ESTIMATION OF THE LOWER AND UPPER QUANTILES OF GUMBEL DISTRIBUTION: AN APPLICATION TO WIND SPEED DATA

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dc.authoridAYDIN, Demet/0000-0002-3491-8392
dc.contributor.authorAydin, D.
dc.date.accessioned2025-03-23T19:30:06Z
dc.date.available2025-03-23T19:30:06Z
dc.date.issued2018
dc.departmentSinop Üniversitesi
dc.description.abstractIn this paper, we consider different estimators of the quantiles of two-parameter Gumbel distribution. We use methodologies known as maximum likelihood, modified maximum likelihood and probability weighted moment to obtain the estimators of the quantiles. We compare the performances of the estimators with respect to bias and mean square error criteria via Monte Carlo simulation study. Their robustness properties are also examined in the presence of data anomalies. In the real data analysis part of the study, the seasonal maximum daily wind speed data from Sinop station (Turkey) in 2015 is considered. It is modelled by using two-parameter Gumbel distribution and analysed to compare the performances of the methodology presented in the study. All in all, the results of simulations and the real data application show that the maximum likelihood and modified maximum likelihood estimators, which have similar performance, provide better performance than the probability weighted moment estimator does in both obtaining estimates of the quantiles of Gumbel distribution and modelling of the data for almost all cases.
dc.identifier.doi10.15666/aeer/1601_001015
dc.identifier.endpage15
dc.identifier.issn1589-1623
dc.identifier.issn1785-0037
dc.identifier.issue1
dc.identifier.scopus2-s2.0-85041732498
dc.identifier.scopusqualityQ3
dc.identifier.startpage1
dc.identifier.urihttps://doi.org/10.15666/aeer/1601_001015
dc.identifier.urihttps://hdl.handle.net/11486/5016
dc.identifier.volume16
dc.identifier.wosWOS:000424382600001
dc.identifier.wosqualityQ4
dc.indekslendigikaynakWeb of Science
dc.indekslendigikaynakScopus
dc.institutionauthorAydin, D.
dc.language.isoen
dc.publisherCorvinus Univ Budapest
dc.relation.ispartofApplied Ecology and Environmental Research
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı
dc.rightsinfo:eu-repo/semantics/openAccess
dc.snmzKA_WOS_20250323
dc.subjectGumbel distribution
dc.subjectquantile
dc.subjectmodelling extreme events
dc.subjectefficiency
dc.subjectrobustness
dc.titleESTIMATION OF THE LOWER AND UPPER QUANTILES OF GUMBEL DISTRIBUTION: AN APPLICATION TO WIND SPEED DATA
dc.typeArticle

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