Accession Number:

ADA207994

Title:

Maximum-Likelihood Parameter Estimation of a Generalized Gumbel Distribution

Descriptive Note:

Final technical rept. May 1988-Feb 1989

Corporate Author:

ARMY MISSILE COMMAND REDSTONE ARSENAL AL RESEARCH DIRECTORATE

Report Date:

1989-03-24

Pagination or Media Count:

52.0

Abstract:

A microcomputer-based algorithm for estimation of the three parameters of a generalized Gumbel extreme value type I distribution class is presented. The parameters are shift, scale, and shape. The classical Gumbel distribution results if the shape parameter is equal to unity. Three-parameter as well as two-parameter shape equal to unity estimation can be performed for given histogram data. Parameter estimation is accomplished by means of the maximum-likelihood principle. The derivative equations which result from the associated logarithmic likelihood function are used. A more comprehensive presentation of generalized Gumbel distribution estimation which also allows treatment of population data and which includes moment estimates and maximum- likelihood estimates by direct optimization of the logarithmic likelihood function will be presented elsewhere.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE