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On the annual maximum distribution in dependent partial duration series

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Abstract

As a basis for development of the annual maximum distribution the so-called partial duration series with Poissonian occurrence times and exponentially distributed peak exceedance values has been selected. The model is generalized by allowing for a Markov dependence between succeeding peak values. Correlation values from p=0 to p=1 can be accounted for by introducing the Marshall-Olkin bivariate exponential distribution, which is presented in detail. The developed distribution function for the annual maximum is throughly analysed and a variety of distribution forms depending on the value of the correlation coefficient and the intensity in the Poisson process is hereby recognized. To a certain extent this might be considered as parallel to the scattering of hydrological regions with different generating mechanisms for the annual maxima.

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Authors and Affiliations

  1. Institute of Hydrodynamics and Hydraulic Engineering, Technical University of Denmark, DK-2800, Lyngby, Denmark

    D. Rosbjerg

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  1. D. Rosbjerg
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Rosbjerg, D. On the annual maximum distribution in dependent partial duration series. Stochastic Hydrol Hydraul 1, 3–16 (1987). https://doi.org/10.1007/BF01543906

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  • DOI: https://doi.org/10.1007/BF01543906

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