Research article - Peer-reviewed, 2022
A tale of two stations: a note on rejecting the Gumbel distribution
Ryden, JesperAbstract
The existence of an upper limit for extremes of quantities in the earth sciences, e.g. for river discharge or wind speed, is sometimes suggested. Estimated parameters in extreme-value distributions can assist in interpreting the behaviour of the system. Using simulation, this study investigated how sample size influences the results of statistical tests and related interpretations. Commonly used estimation techniques (maximum likelihood and probability-weighted moments) were employed in a case study; the results were applied in judging time series of annual maximum river flow from two stations on the same river, but with different lengths of observation records. The results revealed that sample size is crucial for determining the existence of an upper bound.Keywords
Extreme values; River discharge; GEV distribution; Sample size; BootstrapPublished in
Acta Geophysica2022,
Publisher: SPRINGER INT PUBL AG
Authors' information
Swedish University of Agricultural Sciences, Department of Energy and Technology
UKÄ Subject classification
Probability Theory and Statistics
Water Engineering
Publication Identifiers
DOI: https://doi.org/10.1007/s11600-022-00852-1
URI (permanent link to this page)
https://res.slu.se/id/publ/118587