极值分布变差系数及可靠度的置信区间

The Confidence interval of Variation Coefficient and Reliability for Extreme Value Distribution

摘要: 利用参数变换的方法,改善了极值分布中参数极大似然估计的渐近性,给出了求极值分布变差系数及可靠庭简单、精确的置信阳的方法.

Abstract: The asymptotic normality of MLE is improved by parametric transformation for the parameters of extreme value distribution, and a simple and accurate method is presented to calculate the confidence limit for the variation coefficeient of extreme value distribution and for the reliability.