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Exponentiated Gumbel distribution for estimation of return levels of significant wave height
Skandia.
Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Mathematics, Mathematical Statistics.
2010 (English)In: Journal of Environmental Statistics, ISSN 1945-1296, Vol. 1, no 3, p. 1-12Article in journal (Refereed) Published
Abstract [en]

The exponentiated Gumbel (EG) distribution has been proposed as a generalization of the classical Gumbel distribution. In this paper we discuss estimation of T-year return values for significant wave height in a case study and compare point estimates and their uncertainties to the results given by alternative approaches using Gumbel or Generalized Extreme Value distributions. A jackknife approach is made to investigate the sensitivity of the parameter estimates and various model selection criteria are employed to compare the models. When examining Anderson–Darling distances between samples and extreme value distributions, the EG distribution turns out to give the closest fit. However, general recommendations whether to use Gumbel or EG distribution cannot be given.

Place, publisher, year, edition, pages
2010. Vol. 1, no 3, p. 1-12
Keywords [en]
Gumbel distribution, exponentiated distributions, return value, significant wave height, model selection.
National Category
Probability Theory and Statistics
Research subject
Mathematical Statistics
Identifiers
URN: urn:nbn:se:uu:diva-119576OAI: oai:DiVA.org:uu-119576DiVA, id: diva2:300506
Available from: 2010-02-26 Created: 2010-02-26 Last updated: 2012-05-22Bibliographically approved

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http://www.jenvstat.org/v01/i03

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Rydén, Jesper

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