The Palmer Drought Severity Index (PDSI) is a widely used regional index for assessing drought severity, addressing the elusive properties of drought intensity and timing. However, the index employs arbitrary rules for quantifying these properties and relies on limited comparisons for standardization, making it sensitive to criteria for ending an "established" drought. Precipitation in one month can significantly affect PDSI values for previous months, and the distribution of PDSI conditioned on the previous month's value may be bimodal, limiting the effectiveness of conventional time series models. The PDSI's limitations include arbitrary classification of drought severity, the use of arbitrary transition values, and the need for a clear definition of drought. Despite these issues, the PDSI remains widely used, and further research is needed to develop more robust drought indices.The Palmer Drought Severity Index (PDSI) is a widely used regional index for assessing drought severity, addressing the elusive properties of drought intensity and timing. However, the index employs arbitrary rules for quantifying these properties and relies on limited comparisons for standardization, making it sensitive to criteria for ending an "established" drought. Precipitation in one month can significantly affect PDSI values for previous months, and the distribution of PDSI conditioned on the previous month's value may be bimodal, limiting the effectiveness of conventional time series models. The PDSI's limitations include arbitrary classification of drought severity, the use of arbitrary transition values, and the need for a clear definition of drought. Despite these issues, the PDSI remains widely used, and further research is needed to develop more robust drought indices.