期刊
MATHEMATICS AND COMPUTERS IN SIMULATION
卷 157, 期 -, 页码 115-129出版社
ELSEVIER
DOI: 10.1016/j.matcom.2018.10.003
关键词
Gumbel distribution; Kurtosis; Maximum likelihood; Wind velocity; Snow accumulation
类别
资金
- CNPq
- Fapesp (Brasil)
- Semillero UA-2018
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. (C) 2018 International Association for Mathematics and Computers in Simulation (IMACS). Published by Elsevier B.Y. All rights reserved.
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