Extreme value statistics of earthquakes

Z. Schenková

Displaying similar documents to “Extreme value statistics of earthquakes”

A multimodal beta distribution with application to economic data

Saralees Nadarajah, Samuel Kotz (2007)

Applicationes Mathematicae

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Beta distributions are popular models for economic data. In this paper, a new multimodal beta distribution with bathtub shaped failure rate function is introduced. Various structural properties of this distribution are derived, including its cdf, moments, mean deviation about the mean, mean deviation about the median, entropy, asymptotic distribution of the extreme order statistics, maximum likelihood estimates and the Fisher information matrix. Finally, an application to consumer price...

On the outstanding elements and record values in the exponential and gamma populations.

G. S. Lingappaiah (1981)

Trabajos de Estadística e Investigación Operativa

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Outstanding elements and recorded values are discussed in this paper as related to exponential and gamma populations. First, the problem of prediction is considered when there are available, k sets of independent observations from a general-type exponential distribution. In such a case, prediction of the n-th record value in the k-th set is made in terms of n-th (i = 1, ..., k-1) record values from other (k-1) sets. For this purpose a predictive distribution is obtained. Secondly, the...

Distribution characterization in a practical moment problem.

Jimbo, H.C. (2004)

Acta Mathematica Universitatis Comenianae. New Series

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Histogram analysis by use of L-moments, linear functions of order statistics

Martial Guillaud, Jean-Marc Chassery (1991)

Statistique et analyse des données

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Asymptotic distribution of Gumbel statistic in a semi-parametric approach.

Fraga Alves, M.I. (1999)

Portugaliae Mathematica

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Comparing estimation methods for the FPLD.

Tarsitano, Agostino (2010)

Journal of Probability and Statistics

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Confidence intervals for reliability functions of an exponential distribution under random censorship

José Villén-Altamirano (1990)

Kybernetika

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A note on confidence interval for the power of the one sample $t$ test.

Wong, A. (2010)

Journal of Probability and Statistics

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Asymptotic behaviour of the probability-weighted moments and penultimate approximation

Jean Diebolt, Armelle Guillou, Rym Worms (2010)

ESAIM: Probability and Statistics

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The P.O.T. (Peaks-Over-Threshold) approach consists of using the Generalized Pareto Distribution (GPD) to approximate the distribution of excesses over a threshold. We use the probability-weighted moments to estimate the parameters of the approximating distribution. We study the asymptotic behaviour of these estimators (in particular their asymptotic bias) and also the functional bias of the GPD as an estimate of the distribution function of the excesses. We adapt penultimate approximation...