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Perception, Learning and Reasoning

Article/Chapter Title :

Analitic Statistical Choice for Univariate Extremes

Statistical Theory of Extremes

158-173

Weibull distribution , Gumbel distribution , Fréchet distribution , Locally optimal approach , Variational approach

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Method of statistical choice between Weibull, Gumbel and Fréchet distribution is described. Locally optimal approach and variational approach are discussed to illuminate the problem from two points of view. Analysis begins with samples of reduced values and extended for generalization. The variational approach is coincident with the locally optimal approach. However, there does not exist an optimal procedure for statistical choice based on \(Q_n\) .

Analitic Statistical Choice for Univariate Extremes

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