African Journal of Applied Statistics

Confidence Bounds for Extreme Wind Speed Estimates: A Comparison For the Gumbel - Burr XII Distribution and Classical Extreme Value Distributions

Patrick OSATOHANMWEN, Francis O OYEGUE, and Sunday Martins OGBONMWAN

Full-text: Access denied (no subscription detected)

We're sorry, but we are unable to provide you with the full text of this article because we are not able to identify you as a subscriber. If you have a personal subscription to this journal, then please login. If you are already logged in, then you may need to update your profile to register your subscription. Read more about accessing full-text

Abstract

Recently, the Gumbel-Burr XII (GUBXII) distribution has been introduced in Osatohanmwen et al. (2017), as a new member from the T-X family of distributions. Several properties of the new distribution were studied by the authors and an application to a real lifetime data set was carried out. In this paper, analysis of extreme wind speed frequency is undertaken. A comparison for the GUBXII distribution, generalized extreme value distribution and the Gumbel distribution in fitting weekly highest wind speed observations collected in Benin City, Nigeria for 200 weeks is performed. Results obtained indicate that the GUBXII distribution outperformed the Gumbel and the generalized extreme value distribution in fitting the extreme wind speeds data while also providing the best confidence bound for wind speed estimates with short return periods.

Résumé

Dans cet article, les extrêmes des vitesses de vent sont étudiés dans la ville du Bénin au Nigéria. Les données concernent une période de 200 semaines. L'étude a été modélisée en utilisant une une famille de lois de probabilité dénommée Gumbel-Burr XII (GUBXII) qui a été introduite dans Osatohanmwen et al. (2017), comme étant un nouveau membre de la famille des distributions T-X, et ensuite avec la distribution généralisée des extrêmes. Une comparaison a été faite.

Article information

Source
Afr. J. Appl. Stat., Volume 4, Number 1 (2017), 259-271.

Dates
First available in Project Euclid: 16 May 2019

Permanent link to this document
https://projecteuclid.org/euclid.ajas/1557972222

Digital Object Identifier
doi:10.16929/ajas/2017.259.214

Subjects
Primary: 62G32: Statistics of extreme values; tail inference 62F10: Point estimation 60-07

Keywords
wind speeds AIC extreme values maximum likelihood return period confdence bound delta method

Citation

OSATOHANMWEN, Patrick; OYEGUE, Francis O; OGBONMWAN, Sunday Martins. Confidence Bounds for Extreme Wind Speed Estimates: A Comparison For the Gumbel - Burr XII Distribution and Classical Extreme Value Distributions. Afr. J. Appl. Stat. 4 (2017), no. 1, 259--271. doi:10.16929/ajas/2017.259.214. https://projecteuclid.org/euclid.ajas/1557972222


Export citation