Parameter Estimation for Geometric-Gumbel Compound Extreme-value Distribution based on the pi-th Quantiles of Samples

DOI

10.2991/iemb-15.2015.12How to use a DOI?

Keywords

Geometric-Gumbel Compound Extreme-value Distribution; Sample Quantile; Asymptotic Confidence Interval

Abstract

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.

Copyright

© 2015, the Authors. Published by Atlantis Press.

Open Access

This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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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  -