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In this paper frequency analysis of annual extreme daily rainfall of 14 gauging stations located in an arid zone of Iran were performed using parametric and nonparametric approaches. The parametric methods include normal, two- and three-parameter log-normal, two-parameter gamma, Pearson and log-Pearson type III, extreme value type I (Gumbel), generalized extreme value and generalized logistic distributions. The nonparametric approach is Fourier series method. The data were fitted to all of above mentioned models and the results showed that the goodness of fit of the data to Fourier series is much better than other parametric methods. Thus the Fourier series can be used as an alternative approach for frequency analysis of extreme daily rainfall in an arid zone. In addition, the quantiles can be calculated by the Fourier series. [ABSTRACT FROM AUTHOR]