Approximate Confidence Intervals for Quantiles of Gamma and Generalized Gamma Distributions

Abstract

In hydraulic design, one often needs to estimate flood quantiles for use as design values. It is important to assess the estimation error by constructing confidence intervals (CIs) for these quantiles. Fitting probability distributions to hydrologic data is used widely for estimating quantiles of hydrological variables. The two-parameter gamma (G2) is among the distributions commonly used, but the three-parameter generalized gamma (GG3) (also known as Kritsky-Menkel distribution) is an alternative when more shape flexibility is needed to fit the data. We use an approximate method to construct CIs for the quantiles of the G2 and GG3 distributions. This method is shown to be useful for hydrological applications where the data record is short.