Palestras e Seminários
23/08/2019
14:00
auditório Fernão Stella de Rodrigues Germano (sala 6-001)
Palestrante: Héctor W. Gómez
Responsável: Ricardo Sandes Ehlers (Este endereço de email está sendo protegido de spambots. Você precisa do JavaScript ativado para vê-lo.)
Seminário PIPGES
Abstract
In this paper, we introduce a new extension to the extreme value type-1 (Gumbel) distribution, by
constructing a slash type distribution. The result is a distribution with greater kurtosis than the Gumbel
distribution. Properties of the distribution such as moments, moment generating function and kurtosis
and asymmetry coefficients for the distribution are studied. Maximum likelihood estimation and moments
estimators are applied and a simulation study is presented to illustrate parameter recovery. Results of
applications to two real data sets, one from a wind velocity study and the other from snow accumulation
indicate that the new model seems to perform better in the presence of atypical observations.
Key Words: Gumbel distribution; Slash distribution; Kurtosis; Maximum likelihood; wind velocity;
snow accumulation.
