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Selection of Probability Distributions with a Case Study on Extreme Oder River Discharges
Selection of Probability Distributions with a Case Study on
Extreme Oder River Discharges
P.H.A.J.M. van Gelder
Delft University of Technology, Faculty of Civil Engineering, P.O. Box 5048, 2600 GA Delft, The Nether-
lands
J.M. van Noortwijk M.T. Duits
HKV Consultants, P.O. Box 2120, 8203 AC Lelystad, The Netherlands
ABSTRACT: In design, one often needs to estimate extreme quantiles for use as design values. Fitting prob-
ability distributions to data is widely used for estimating these extreme quantiles. Due to little data, a difficult
problem is often to select the type of distribution that can best be used. It is also seldom possible to derive the
exact probability distribution theoretically. Common probability distributions in civil engineering are for in-
stance normal, lognormal, gamma, Gumbel, Weibull, etc. Rather than choosing one particular probability
distribution a priori, we propose to fit various probability distributions to the observations and to attach
weights to these distributions according to how good the fits are. Existing methods are reviewed, extended
and applied to the annual maximal river discharges of the Oder river in Central Europe. Finally, the methods
will be compared with Monte Carlo simulation experiments.
1 INTRODUCTION 2 REVIEW OF THE METHODS
In many areas of civil engineering, the question In this section, the two methods for determining the
arises which probability distribution should be used weight factors of probability distributions are de-
to model the load and resistance. Instead of choosing scribed.
one particular probability distribution, it is also pos-
2.1 Bayes factors
sible to consider various probability distrib
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