Abstract
Numerous parameter estimate methods for three kinds of commonly used extremal value distributions, known as Gumbel I distribution, Weibull distribution and Generalized pareto distribution, were introduced. The advantages and shortcomings of these methods were discussed. The suitability of every method for different distribution was analyzed by estimating of the parameters for the randomly produced samples from the three distributions, and the optimal parameter estimate methods for different distributions were suggested.
| Original language | English |
|---|---|
| Pages (from-to) | 1605-1609 |
| Number of pages | 5 |
| Journal | Harbin Gongye Daxue Xuebao/Journal of Harbin Institute of Technology |
| Volume | 36 |
| Issue number | 12 |
| State | Published - Dec 2004 |
| Externally published | Yes |
Keywords
- Extremal value distribution
- Parameter estimate
- Sample size
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