Heavy tailed durations of regional rainfall

Durations of rain events and drought events over a given region provide important information about the water resources of the region. Of particular interest is the shape of upper tails of the probability distributions of such durations. Recent research suggests that the underlying probability distributions of such durations have heavy tails of hyperbolic type, across a wide range of spatial scales from 2 km to 120 km. These findings are based on radar measurements of spatially averaged rain rate (SARR) over a tropical oceanic region. The present work performs a nonparametric inference on the Pareto tail-index of wet and dry durations at each of those spatial scales, based on the same data, and compares it with conclusions based on the classical Hill estimator. The results are compared and discussed. The authors express sincere thanks to the Mathematisches Forschungsinstitut Oberwolfach (MFO) for facilitating their collaboration under a “Research in Pairs” project hosted at MFO during March 5–25, 2006. The research of the second and third authors was supported by the project LC06024.