Skip to main content
Log in

Unbiased estimation of flood risk with the GEV distribution

  • Originals
  • Published:
Stochastic Hydrology and Hydraulics Aims and scope Submit manuscript

Abstract

Conventional flood frequency analysis is concerned with providing an unbiased estimate of the magnitude of the design flow exceeded with the probabilityp, but sampling uncertainties imply that such estimates will, on average, be exceeded more frequently. An alternative approach is therefore, to derive an estimator which gives an unbiased estimate of flow risk: the difference between the two magnitudes reflects uncertainties in parameter estimation. An empirical procedure has been developed to estimate the mean true exceedance probabilities of conventional estimates made using a GEV distribution fitted by probability weighted moments, and adjustment factors have been determined to enable the estimation of flood magnitudes exceeded with, on average, the desired probability.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  • Beard, L.R. 1960: Probability estimates based on small normal distribution samples. J. Geophysical Res. 65, 2143–2148

    Google Scholar 

  • Cunnane, C.; Nash, J.E. 1971: Bayesian estimation of frequency of hydrologic events. Mathematical Models in Hydrology. IAHS Publ. 100, 47–55

    Google Scholar 

  • Hardison, C.H.; Jennings, M.E. 1972: Bias in computed flood risk. J. Hyd. Div., Am. Soc. Civ. Eng. 98, 415–427

    Google Scholar 

  • Hosking, J.R.M.; Wallis, J.R.; Wood, E.F. 1985: Estimation of the generalised extreme value distribution by the method of probability-weighted moments. Technometrics 27, 251–261

    Google Scholar 

  • Jenkinson, A.F. 1955: The frequency distribution of the annual maximum (or minimum) of meteorological elements. Quart. J. R. Met. Soc. 81, 158–171

    Google Scholar 

  • Kuczera, G. 1987: The Bayesian framework for inference in flood frequency analysis. In: Singh, V.P. (ed.) Application of frequency and risk in water resources, Proceedings of a symposium on flood frequency and risk analysis, Baton Rouge, Louisiana. 45–61. Reidel: Dordrecht

    Google Scholar 

  • Lall, U. 1987: Project risk considering sampling uncertainties and a finite project operation period. In: Singh, V.P. (ed.) Application of frequency and risk in water resources, Proceedings of a symposium on flood frequency and risk analysis, Baton Rouge, Louisiana. 305–318. Reidel: Dordrecht

    Google Scholar 

  • Moran, P.A.P. 1957: The statistical treatment of floods. EOS. Trans. Am. Geophys. union. 38, 519–523

    Google Scholar 

  • Natural Environment Research Council 1975: Flood studies report. HMSO: London. 5 Vols.

    Google Scholar 

  • Prescott, P.; Walden, A.T. 1980: Maximum-likelihood estimation of the parameters of the generalised extreme value distribution. Biometrika 67, 723–724

    Google Scholar 

  • Stedinger, J.R. 1983: Design events with specified flood risk. Water Resour. Res. 19, 511–522

    Google Scholar 

  • Proschan, F. 1953: Confidence and tolerance intervals for the normal distribution. J. Am. Statist. Assoc., 48

  • Wood, E.F.; Rodriguez-Iturbe, I. 1975: Bayesian inference and decision making for extreme hydrologic events. Water Resour. Res. 11, 839–843

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

About this article

Cite this article

Arnell, N.W. Unbiased estimation of flood risk with the GEV distribution. Stochastic Hydrol Hydraul 2, 201–212 (1988). https://doi.org/10.1007/BF01550842

Download citation

  • Accepted:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF01550842

Key words

Navigation