23/08/2019 - Slashed Gumbel distribution with application to wind speed data - Palestrante: Héctor W. Gómez (Universidad de Antofagasta-Chile)

SEMINÁRIO CONJUNTO UFSCAR/ICMC

Data e Horário:
23/08/2019 às 14h

Local:
Sala 6-001 do ICMC-USP

Título:
Slashed Gumbel distribution with application to wind speed data

Palestrante:
Héctor W. Gómez ¹ *

Resumo:
In this paper, we introduce a new extension to the extreme value type-1 (Gumbel) distribution, by constructing a slash type distribution. The result is a distribution with greater kurtosis than the Gumbel distribution. Properties of the distribution such as moments, moment generating function and kurtosisand asymmetry coefficients for the distribution are studied. Maximum likelihood estimation and moments estimators are applied and a simulation study is presented to illustrate parameter recovery. Results of applications to two real data sets, one from a wind velocity study and the other from snow accumulation indicate that the new model seems to perform better in the presence of a typical observations.

1 - Departamento de Matem ́aticas, Universidad de Antofagasta, Chile.

* Was supported by MINEDUC-UA project, code ANT 1856.