Open AccessEstimating Parametersof Gumbel Distribution For Maximum Values By using Simulation
Author(s) -
Baghdad Science Journal
Publication year - 2016
Publication title -
mağallaẗ baġdād li-l-ʿulūm
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.167
H-Index - 6
eISSN - 2411-7986
pISSN - 2078-8665
DOI - 10.21123/bsj.13.4.707-713
Subject(s) - gumbel distribution , mathematics , statistics , estimation , replicate , distribution (mathematics) , method of moments (probability theory) , extreme value theory , engineering , mathematical analysis , systems engineering , estimator
In this research estimated the parameters of Gumbel distribution Type 1 for Maximum values through the use of two estimation methods:- Moments (MoM) and Modification Moments(MM) Method. the Simulation used for comparison between each of the estimation methods to reach the best method to estimate the parameters where the simulation was to generate random data follow Gumbel distributiondepending on three models of the real values of the parameters for different sample sizes with samples of replicate (R=500).The results of the assessment were put in tables prepared for the purpose of comparison, which made depending on the mean squares error (MSE).