On the annual maximum distribution in dependent partial duration series (Q1113560): Difference between revisions

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 \(\rho =0\) to \(\rho =1\) 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 throroughly analyzed 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.