Journal of the Korean Data and Information Science Society

한국데이터정보과학회 (The Korean Data and Information Science Society)
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Estimation for scale parameter of type-I extreme value distribution

  • Choi, Byungjin (Department of Applied Information Statistics, Kyonggi University)
  • 투고 : 2015.02.05
  • 심사 : 2015.03.17
  • 발행 : 2015.03.31
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초록

In a various range of applications including hydrology, the type-I extreme value distribution has been extensively used as a probabilistic model for analyzing extreme events. In this paper, we introduce methods for estimating the scale parameter of the type-I extreme value distribution. A simulation study is performed to compare the estimators in terms of mean-squared error and bias, and the obtained results are provided.

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참고문헌

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