Plotting Positions in Extreme Value Analysis
Plotting order-ranked data is a standard technique that is used in estimating the probability of extreme weather events. Typically, observations, say, annual extremes of a period ofNyears, are ranked in order of magnitude and plotted on probability paper. Some statistical model is then fitted to the...
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Veröffentlicht in: | Journal of applied meteorology (1988) 2006-02, Vol.45 (2), p.334-340 |
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Format: | Artikel |
Sprache: | eng |
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Zusammenfassung: | Plotting order-ranked data is a standard technique that is used in estimating the probability of extreme weather events. Typically, observations, say, annual extremes of a period ofNyears, are ranked in order of magnitude and plotted on probability paper. Some statistical model is then fitted to the order-ranked data by which the return periods of specific extreme events are estimated. A key question in this method is as follows: What is the cumulative probabilityPthat should be associated with the sample of rankm? This issue of the so-called plotting positions has been debated for almost a century, and a number of plotting rules and computational methods have been proposed. Here, it is shown that in estimating the return periods there is only one correct plotting position:P=m/(N+ 1). This formula predicts much shorter return periods of extreme events than the other commonly used methods. Thus, many estimates of the weather-related risks should be reevaluated and the related building codes and other related regulations updated. |
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ISSN: | 1558-8424 0894-8763 1558-8432 1520-0450 |
DOI: | 10.1175/jam2349.1 |