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Climate change occurs when there is rise in average surface temperature on earth, which is mostly due to the burning of fossil fuels usually by human activities. It has been known to contribute greatly to the occurrence of extreme storms and rainfall, this trend continues as the effect of climate change becomes more pronounced. Therefore, this study modelled the extreme rainfall data of three locations (Calabar, Ikeja, Edo) in Nigeria. The block maxima method was used to pick out the maximum rainfall data in each year to form annual maxima data set. The parameters [location, scale, shape] were estimated using both the Classical and Bayesian methods. The result shows that the Bayesian Informative approach is a very good procedure in modelling the Nigerian Extreme Rainfall data.
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