On the Sampling Distribution of Exceedance Probabilities

  • Peter Funder Rasmussen
Conference paper
Part of the NATO ASI Series book series (volume 29)


Using a partial duration series model as an example the impact of parameter uncertainty on the true exceedance probability is examined. Analytical expressions for the probability density function and the mean value of the true exceedance probability are derived. The true exceedance probability is positively biased implying that the traditional design method on the average tends to be too optimistic.


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  1. Rasmussen, P.F. (1991) The partial duration series approach to flood frequency analysis. Series paper no. 55. Institute of Hydrodynamics and Hydraulic Engineering, Technical University of DenmarkGoogle Scholar
  2. Rasmussen, P.F. and D. Rosbjerg (1989) Risk estimation in partial duration series. Water Resour. Res., 25(11), 2319–2330CrossRefGoogle Scholar

Copyright information

© Springer-Verlag Berlin Heidelberg 1991

Authors and Affiliations

  • Peter Funder Rasmussen
    • 1
  1. 1.Institute of Hydrodynamics and Hydraulic EngineeringTechnical University of DenmarkLyngbyDenmark

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