In this study we compared the efficiency of frequentist approach with Bayesian approach by carrying out extreme value analysis of Annual Maximum Daily Rainfall (AMDR). For frequentist frequency analysis of AMDR, we used the data of one station i.e. Lahore in Punjab province, Pakistan while for Bayesian analysis we used the data of three other neighboring stations as prior information. During frequentist approach, Generalized Extreme Value (GEV) was found to be a best-fit distribution on the data. In frequentist method, the parameters of GEV distribution were estimated using Maximum Likelihood Estimation (MLE), while in the Bayesian framework the Markov Chain Monte Carlo (MCMC) simulation technique along with Metropolis-Hasting algorithm and Gibbs sampler were implemented. Findings of this study indicate that despite the asymptotic requirements of the MLE, its performance can be enhanced by adopting the Bayesian MCMC paradigm. In order to acquire the posterior densities of GEV parameters, non-informative and informative priors based on the historical data of surrounding weather stations were employed. The result of Bayesian MCMC might be affected by the choice of priors. In addition, the performance of the parameters estimation methods was verified by employing several robustness measures. Robustness measures results proved that the Bayesian MCMC method performed better than MLE in estimating GEV parameters and future return levels. Therefore, the findings of these analyses could be helpful in adopting proper flood protection measures and designing infrastructures of culverts, buildings, bridges and dams in the region.
Modelling of extreme rainfall in Punjab: Pakistan using bayesian and frequentist approach
Ahmad T.;
2019
Abstract
In this study we compared the efficiency of frequentist approach with Bayesian approach by carrying out extreme value analysis of Annual Maximum Daily Rainfall (AMDR). For frequentist frequency analysis of AMDR, we used the data of one station i.e. Lahore in Punjab province, Pakistan while for Bayesian analysis we used the data of three other neighboring stations as prior information. During frequentist approach, Generalized Extreme Value (GEV) was found to be a best-fit distribution on the data. In frequentist method, the parameters of GEV distribution were estimated using Maximum Likelihood Estimation (MLE), while in the Bayesian framework the Markov Chain Monte Carlo (MCMC) simulation technique along with Metropolis-Hasting algorithm and Gibbs sampler were implemented. Findings of this study indicate that despite the asymptotic requirements of the MLE, its performance can be enhanced by adopting the Bayesian MCMC paradigm. In order to acquire the posterior densities of GEV parameters, non-informative and informative priors based on the historical data of surrounding weather stations were employed. The result of Bayesian MCMC might be affected by the choice of priors. In addition, the performance of the parameters estimation methods was verified by employing several robustness measures. Robustness measures results proved that the Bayesian MCMC method performed better than MLE in estimating GEV parameters and future return levels. Therefore, the findings of these analyses could be helpful in adopting proper flood protection measures and designing infrastructures of culverts, buildings, bridges and dams in the region.File | Dimensione | Formato | |
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1. MODELLING OF EXTREME RAINFALL IN PUNJAB PAKISTAN.pdf
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