A newly-discovered GPD-GEV relationship together with comparing their models of extreme precipitation in summer

被引：20

作者：

Ding Yuguo ^{[1
]}

Cheng Bingyan ^{[2
]}

Jiang Zhihong ^{[1
]}

机构：

[1] Nanjing Univ Informat Sci & Technol, Natl Key Lab Meteorol Dis Jiangsu, Nanjing 210044, Peoples R China

[2] Chongqing City Meteorol Bur, Climate Ctr, Chongqing 401147, Peoples R China

来源：

ADVANCES IN ATMOSPHERIC SCIENCES | 2008年 / 25卷 / 03期

基金：

中国国家自然科学基金;

关键词：

Generalized Pareto Distribution; Generalized Extreme Value; daily rainfall; extreme precipitation; rainstorm;

D O I：

10.1007/s00376-008-0507-5

中图分类号：

P4 [大气科学（气象学）];

学科分类号：

0706 ; 070601 ;

摘要：

It has been theoretically proven that at a high threshold an approximate expression for a quantile of GEV (Generalized Extreme Values) distribution can be derived from GPD (Generalized Pareto Distribution). Afterwards, a quantile of extreme rainfall events in a certain return period is found using L-moment estimation and extreme rainfall events simulated by GPD and GEV, with all aspects of their results compared. Numerical simulations show that POT (Peaks Over Threshold)-based GPD is advantageous in its simple operation and subjected to practically no effect of the sample size of the primitive series, producing steady high-precision fittings in the whole field of values (including the high-end heavy tailed). In comparison, BM (Block Maximum)-based GEV is limited, to some extent, to the probability and quantile simulation, thereby showing that GPD is an extension of GEV, the former being of greater utility and higher significance to climate research compared to the latter.

引用

页码：507 / 516

页数：10

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