Interval Estimation for Gumbel Distribution Using Climate Records

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• 作者：A. Asgharzadeh ; M. Abdi ; S. Nadarajah
• 关键词：Interval estimation ; Joint confidence region ; Record data ; Gumbel distribution ; 62F25 ; 62E15
• 刊名：Bulletin of the Malaysian Mathematical Sciences Society
• 出版年：2016
• 出版时间：January 2016
• 年：2016
• 卷：39
• 期：1
• 页码：257-270
• 全文大小：563 KB
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• 作者单位：A. Asgharzadeh (1)
  M. Abdi (2)
  S. Nadarajah (3)
  
  1. Department of Statistics, University of Mazandaran, Babolsar, Iran
  2. Department of Statistics, Higher Education complex of Bam, Bam, Iran
  3. School of Mathematics, University of Manchester, Manchester, M13 9PL, UK
  
• 刊物类别：Mathematics, general; Applications of Mathematics;
• 刊物主题：Mathematics, general; Applications of Mathematics;
• 出版者：Springer Singapore
• ISSN：2180-4206

文摘

The Gumbel distribution is one of the most popular widely used distributions in climate modeling. In this paper, we present exact confidence intervals (CI) and joint confidence regions (JCR) for the parameters of Gumbel distribution based on record data. Exact CI and JCR for the parameters of inverse Weibull distribution are also discussed. Three numerical examples with climate data are presented to illustrate the proposed methods. A simulation study is conducted to study the performance of the proposed CI and region. Keywords Interval estimation Joint confidence region Record data Gumbel distribution