The article discusses two statistical methods to estimate PMP values, the Hershfield and the NERC methods. Neither method offers any explanation why the PMP values can be calculated by the use of unbounded statistical distributions, but both methods include the use of envelope curves that are not independent of the region. Bounded data that fits an unbounded distribution must deviate from the distribution for high return periods and tend to a limiting value, and then there exists, a limiting reduced variate that can be used to find the PMP value. When the distribution is EV1, the limiting reduced variate can be defined by a mapping transformation, or by cutting off the distribution. It is shown that when Hershfield or NERC methods are used, the limiting reduced variate is included in the PMP values and can be separated from regional parameters. It is suggested that the limiting reduced variate, that depends solely on return period, may more easily be transferred between regions than the other parameters. This may be a great help in finding PMP values in regions where observations are not extensive enough to define limiting return periods with necessary certainty.
A case study with data from Iceland demonstrates, that using the limiting reduced variate, similarities emerge in the Icelandic data and the NERC PMP that justify the acceptance of the NERC method.
- Received September 14, 1993.
- Revision received December 10, 1993.
- Accepted May 24, 1994.
- © IWA Publishing 1994