The Selection of an Extreme-Value Distribution and the Problem of Transforming to a Specified Distribution.

Abstract

We consider the problem of transforming a known distribution (or a random sample) to distributions other than the normal. Transformations to the negative exponential distribution are considered but the most interesting version is the extension concerning the selection of a best fitting extreme value distribution. By creating a suitable three-parameter family of transformations all three types of extreme value distributions may be considered as candidates. Our sample approach to the selection is based on the marginal posterior distribution of the shape parameter. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Apr 01, 1979
Accession Number
ADA080884

Entities

People

  • Fabian Hernandez
  • Richard A. Johnson

Organizations

  • University of Wisconsin Madison Department of Statistics

Tags

DTIC Thesaurus Topics

  • Computing-Related Activities
  • Data Science
  • Information Science
  • Interdisciplinary Science
  • Mathematical Analysis
  • Mathematics
  • Population (Mathematics)
  • Statistical Samples

Fields of Study

  • Mathematics

Readers

  • Statistical inference.