A study on max domain of attraction condition of Fréchet distribution with case study
Other Title(s)
دراسة شروط مجال الجاذبية للقيم العظمي لتوزيع فريشت مع دراسة حالة
Author
al-Aswad, Hafiz Abu Bakr Amhamad
Source
مجلة جامعة سبها للعلوم البحتة و التطبيقية
Publisher
Publication Date
2018-03-31
Country of Publication
Libya
No. of Pages
5
Main Subjects
English Abstract
Extreme value theory (EVT) refers to branch of statistics that deals with extreme events (minimum or maximum).
In EVT, Fréchet distribution is one of the most important to model extreme events.
In this paper, the first objective is to discuss the problem which is called the domain of attraction condition of maximum belonging to the domain of Fréchet distribution by using Gnedenko's, von Mises, Castillo and de Hann necessary and sufficient condition.
The second objective, graphical methods are used to detect an appropriate distribution.
The third objective of the present study is to model the behaviour of annual maximum wind speed data at Albany, and Hartford by using Fréchet distribution.
The distribution parameters will be estimated by Maximum Likelihood Estimation (MLE).
The results show that the two applications are significant to be fitted by Fréchet model.
All computations in this work are performed by R programming with packages of fExtreme and ismev for parameter estimation and diagnostic plots.
Data Type
Conference Papers
Record ID
BIM-1207988
American Psychological Association (APA)
al-Aswad, Hafiz Abu Bakr Amhamad. 2018-03-31. A study on max domain of attraction condition of Fréchet distribution with case study. . Vol. 17, no. 1 (2018), pp.86-90.سبها، ليبيا : جامعة سبها،.
https://search.emarefa.net/detail/BIM-1207988
Modern Language Association (MLA)
al-Aswad, Hafiz Abu Bakr Amhamad. A study on max domain of attraction condition of Fréchet distribution with case study. . سبها، ليبيا : جامعة سبها،. 2018-03-31.
https://search.emarefa.net/detail/BIM-1207988
American Medical Association (AMA)
al-Aswad, Hafiz Abu Bakr Amhamad. A study on max domain of attraction condition of Fréchet distribution with case study. .
https://search.emarefa.net/detail/BIM-1207988