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Predicting and evaluating extreme weather events

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Background<br />

GEV<br />

Three parameters: location,<br />

scale <strong>and</strong> shape.<br />

Pr{M n ≤ z} =<br />

{<br />

exp − [ 1 + ξ ( )] }<br />

z−µ −1/ξ<br />

σ<br />

M n = max{X 1 , . . . , X n }<br />

Simulated Maxima from various df’s.

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