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Floods: some probabilistic and statistical approaches

Cox, DR; Isham, VS; Northrop, PJ; (2002) Floods: some probabilistic and statistical approaches. PHILOSOPHICAL TRANSACTIONS OF THE ROYAL SOCIETY A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES , 360 (1796) 1389 - 1408. 10.1098/rsta.2002.1006.

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Abstract

Some of the many statistical aspects of floods are discussed and some new results are given on a number of features. The probability theory of extreme values is briefly reviewed and its potential for applications outlined. The peaks-over-threshold method of estimation is compared with the direct use of annual maxima and some theoretical comparisons of efficiency are given. The effect of trend oil the distribution of maxima is analysed in terms of a simple theoretical model distinguishing the effects of trend in mean level and of trend in dispersion. An empirical Bayes method for pooling information from a number of sources is described and illustrated, and related to the procedures recommended in the Flood estimation handbook. In the final section, a range of further issues is outlined.

Type:Article
Title:Floods: some probabilistic and statistical approaches
Location:LONDON, ENGLAND
DOI:10.1098/rsta.2002.1006
Keywords:annual maxima, changing climate, empirical Bayes estimation, extreme values, generalized extreme-value distribution, peaks over thresholds, EMPIRICAL BAYES APPROACH, REGIONAL INFORMATION, EXTREMES, SAMPLE, MODELS
UCL classification:UCL > School of BEAMS > Faculty of Maths and Physical Sciences > Statistical Science

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