Confidence Interval for an extreme value distribution
6 views (last 30 days)
Show older comments
Hi!
I have a data set of output variables from a Monte Carlo simulation, which follow a Gumbel distribution. How do I determnie a 95 % confidence interval of my data based on the estimated distribution paramters? My data describes wind speeds. I want to say that a 95 % confidence interval covers a wind speed range from e.g. 10 to 20 m/s.
I've searched around in the statistical toolbox documentation, but can't find what I'm looking for.
Thank you! Tori
0 Comments
Accepted Answer
Oleg Komarov
on 31 May 2011
http://www.mathworks.com/help/toolbox/stats/bqt29ct.html look for extreme value or generalized extreme value distributions.
4 Comments
More Answers (0)
See Also
Categories
Find more on Extreme Value Distribution in Help Center and File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!