- Author
-
Lieblein, J.
- Title
- Efficient Methods of Extreme-Value Methodology. Final Report.
- Coporate
- National Bureau of Standards, Washington, DC
- Report
-
NBSIR 74-602
October 1974
33 p.
- Distribution
- Available from National Technical Information Service
- Keywords
-
sampling
|
distribution functions
- Identifiers
- extreme value density functions; parameter estimation
- Abstract
- This report presents the essentials of modern efficient methods of estimating the two parameters of a Type I extreme-value distribution. These methods are an essential phase of the analysis of data that follow such a distribution and occur in the study of high winds, earthquakes, traffic peaks, extreme shocks and extreme quantities and phenomena generally. Methods are given that are appropriate to the quantity of data available-highly efficient methods for smaller samples and nearly as efficient methods for large or very large samples. Necessary tables are provided. The methods are illustrated by examples and summarized as a ready guide for analysts and for computer programming. The report outlines further work necessary to cover other aspects of extreme-value analysis, including other distribution types that occur in failure phenomena such as consumer product failure, fatigue failure, etc.