Interval Estimation for Gumbel Distribution Using Climate Records
The Gumbel distribution is one of the most popular widely used distributions in climate modeling. In this paper, we present exact confidence intervals (CI) and joint confidence regions (JCR) for the parameters of Gumbel distribution based on record data. Exact CI and JCR for the parameters of inverse Weibull distribution are also discussed. Three numerical examples with climate data are presented to illustrate the proposed methods. A simulation study is conducted to study the performance of the proposed CI and region.
KeywordsInterval estimation Joint confidence region Record data Gumbel distribution
Mathematics Subject Classification62F25 62E15
The authors would like to thank the Editor and the referees for their useful comments which improved the paper.
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