Skip to main content

Statistical Choice of Univariate Extreme Models. Part II

  • Chapter
Statistical Extremes and Applications

Part of the book series: NATO ASI Series ((ASIC,volume 131))

  • 733 Accesses

Abstract

Tiago de Oliveira presented the first paper in a series on statistical choice of univariate extreme models. This paper is a second one in that series. We present formulae for the general mean values and variances and some computer results. We investigated for how small values of the sample size the proposed test statistics may be useful by computer simulations applying the chisquare and Stephens’goodness of fit tests for normality. Some concrete data are further analysed in more detail. We conclude the paper with a general discussion.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 259.00
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 329.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD 329.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. Dahlquist, G., Björck, A. and Anderson, N.(19741. “Numerical Methods”, Prentice-Hall, Inc., Englewood Cliffs, New Jersey.

    Google Scholar 

  2. Fransén, A. (1975). “Estimation of Population Characteristics for the Gumbel Distribution” (in Swedish), FOA rapport C 10025-M4.

    Google Scholar 

  3. Fransén, A. (1976). “Calculation of the Probability Integral in Double Precision for DEC-10” (in Swedish), FOA rapport C 10047-M3(E5).

    Google Scholar 

  4. Fransén, A. and Wrigge, S. (1980). “High-Precision Values of the Gamma Function and of Some Related Coefficients”, Math. Comp., v. 34, pp. 553–566.

    Article  MathSciNet  MATH  Google Scholar 

  5. Fransén, A. (1981). Addendum and Corrigendum to “High-Precision Values of the Gamma Function and of Some Related Coefficients”, Math. Comp., v. 37, pp. 233–235.

    Article  MathSciNet  MATH  Google Scholar 

  6. Gumbel, E.J. and Goldstein, N. (1964). “Analysis of Empirical Bivariate Extremal Distributions”, Am. Stat. Assoc. Journal, September, pp. 794–816.

    Google Scholar 

  7. Knuth, D.E. (1969). “The Art of Computer Programming, Vol. 2: Seminumerical Algorithms”, Addison-Wesley, Reading, Massachusetts.

    MATH  Google Scholar 

  8. van Montfort, M.A.J. (1970). “On Testing that the Distribution of Extremes is of Type I when Type II is the Alternative”, Journ. of Hydrology 11, pp. 421–427.

    Article  Google Scholar 

  9. Pearson, E.S. and Hartley, H.O. (ed.)(1972). “Biometrika Tables for Statisticians, Vol. 2”, Cambridge at the University Press.

    Google Scholar 

  10. Sneyers, R. (1977). “L’intensité maximale des précipitations en Belgique”, Institut Royal Météorologique de Belgique, Publications Série B, No 86, 15 pp.

    Google Scholar 

  11. ). “Statistical Methods in Hydrology, Discussion on Extreme Value Analysis”, Proceedings of Hydrology Symposium No 5, Ottawa, Canada, pp. 171–181.

    Google Scholar 

  12. Tiago de Oliveira, J. (1981). “Statistical Choice of Univaria-te Extreme Models”, Statistical Distributions in Scientific Work, Vol$16, D. Reidel Publ. Co., pp. 367–387.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 1984 Springer Science+Business Media Dordrecht

About this chapter

Cite this chapter

Fransén, A., de Oliveira, J.T. (1984). Statistical Choice of Univariate Extreme Models. Part II. In: de Oliveira, J.T. (eds) Statistical Extremes and Applications. NATO ASI Series, vol 131. Springer, Dordrecht. https://doi.org/10.1007/978-94-017-3069-3_27

Download citation

  • DOI: https://doi.org/10.1007/978-94-017-3069-3_27

  • Publisher Name: Springer, Dordrecht

  • Print ISBN: 978-90-481-8401-9

  • Online ISBN: 978-94-017-3069-3

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics