On testing for change in extreme events

A common problem in climatology is detecting a change in the frequency or m agnitude of extreme events in an historical time series. This paper compare s the performance of two general approaches to this problem in a simple sit uation. The first approach is based on modelling the entire distribution, w hile the second approach focuses on the tail of the distribution. Although the second approach has clear advantages, the results of this paper suggest that it can also involve a substantial loss of information.