Extreme value analysis and the study of climate change

In his paper in Climate Monitor, TML Wigley uses basic probability arguments to illustrate how a slowly changing climate could potentially affect the frequency of extreme events. In the time since the paper appeared, there has been increased interest in assessing how weather extremes may be altered by climate change. Much of the work has been conducted using extreme value analysis, which is the branch of statistics developed specifically to characterize extreme events. This commentary discusses the advantages of an EVA approach and reviews some EVA techniques that have been used to describe climate change's potential impact on extreme phenomena. Additionally, this commentary illustrates basic EVA techniques in an analysis of temperatures for central England. In parallel to Wigley's analysis, a time-varying EVA analysis is compared to a stationary one, and furthermore, the trend from the EVA analysis is compared to the trend in means.