Skip to main content
Log in

The two-component extreme value distribution for flood frequency analysis: Derivation of a new estimation method

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

Abstract

The two component extreme value (TCEV) distribution has recently been shown to account for most of the characteristics of the real flood experience. A new method of parameter estimation for this distribution is derived using the principle of maximum entropy (POME). This method of parameter estimation is suitable for application in both the site-specific and regional cases and appears simpler than the maximum likelihood estimation method. Statistical properties of the regionalized estimation were evaluated using a Monte Carlo approach and compared with those of the maximum likelihood regional estimators.

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

  • Arnell, N.W.; Gabriele, S. 1986: Regional flood frequency analysis using the two-component extreme value distribution: an assessment using computer simulation experiments. Proceeding of the Seminar of December 16–20, 1985 (in press). “Combined efficiency of direct and indirect estimates for point and regional flood prediction”, Perugia, Italy

  • Beran, M.A.; Hosking, J.R.M.; Arnell, N.W. 1986: Comment on ‘Two-component extreme value distribution for flood frequency analysis’, by Rossi et al., 1984. Water Resour. Res. 22(2), 263–266

    Google Scholar 

  • Canfield, R.V. 1979: The distribution of the extreme of a mixture random variable with application in hydrology. In: McBean, E.A.; Hipel, K.W.; Unny, T.E. (eds.) Input for risk analysis in Water Systems, pp. 77–84. Fort Collins, Colorado

  • Fiorentino, M.; Gabriele, S. 1985: Distribuzione TCEV: metodi di stima dei parametri e proprieta statistiche degli stimatori. Consiglio Nazaionale delle Ricerche-IRPI, Geodata n. 25, Cosenza, Italy (in Italian)

  • Fiorentino, M.; Rossi, F.; Versace, P. 1985: Regional flood frequency estimation using the two-component extreme value distribution. Hydrological Sciences J. 30, 51–64

    Google Scholar 

  • Fiorentino, M.; Gabriele, S.; Rossi, F.; Versace, P. 1987: Hierarchical approach for regional flood frequency analysis. In: Singh, V.P. (ed.) Regional frequency analysis, The Netherlands: D. Reidell Publ. (in press)

    Google Scholar 

  • Jaynes, E.T. 1957: Information theory and statistical mechanics, I. Physical Review 106, 620–630

    Google Scholar 

  • Jaynes, E.T. 1961: Probability theory in science and engineering. New York: McGraw-Hill

    Google Scholar 

  • Jaynes, E.T. 1968: Prior probabilities. IEEE Trans. Syst. Man Cybern., 3(SSC-4), 227–241

    Google Scholar 

  • Jowitt, P.W. 1979: The extreme-value type-I distribution and the principle of maximum entropy. J. of Hydrology. 42, 23–38

    Google Scholar 

  • Rossi, F.; Fiorentino, M.; Versace, P. 1986: Reply to the comment on ‘Two-component extreme value distribution for flood frequency analysis. Water Resour. Res. 22(2), 267–269

    Google Scholar 

  • Shannon, C.C.; Weaver, W. 1949: The mathematical theory of communication pp. 117, The University of Illinois Press, Urbana, Illinois

    Google Scholar 

  • Singh, V.P.; Singh, K. 1985: Derivation of the Pearson type (PT) III distribution by using the principle of maximum entropy (POME). J. of Hydrology. 80, 197–214

    Google Scholar 

  • Singh, V.P.; Singh, K.; Rajagopal, K. 1985: Application of the principle of maximum entropy (POME) to hydrologic frequency analysis. Completion Report, Louisiana Water Resour. Res. Institute, Louisiana State University, Baton Rouge, Louisiana

    Google Scholar 

  • Sonuga, J.O. 1972: Principal of maximum entropy in hydrologic frequency and analysis. J. of Hydrology. 17, 117–191

    Google Scholar 

  • Sonuga, J.O. 1976: Entropy principle applied to rainfall-runoff process. J. of Hydrology. 30, 81–94

    Google Scholar 

  • Verdugo Lazo, A.C.Z.; Rathie, P.N. 1978: On the entropy of continuous probability distributions. IEEE Transactions on Information Theory. IT-24(1), 120–122

    Google Scholar 

  • Versace, P.; Fiorentino, M.; Rossi, F. 1982: Analysis of flood series by stochastic models. In: El-Shaarawi, A.H.; Esterby, S.R. (eds.) In Time Series Methods in Hydrosciences, 315–324, Elsevier, New York

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

About this article

Cite this article

Fiorentino, M., Arora, K. & Singh, V.P. The two-component extreme value distribution for flood frequency analysis: Derivation of a new estimation method. Stochastic Hydrol Hydraul 1, 199–208 (1987). https://doi.org/10.1007/BF01543891

Download citation

  • Accepted:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF01543891

Key words

Navigation