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205.7174
134.7017
402.4971
192.6659
179.8262
163.6468
252.8271
268.516
299.0676
233.5343
Sorted Y F
134.7017
163.6468
179.8262
192.6659
205.7174
233.5343
252.8271
268.516
299.0676
402.4971
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
Sample mean=
Sample std dev=
233.3
77.75972
Specified mean:
Specified Std Dev:
Implied alpha=
Implied u=
200
75
0.017093
166.2441
ln F
-2.302585
-1.609438
-1.203973
-0.916291
-0.693147
-0.510826
-0.356675
-0.223144
-0.105361
0
"-ln(-ln F)"
-0.834032
-0.475885
-0.185627
0.087422
0.366513
0.671727
1.03093
1.49994
2.250367
Predicted F
0.05764
0.170221
0.257666
0.333745
0.412746
0.571543
0.665643
0.730343
0.827047
0.966078
Matching moments:
alpha=
0.016487
u=
198.3021
-ln(-ln f)
1.5
1
observed
Linear (observed)
0.5
0
120 140 160 180 200 220 240 260 280 300 320
-0.5
-1
Y
predicted F
0.07021
0.029791
(1) Enter in cells C18 & C19 the mean and std deviation to be
used in generating random observations. The Gumbel
parameters "alpha" & u which correspond to these values
will be computed and displayed immediately below.
2.5
2
Error
0.04236
0.029779
0.042334
0.066255
0.087254
0.028457
0.034357
0.069657
0.072953
0.033922
Error
0.0297902
163.6468
179.8262
192.6659
205.7174
233.5343
252.8271
268.516
299.0676
402.4971
0.210107
0.313885
0.40048
0.486813
0.649421
0.738768
0.796994
0.878628
0.980862
-0.0101068
-0.0138855
-0.0004799
0.0131865
-0.0494209
-0.0387678
0.0030058
0.0213724
0.0191384
Note: Still other estimates of the Gumbel parameters may be found by Maximum Likelihood:
This requires an equation solver to find the solution of the nonlinear equation
x i
x
exp
i 1 i
x
n
x i
exp
i 1
n
1 n
x
ln exp i
n i 1
Once you have these Maximum Likelihood Estimates of the mean and standard deviation,
the parameters and u may be computed from
1.282
& u Y
0.577
d deviation to be
hese values
m Likelihood:
ard deviation,