Mixture Gumbel models for extreme series including infrequent phenomena

Thomas Rodding Kjeldsen, Hyunjun Ahn, Ilaria Prosdocimi, Jun Haeng Heo

Research output: Contribution to journalArticlepeer-review

11 Citations (Scopus)


A Gumbel mixture distribution is proposed for modelling extreme events from two different mechanisms: one phenomenon occurring annually and one occurring infrequently. A new Monte Carlo simulation procedure is presented and used to assess the consequence of fitting traditional Gumbel or GEV models to annual maximum series originating from two different populations. The results show that mixture models are preferred to single-population models when the two populations are very different. The Gumbel mixture model was applied to annual maximum 24-hour rainfall data from 64 South Korean raingauges, split into events generated by typhoon and non-typhoon rainfall. The results show that the use of a mixture model provides a more accurate description of the observed data than the Gumbel distribution, but is comparable to the GEV model. The theoretical and practical results highlight the need for more robust methods for identifying the underlying populations before mixture models can be recommended.

Original languageEnglish
Pages (from-to)1927-1940
Number of pages14
JournalHydrological Sciences Journal
Issue number13-14
Publication statusPublished - 2018 Oct 26

Bibliographical note

Funding Information:
The authors acknowledge funding from the University of Bath Global Mobility Grant. Ilaria Prosdocimi is supported by an NPIF Innovation Fellowship from the Natural Environment Research Council (NERC), under the project NE/R013152/1.

Publisher Copyright:
© 2018, © 2018 The Author(s). Published by Informa UK Limited, trading as Taylor & Francis Group.

All Science Journal Classification (ASJC) codes

  • Water Science and Technology


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