Application of the Bayesian Approach in Regional Analysis of Extreme Rainfalls

Based on the Partial Duration Series model a regional Bayesian approach is introduced in the modelling of extreme rainfalls from a country-wide system of recording raingauges in Denmark. The application of the Bayesian principles is derived in case of both exponential and generalized Pareto-distributed exceedances. The method is applied to, respectively, the total precipitation depth and the maximum 10 minutes rain intensity of individual storms from 41 stations. By means of the regional analysis prior distributions of the parameters in the Partial Duration Series model are estimated. It is shown that the regional approach significantly reduces the uncertainty of the T-year event estimator compared to estimation based solely on at-site data. In addition, the regional approach provides quantile estimates at non-monitored sites.