The Generalized Pareto distribution applied to rainfall depths
Open Access
- 1 June 1986
- journal article
- research article
- Published by Taylor & Francis in Hydrological Sciences Journal
- Vol. 31 (2) , 151-162
- https://doi.org/10.1080/02626668609491037
Abstract
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.Keywords
This publication has 5 references indexed in Scilit:
- Testing exponentiality against generalised Pareto distributionJournal of Hydrology, 1985
- A correction for the bias of maximum-likelihood estimators of Gumbel parametersJournal of Hydrology, 1984
- Threshold Methods for Sample ExtremesPublished by Springer Nature ,1984
- A note on the Poisson assumption in partial duration series modelsWater Resources Research, 1979
- The Fitting of Truncated Type III Curves to Daily Rainfall DataAustralian Journal of Physics, 1955