科研之友
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摘要
In this work, the relationship between the extreme value distributions of the parent and its weighted counterpart distribution is studied. Sufficient conditions are provided in terms of the weight w(x) under which the weighted and parent distributions belong to the same attractor (Frechet, Weibull, or Gumbel) and the relation of the corresponding shape parameters of the limiting distributions is presented. Additionally, a biased sampling corrected extreme value index is proposed, when the extreme value index is estimated from a biased sample. Finally, some simulation results are presented that suggest the superiority of a biased sample in estimating the extreme value index.
- 出版日期2015-4
