順序統計量の分散を考慮した極値統計解析の適合度評価法に関する研究

• 泉宮 尊司

  新潟大学

• 澁谷 仁史

  新潟大学

書誌事項

タイトル別名

• A New Criterion for Goodness-of-Fit in Extreme Statistics and Its Applicability

抄録

A weighted least squares method for extreme statistics has been developed to estimate the parameters of candidate distribution functions. The method employs variances of the order statistics of extreme data, which are analytically evaluated by virtue of asymptotic distributions of the order statistics. A new criterion for goodness-of-fit in extreme statistics has been proposed to select a distribution function best fit to the parent distribution. Monte Carlo simulations with 5,000 and 10,000 samples have been carried out to verify an applicability of the new criterion for goodness-of-fit. The simulations show that the present criterion can select a correct distribution function for the case of FT-I type and generalized extreme value distributions, and Weibull distributions with the shape parameters of 0.75 and 1.0.

収録刊行物

• 土木学会論文集Ｂ２（海岸工学）

  土木学会論文集Ｂ２（海岸工学） 65 (1), 156-160, 2009

  公益社団法人 土木学会

キーワード

• 極値統計
• 適合度評価
• 順序統計
• 重付き最小二乗法

詳細情報

• CRID: 1390282680293391872
• NII論文ID: 130004550324
• DOI: 10.2208/kaigan.65.156
• ISSN: 18838944
• ISSN: 18842399
• 本文言語コード: en
• データソース種別:
  • JaLC
  • Crossref
  • CiNii Articles
• 抄録ライセンスフラグ: 使用不可