Abstract
The purpose of this paper is to provide a method for constructing exact joint confidence regions for the parameters of type I (maximum) and type I (minimum) extreme value distributions. Joint confidence regions for the parameters of Weibull distributions are also discussed. The calculation for these joint confidence regions requires a small computer program.
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Chen, Z. Joint estimation for the parameters of the extreme value distributions. Statistical Papers 39, 135–146 (1998). https://doi.org/10.1007/BF02925402
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DOI: https://doi.org/10.1007/BF02925402