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A tale of two stations: a note on rejecting the Gumbel distribution
Responsible organisation
2022 (English)In: Acta Geophysica, ISSN 1895-6572, E-ISSN 1895-7455Article in journal (Refereed) Published
Abstract [en]

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.

Place, publisher, year, edition, pages
2022.
Keywords [en]
Extreme values, River discharge, GEV distribution, Sample size, Bootstrap
National Category
Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:polar:diva-8913DOI: 10.1007/s11600-022-00852-1OAI: oai:DiVA.org:polar-8913DiVA, id: diva2:1715939
Available from: 2022-12-04 Created: 2022-12-04 Last updated: 2022-12-04Bibliographically approved

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Publisher's full texthttps://doi.org/10.1007/s11600-022-00852-1
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Acta Geophysica
Probability Theory and Statistics

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