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Titel On statistical biases and their common neglect
VerfasserIn E. Houdalaki, M. Basta, N. Boboti, N. Bountas, E. Dodoula, T. Iliopoulou, S. Ioannidou, K. Kassas, S. Nerantzaki, E. Papatriantafyllou, K. Tettas, D. Tsirantonaki, S. M. Papalexiou, D. Koutsoyiannis
Konferenz EGU General Assembly 2012
Medientyp Artikel
Sprache Englisch
Digitales Dokument PDF
Erschienen In: GRA - Volume 14 (2012)
Datensatznummer 250062315
 
Zusammenfassung
The study of natural phenomena such as hydroclimatic processes demands the use of stochastic tools and the good understanding thereof. However, common statistical practices are often based on classical statistics, which assumes independent identically distributed variables with Gaussian distributions. However, in most cases geophysical processes exhibit temporal dependence and even long term persistence. Also, some statistical estimators for nonnegative random variables have distributions radically different from Gaussian. We demonstrate the impact of neglecting dependence and non-normality in parameter estimators and how this can result in misleading conclusions and futile predictions. To accomplish that, we use synthetic examples derived by Monte Carlo techniques and we also provide a number of examples of misuse. Acknowledgment: This research is conducted within the frame of the undergraduate course "Stochastic Methods in Water Resources" of the National Technical University of Athens (NTUA). The School of Civil Engineering of NTUA provided financial support for the participation of the students in the Assembly.