Accession Number:

ADA080884

Title:

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

Descriptive Note:

Technical rept.,

Corporate Author:

WISCONSIN UNIV-MADISON DEPT OF STATISTICS

Personal Author(s):

Report Date:

1979-04-01

Pagination or Media Count:

16.0

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

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE