Uncertainty in calibrating generalised Pareto distribution to rainfall extremes in Lake Victoria basin
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Date
2015
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Publisher
Hydrology Research
Abstract
Uncertainty in the calibration of the generalised Pareto distribution (GPD) to rainfall extremes is
assessed based on observed and large number of global climate model rainfall time series for nine
locations in the Lake Victoria basin (LVB) in Eastern Africa. The class of the GPD suitable for capturing
the tail behaviour of the distribution and extreme quantiles is investigated. The best parameter
estimation method is selected following comparison of the method of moments, maximum
likelihood, L-moments, and weighted linear regression in quantile plots (WLR) to quantify uncertainty
in the extreme intensity quantiles by employing the Jackknife method and nonparametric percentile
bootstrapping in a combined way. The normal tailed GPD was found suitable. Although the
performance of each parameter estimation method was acceptable in a number of evaluation
criteria, generally the WLR technique appears to be more robust than others. The difference between
upper and lower limits of the 95% confidence intervals expressed as a percentage of the empirical
10-year rainfall intensity quantile ranges from 9.25 up to 59.66%. The assessed uncertainty will be
useful in support of risk based planning, design and operation of water engineering and water
management applications related to floods in the LVB.
Description
Keywords
Extreme value analysis, Generalised Pareto distribution, Lake Victoria basin, Parameter estimation, Rainfall extremes, Uncertainty analysis
Citation
Onyutha, C., & Willems, P. (2015). Uncertainty in calibrating generalized Pareto distribution to rainfall extremes in Lake Victoria basin. Hydrology Research , 46 (3), 356-376. doi: 10.2166/nh.2014.052