The Generalized Pareto distribution applied to rainfall depths

The Generalized Pareto distribution applied to rainfall depths

The Generalized Pareto distribution is fitted to Dutch peaks-over-threshold (POT) rainfall series. Maximum likelihood (ML) estimation of the parameters is discussed, with particular reference to bias reduction for the scale and shape parameter. The improvement of the fit in the right tail by left ce...

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Veröffentlicht in:Hydrological sciences journal 1986-06, Vol.31 (2), p.151-162
Hauptverfasser: VAN MONTFORT, M. A. J., WITTER, J. V.
Format: Artikel
Sprache:eng
Schlagworte:
Earth sciences
Earth, ocean, space
Exact sciences and technology
geostatistics
geostatistiek
hydrologie
hydrology
Hydrology. Hydrogeology
mathematics
rain
regen
statistics
statistiek
wiskunde
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Beschreibung
Zusammenfassung:The Generalized Pareto distribution is fitted to Dutch peaks-over-threshold (POT) rainfall series. Maximum likelihood (ML) estimation of the parameters is discussed, with particular reference to bias reduction for the scale and shape parameter. The improvement of the fit in the right tail by left censoring of POT series is discussed, and the dependence of the shape parameter θ of the fitted Generalized Pareto distribution on (a) mean annual number of peaks, and (b) rainfall duration, with fixed or moving starting point, is quantified.
ISSN:0262-6667
2150-3435
DOI:10.1080/02626668609491037