Parameter Estimation for Geometric-Gumbel Compound Extreme-value Distribution based on the pi-th Quantiles of Samples
- 10.2991/iemb-15.2015.12How to use a DOI?
- Geometric-Gumbel Compound Extreme-value Distribution; Sample Quantile; Asymptotic Confidence Interval
In this paper, the pi-th quantiles of samples on parameter estimation were applied to geometric-Gumbel compound extreme-value distribution. The asymptotic normal estimation of distribution parameter and scale parameter was proposed by linear regression model, based on k pi-th quantiles of extreme-value distribution simple sample. The asymptotic confidence interval was given for extreme-value distribution. Then, the effect was evaluated by numerical simulation, the result was good.
- © 2015, the Authors. Published by Atlantis Press.
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- This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).
Cite this article
TY - CONF AU - Guan Qingsong AU - Peng Wei PY - 2015/09 DA - 2015/09 TI - Parameter Estimation for Geometric-Gumbel Compound Extreme-value Distribution based on the pi-th Quantiles of Samples BT - Proceedings of the 2015 Conference on Informatization in Education, Management and Business PB - Atlantis Press SP - 60 EP - 64 SN - 2352-5398 UR - https://doi.org/10.2991/iemb-15.2015.12 DO - 10.2991/iemb-15.2015.12 ID - Qingsong2015/09 ER -