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3 questions
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How to assign reasonable scale parameters to randomly generated intercepts for the Weibull distribution?
This is a follow-on to post Correctly simulating an extreme value distribution for survival analysis?, as I work towards adaptation of that code to the Weibull distribution. In the below code I ...
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3
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Convergence rate of the maximum of Weibull random variables to a Gumbel distribution
Given a sequence of iid samples $X_1, \dots, X_n,$ where each $X_i$ comes from a Weibull distribution with shape parameter $k$ and scale parameter $\lambda$. Then it is a well-known result that the ...
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Confidence intervals for extreme value distributions
I have wind data that i'm using to perform extreme value analysis (calculate return levels). I'm using R with packages 'evd', 'extRemes' and 'ismev'.
I'm fitting GEV, Gumbel and Weibull distributions,...
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