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Two Test Statistics for Choice of Univariate Extreme Models

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Statistical Extremes and Applications

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

Abstract

Asymptotic properties of the statistic proposed by Gum-bel. Wn = {max(Xi) − med(Xi)}/{med(Xi) −min(Xi)}, are obtained for testing the shape parameter k = 0, in von Mises-Jenkinson form. Similar results are obtained for a ratio of variances test statistic modified from one suggested by Jenkinson. Comparison is made; as could be expected Gumbel statistic turns out to be the better one.

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References

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Author information

Authors and Affiliations

  1. Departamento de Estatística e Centro de Estatística e Aplicações, Universidade de Lisboa, Portugal

    J. Tiago de Oliveira & M. Ivette Gomes

Authors
  1. J. Tiago de Oliveira
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  2. M. Ivette Gomes
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Editor information

Editors and Affiliations

  1. Faculty of Sciences of Lisbon, Center for Statistics and Applications (I.N.I.C.), Academy of Sciences of Lisbon, Lisbon, Portugal

    J. Tiago de Oliveira

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© 1984 Springer Science+Business Media Dordrecht

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de Oliveira, J.T., Gomes, M.I. (1984). Two Test Statistics for Choice of Univariate Extreme Models. 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_50

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  • DOI: https://doi.org/10.1007/978-94-017-3069-3_50

  • Publisher Name: Springer, Dordrecht

  • Print ISBN: 978-90-481-8401-9

  • Online ISBN: 978-94-017-3069-3

  • eBook Packages: Springer Book Archive

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