| __HESS - Abstract__ *(Site not responding. Last check: 2007-10-19)* |

| | Abstract: The widely-used hydrological procedures for calculating events with T-year return periods from data that follow a **Gumbel** **distribution** assume that the data sequence from which the **Gumbel** **distribution** is fitted remains stationary in time. |

| | The paper describes an alternative model in which the **Gumbel** **distribution** has a (possibly) time-variant mean, the time-trend in mean value being determined, for the present purpose, by a single parameter β estimated by Maximum Likelihood (ML). |

| | Simulated samples from a standard **Gumbel** **distribution** were given superimposed linear trends of different magnitudes, and the power of each of three trend-testing procedures (Maximum Likelihood, Linear Regression, and the non-parametric Mann-Kendall test) were compared. |

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