Further Development of New Methods for Estimating Tail Probabilities and Extreme Value Distributions.

Abstract

This research has focused on the problem of obtaining confidence intervals for extreme quantiles based on a random sample form a distribution of unknown form. Three confidence interval procedures were studied, both analytically and by means of an extensive Monte Carlo experiment. The experiment involved three sampled sizes (100, 200, 400) and twenty underlying distributions (five Weibulls, five mixed Weibulls, five lognormals, five mixed lognormals). The Monte Carlo results show that all three procedures studied work quite well and point the way to further improvement. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1981
Accession Number
ADA095721

Entities

People

  • C. J. Stone
  • J. D. Gins
  • L. Breiman

Organizations

  • Technology Service Corporation

Tags

Communities of Interest

  • Energy and Power Technologies

DTIC Thesaurus Topics

  • Air Force
  • Air Pollution
  • Computations
  • Data Science
  • Distribution Functions
  • Experimental Design
  • Information Science
  • Normal Distribution
  • Order Statistics
  • Probability
  • Random Number Generators
  • Random Variables
  • Simulations
  • Standards
  • Statistical Analysis
  • Statistical Samples
  • Statistics

Readers

  • Infectious Disease/Epidemiology
  • Regression Analysis.