On the tails of distributions of annual peak flow
Author(s) -
Witold G. Strupczewski,
Krzysztof Kochanek,
Iwona Markiewicz,
Ewa Bogdanowicz,
Stanisław Węglarczyk,
Vijay P. Singh
Publication year - 2011
Publication title -
hydrology research
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.665
H-Index - 48
eISSN - 1996-9694
pISSN - 0029-1277
DOI - 10.2166/nh.2011.062
Subject(s) - quantile , gumbel distribution , mathematics , heavy tailed distribution , statistics , inverse distribution , distribution (mathematics) , moment (physics) , gaussian , statistical physics , probability distribution , extreme value theory , mathematical analysis , physics , classical mechanics , quantum mechanics
This study discusses an application of heavy-tailed distributions to modelling of annual peak flows in general and of Polish data sets in particular. One- and two-shape parameter heavy-tailed distributions are obtained by transformations of random variables. The correct selection of a flood frequency model with emphasis on heavy-tailed distribution discrimination is then discussed. If a distribution is wrongly assumed, the error, in the upper quantile, arising as a result, depends on the method of parameter estimation and is shown analytically for three methods. Asymptotic and sampling values (got by simulation) were assessed for the pair log-Gumbel ( LG ) as a false distribution and log-normal ( LN ) as a true distribution. Comparing the upper quantiles of various distributions with the same values of moments, it is found that heavy-tailed distributions do not consistently provide higher flood frequency estimates than do soft-tailed distributions. Based on L- moment ratio diagrams and the test of linearity on log–log plots, it is concluded that Polish datasets of annual peak flows should be modelled using soft-tailed distributions, such as the three-parameter Inverse Gaussian, rather than heavy-tailed distributions.
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