Baseline Methods for Bayesian Inference in Gumbel Distribution

Baseline Methods for Bayesian Inference in Gumbel Distribution

Usual estimation methods for the parameters of extreme value distributions only employ a small part of the observation values. When block maxima values are considered, many data are discarded, and therefore a lot of information is wasted. We develop a model to seize the whole data available in an ex...

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Bibliographic Details
Main Authors: Jacinto Martín, María Isabel Parra, Mario Martínez Pizarro, Eva L. Sanjuán
Format: Article
Language:English
Published: MDPI AG 2020-11-01
Series:Entropy
Subjects:
Bayesian inference
highly informative prior
gumbel distribution
small dataset
Online Access:https://www.mdpi.com/1099-4300/22/11/1267

Internet

https://www.mdpi.com/1099-4300/22/11/1267

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