Estimation of Extreme Values by the Average Conditional Exceedance Rate Method

Table 1

100-year return level estimates and 95% CI (BCI = CI by bootstrap) for A = ACER, G = Gumbel, and P = POT. Exact value = 4.80.

Sim. No.	A 𝜂^100	ACI	ABCI	G𝜂^100	GBCI	P𝜂^100	PBCI
1	5.07	(4.67, 5.21)	(4.69, 5.42)	4.41	(4.14, 4.73)	4.29	(4.13, 4.52)
10	4.65	(4.27, 4.94)	(4.37, 5.03)	4.92	(4.40, 5.58)	4.88	(4.42, 5.40)
20	4.86	(4.49, 5.06)	(4.44, 5.19)	5.04	(4.54, 5.63)	5.04	(4.48, 5.74)
30	4.75	(4.22, 5.01)	(4.33, 5.02)	4.75	(4.27, 5.32)	4.69	(4.24, 5.26)
40	4.54	(4.20, 4.74)	(4.27, 4.88)	4.80	(4.31, 5.39)	4.73	(4.19, 5.31)
50	4.80	(4.35, 5.05)	(4.42, 5.14)	4.91	(4.41, 5.50)	4.79	(4.31, 5.34)
60	4.84	(4.36, 5.20)	(4.48, 5.19)	4.85	(4.36, 5.43)	4.71	(4.32, 5.23)
70	5.02	(4.47, 5.31)	(4.62, 5.36)	4.96	(4.47, 5.53)	4.97	(4.47, 5.71)
80	4.59	(4.33, 4.81)	(4.38, 4.98)	4.76	(4.31, 5.31)	4.68	(4.15, 5.27)
90	4.84	(4.49, 5.11)	(4.60, 5.30)	4.77	(4.34, 5.32)	4.41	(4.23, 4.64)
100	4.62	(4.29, 5.05)	(4.45, 5.09)	4.79	(4.31, 5.41)	4.53	(4.05, 4.88)
Av. 100	4.82	(4.41, 5.09)	(4.48, 5.18)	4.84	(4.37, 5.40)	4.72	(4.27, 5.23)