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The Gumbel Mixed Model Applied to Storm Frequency Analysis

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  • Sheng Yue

Abstract

A bivariate extreme value distribution, namely theGumbel mixed model constructed from Gumbel marginaldistributions is employed to analyze the joint distributionof correlated storm peak (maximum rainfall intensity) andamount. Based on its marginal distributions, the jointdistribution, the conditional probability distribution, andthe associated return periods can be deduced. Parameters ofthe bivariate distribution model are estimated based on itsmarginal distributions by the method of moments (MM). Theusefulness of the model is demonstrated by using it torepresent multivariate storm events at the Niigatameteorological station in Japan. Copyright Kluwer Academic Publishers 2000

Suggested Citation

  • Sheng Yue, 2000. "The Gumbel Mixed Model Applied to Storm Frequency Analysis," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 14(5), pages 377-389, October.
    • Handle: RePEc:spr:waterr:v:14:y:2000:i:5:p:377-389
    DOI: 10.1023/A:1011124423923
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    References listed on IDEAS

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    1. Stuart G. Coles & Jonathan A. Tawn, 1994. "Statistical Methods for Multivariate Extremes: An Application to Structural Design," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 43(1), pages 1-31, March.
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    1. Kim, Sooil & Haab, Timothy C., 2005. "Generalized Estimation Methods for Non-i.i.d. Binary Data: An Application to Dichotomous Choice Contingent Valuation," 2005 Annual meeting, July 24-27, Providence, RI 19138, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).

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