JOINT OCCURRENCE RATE OF PRECIPITATIONS BY BIVARIATE GP DISTRIBUTION - MATHEMATICAL IDEAAND ITS CONNECTION TO ACTUAL DATA -

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  • ２変量ＧＰ分布による降水量の同時生起頻度の推定法 - 数学的なアイデアと現実データの接続 -

Abstract

 Joint occurrence of natural hazards, that an extreme event of natural foece contemporaneous with other events, should become taken into account as our civilization has matured. Recent extreme value theory has introduced a bivariate generalized Pareto (GP) distribution for extremes. However it is hard to say that the original mathematical papers well explained how useful it is in contradistinction to the conventional treatment of censoring a bivariate extreme value distribution of componentwise block maxima. Thus there are few applications reported until now, though it is feasible and flexible to actual situations. This study examines the mathematical constitution and the connections in viewpoint of the flood problems.

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