                                                                        (2.6)
                                                                     413 | I S I   W S C   2 0 1 9
   419   420   421   422   423   424   425   426   427   428   429