Sensitivity of goodness-of-fit statistics to rainfall data rounding off

Abstract

An analysis based on the L-moments theory suggests of adopting the generalized Pareto distribution to interpret daily rainfall depths recorded by the rain-gauge network of the Hydrological Survey of the Sardinia Region. Nevertheless, a big problem, not yet completely resolved, arises in the estimation of a left-censoring threshold able to assure a good fitting of rainfall data with the generalized Pareto distribution. In order to detect an optimal threshold, keeping the largest possible number of data, we chose to apply a “failure-to-reject” method based on goodness-of-fit tests, as it was proposed by Choulakian and Stephens [Choulakian, V., Stephens, M.A., 2001. Goodness-of-fit tests for the generalized Pareto distribution. Technometrics 43, 478–484]. Unfortunately, the application of the test, using percentage points provided by Choulakian and Stephens (2001), did not succeed in detecting a useful threshold value in most analyzed time series. A deeper analysis revealed that these failures are mainly due to the presence of large quantities of rounding off values among sample data, affecting the distribution of goodness-of-fit statistics and leading to significant departures from percentage points expected for continuous random variables. A procedure based on Monte Carlo simulations is thus proposed to overcome these problems.