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APPLICATION OF COMPUTER INTENSIVE STATISTICS TO PARAMETER UNCERTAINTY IN STREAMFLOW SYNTHESIS1
Authors:K A Cover  T E Unny
Abstract:ABSTRACT: This paper introduces the application of Computer Intensive Statistics (CIS) to the evaluation of parameter uncertainty with specific reference to the parameters in the ARMA models used in the synthesis of streamflows. The CIS provides an empirically derived joint distribution for all parameters. Random values from this distribution can be drawn for application in the model for the generation of a specific synthetic sample. The CIS originally proposed by Efron and discussed herein is of general applicability in the evaluation of uncertainty in any statistic derived from a set of data. Some comments and limitations of the CIS are discussed in the concluding remarks.
Keywords:ARIMA models  parameter uncertainty  Computer Intensive Statistics (CIS)  Bootstrap  Jackknife
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