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
1. Verfasser: Makkonen, Lasse
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.
ISSN:1558-8424
0894-8763
1558-8432
1520-0450
DOI:10.1175/jam2349.1