Characterizing the tail behavior of daily precipitation probability distributions over India using the Obesity Index

2021 ◽  
Author(s):  
Neha Gupta ◽  
Sagar Rohidas Chavan
Keyword(s):  
Daily Precipitation ◽  
Probability Distributions ◽  
Tail Behavior ◽  
Obesity Index

scholarly journals Multiperiod conditional distribution functions for conditionally normal GARCH(1, 1) models

2005 ◽  
Vol 42 (02) ◽  
pp. 426-445
Author(s):  
Raymond Brummelhuis ◽  
Dominique Guégan
Keyword(s):  
Conditional Probability ◽  
Conditional Distribution ◽  
Probability Distributions ◽  
Random Variables ◽  
Distribution Functions ◽  
Tail Behavior ◽  
Asymptotic Tail

We study the asymptotic tail behavior of the conditional probability distributions of r t+k and r t+1+⋯+r t+k when (r t ) t∈ℕ is a GARCH(1, 1) process. As an application, we examine the relation between the extreme lower quantiles of these random variables.

scholarly journals Estimating Maximum Daily Precipitation in the Upper Vistula Basin, Poland

Atmosphere ◽  
2019 ◽  
Vol 10 (2) ◽  
pp. 43 ◽  
Author(s):  
Dariusz Młyński ◽  
Andrzej Wałęga ◽  
Andrea Petroselli ◽  
Flavia Tauro ◽  
Marta Cebulska
Keyword(s):  
Root Mean Square Error ◽  
Mean Square Error ◽  
Root Mean Square ◽  
Goodness Of Fit ◽  
Daily Precipitation ◽  
Probability Distributions ◽  
Random Variables ◽  
Coefficient Of Determination ◽  
Mean Square ◽  
Probability Of Exceedance

The aim of this study was to determine the best probability distributions for calculating the maximum annual daily precipitation with the specific probability of exceedance (Pmaxp%). The novelty of this study lies in using the peak-weighted root mean square error (PWRMSE), the root mean square error (RMSE), and the coefficient of determination (R2) for assessing the fit of empirical and theoretical distributions. The input data included maximum daily precipitation records collected in the years 1971–2014 at 51 rainfall stations from the Upper Vistula Basin, Southern Poland. The value of Pmaxp% was determined based on the following probability distributions of random variables: Pearson’s type III (PIII), Weibull’s (W), log-normal, generalized extreme value (GEV), and Gumbel’s (G). Our outcomes showed a lack of significant trends in the observation series of the investigated random variables for a majority of the rainfall stations in the Upper Vistula Basin. We found that the peak-weighted root mean square error (PWRMSE) method, a commonly used metric for quality assessment of rainfall-runoff models, is useful for identifying the statistical distributions of the best fit. In fact, our findings demonstrated the consistency of this approach with the RMSE goodness-of-fit metrics. We also identified the GEV distribution as recommended for calculating the maximum daily precipitation with the specific probability of exceedance in the catchments of the Upper Vistula Basin.

scholarly journals Assessment of temporal change in the tails of probability distribution of daily precipitation over India due to climatic shift in 1970s

2021 ◽  
Author(s):  
Neha Gupta ◽  
Sagar Rohidas Chavan
Keyword(s):  
Extreme Precipitation ◽  
Temporal Change ◽  
Daily Precipitation ◽  
Tail Behavior ◽  
Water Control ◽  
Error Norm ◽  
Extreme Precipitation Events ◽  
Daily Precipitation Data ◽  
Time Periods ◽  
Heavy Tailed

Abstract Daily precipitation extremes are crucial in the hydrological design of major water control structures and are expected to show a changing tendency over time due to climate change. The magnitude and frequency of extreme precipitation can be assessed by studying the upper tail behavior of probability distributions of daily precipitation. Depending on the tail behavior, the distributions can be classified into two categories: heavy-tailed and light-tailed distributions. Heavier tails indicate more frequent occurrences of extreme precipitation events. In this paper, we have analyzed the temporal change in the tail behavior of daily precipitation over India from pre- to post-1970 time periods as per the global climatic shift. A modified Probability Ratio Mean Square Error norm is used to identify the best-fit distribution to the tails of daily precipitation among four theoretical distributions (e.g., Pareto-type II, Lognormal, Weibull, and Gamma distributions). The results indicate that the Lognormal distribution, which is a heavy-tailed distribution, fits the tails of daily precipitation for the majority of the grids. It is inferred from the study that there is an increase in the heaviness of tails of daily precipitation data over India from pre- to post-1970 time periods.

scholarly journals Multiperiod conditional distribution functions for conditionally normal GARCH(1, 1) models

2005 ◽  
Vol 42 (2) ◽  
pp. 426-445 ◽  
Author(s):  
Raymond Brummelhuis ◽  
Dominique Guégan
Keyword(s):  
Conditional Probability ◽  
Conditional Distribution ◽  
Probability Distributions ◽  
Random Variables ◽  
Distribution Functions ◽  
Tail Behavior ◽  
Asymptotic Tail

We study the asymptotic tail behavior of the conditional probability distributions of rt+k and rt+1+⋯+rt+k when (rt)t∈ℕ is a GARCH(1, 1) process. As an application, we examine the relation between the extreme lower quantiles of these random variables.

Heavy Tails of Discounted Aggregate Claims in the Continuous-Time Renewal Model

2007 ◽  
Vol 44 (02) ◽  
pp. 285-294 ◽  
Author(s):  
Qihe Tang
Keyword(s):  
Asymptotic Formula ◽  
Continuous Time ◽  
Heavy Tails ◽  
Tail Behavior ◽  
Renewal Model ◽  
Discounted Aggregate Claims ◽  
Aggregate Claims ◽  
Tail Asymptotic

We study the tail behavior of discounted aggregate claims in a continuous-time renewal model. For the case of Pareto-type claims, we establish a tail asymptotic formula, which holds uniformly in time.

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