Revue d'économie et de statistique appliquée
Volume 18, Numéro 1, Pages 45-55
2021-06-29
Authors : Cheraitia Hassen .
The objective of this article is to estimate the two parameters of the generalized Pareto distribution (GPD) that allows us to calculate return levels of temperature for different return periods. we worked on a monthly average temperatures series of the Jijel weather station (Northern Algeria), after the determination of the threshold (u_0 = 18 °C), we estimated the parameters of the GPD by the maximum likelihood method, it was found that the generalized Pareto distribution of type II (with bounded tails) is more suitable for the maximum monthly temperatures. Once the estimated model has been validated we calculated returns levels for different periods, according to this model. We must wait about 100 years to record an average monthly temperature of 28.56 °C.
generalized Pareto distribution ; maximum likelihood estimate ; average monthly temperature ; return level
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عابد يوسف
.
ص 117-132.
Yahia Zeghoudi
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pages 74-88.
Souag-gamane Dja
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Dechemi érie Reddine
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pages 95-102.
Said Houari Amel
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pages 257-268.
Ghenim An
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Megnounif A
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pages 85-97.