A tale of two stations: a note on rejecting the Gumbel distribution

Abstract

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; Bootstrap

Published in

Acta Geophysica
2023, volume: 71, number: 1, pages: 385-390
Publisher: SPRINGER INT PUBL AG

SLU Authors

• Rydén, Jesper

  • Department of Energy and Technology, Swedish University of Agricultural Sciences
    

UKÄ Subject classification

Probability Theory and Statistics
Water Engineering

Publication identifier

• DOI: https://doi.org/10.1007/s11600-022-00852-1

Permanent link to this page (URI)

https://res.slu.se/id/publ/118587