scholarly journals New Approximate Bayesian Confidence Intervals for the Shape and the Scale Parameters of the Two Parameter Gamma Distribution

2016 ◽  
Vol 7 (3) ◽  
Author(s):  
Vincent AR Camara
2014 ◽  
Vol 53 (3) ◽  
pp. 660-675 ◽  
Author(s):  
Megan C. Kirchmeier ◽  
David J. Lorenz ◽  
Daniel J. Vimont

AbstractThis study presents the development of a method to statistically downscale daily wind speed variations in an extended Great Lakes region. A probabilistic approach is used, predicting a daily-varying probability density function (PDF) of local-scale daily wind speed conditioned on large-scale daily wind speed predictors. Advantages of a probabilistic method are that it provides realistic information on the variance and extremes in addition to information on the mean, it allows the autocorrelation of downscaled realizations to be tuned to match the autocorrelation of local-scale observations, and it allows flexibility in the use of the final downscaled product. Much attention is given to fitting the proper functional form of the PDF by investigating the observed local-scale wind speed distribution (predictand) as a function of the decile of the large-scale wind (predictor). It is found that the local-scale standard deviation and the local-scale shape parameter (from a gamma distribution) are nonconstant functions of the large-scale predictor. As such, a vector generalized linear model is developed to relate the large-scale and local-scale wind speeds. Maximum likelihood and cross validation are used to fit local-scale gamma distribution shape and scale parameters to the large-scale wind speed. The result is a daily-varying probability distribution of local-scale wind speed, conditioned on the large-scale wind speed.


2018 ◽  
Vol 48 (8) ◽  
pp. 2425-2437 ◽  
Author(s):  
Helton Saulo ◽  
Marcelo Bourguignon ◽  
Xiaojun Zhu ◽  
N. Balakrishnan

Author(s):  
Kai Huang ◽  
Jie Mi

This paper studies the frequentist inference about the shape and scale parameters of the two-parameter Weibull distribution using upper record values. The exact sampling distribution of the MLE of the shape parameter is derived. The asymptotic normality of the MLEs of both parameters are obtained. Based on these results this paper proposes various confidence intervals of the two parameters. Assuming one parameter is known certain testing procedures are proposed. Furthermore, approximate prediction interval for the immediately consequent record value is derived too. Conclusions are made based on intensive simulations.


Sign in / Sign up

Export Citation Format

Share Document