The Generalized Pareto distribution applied to rainfall depths
作者:
M.A. J. VAN MONTFORT,
J.V. WITTER,
期刊:
Hydrological Sciences Journal
(Taylor Available online 1986)
卷期:
Volume 31,
issue 2
页码: 151-162
ISSN:0262-6667
年代: 1986
DOI:10.1080/02626668609491037
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
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.
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