# Questions tagged [gumbel-distribution]

The Gumbel distribution (or generalized extreme-value distribution type I) is used in modeling of extrema.

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### negative values for AIC and BIC

I am trying to fit a gumbel distribution using MLE for the following 10 data points. DATA=(3.62,3.76,3.57,3.56,3.61,3.77,3.46,3.6,3.39,3.74) The problem is that the ...
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### problem with PyMC3 for evaluation of parameters of gumbel distribution

In the following code, i am trying to evaluate the parameters of a gumbel distribution using PyMC3. The data is annual_maxima_1 and the method works for MLE but i could not make any conclusions ...
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### Relationship between Gumbel and Weibull distribution, accelerated failure time models, and Survreg using R

I have three questions concerning accelerated failure time models (AFT), one statistical, one regarding how to implement these models in R, and one related to finding out information about what R is ...
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### Usable estimators for parameters in Gumbel distribution

The Gumbel distribution has the general form: $$F(y)=\exp\left({-\exp{\left(-\frac{y-\mu}{\sigma}\right)}}\right), \quad y\in \mathbb{R}$$ where $\mu \in \mathbb{R}$ and $\sigma >0$. Let \$W_1,...,...
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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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### Is there a conjugate prior for Gumbel-distributed data?

I am trying to fit a Gumbel distribution to a set of N i.i.d. data points. I was wondering whether there is a conjugate prior to infer the two parameters of the Gumbel pdf.