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Información tecnológica

versão On-line ISSN 0718-0764

Resumo

RAYNAL, J.A  e  RAYNAL, M.E. Calculation of Confidence Limits for the Probability Distribution of Extreme Values of Type I for Two Populations. Inf. tecnol. [online]. 2004, vol.15, n.1, pp.87-94. ISSN 0718-0764.  http://dx.doi.org/10.4067/S0718-07642004000100014.

A methodology for the calculation of confidence limits for the probability distribution of extreme values of type I for two populations is presented. The methodology is based on the application of the maximum likelihood method for estimating the parameters of the distribution and the confidence limits of the design values. The confidence limits are obtained by the use of the variance-covariance matrix of the parameters assuming a normal distribution of the design values. Given the complexity of the likelihood function, an optimization code is used to maximize such function to produce the maximum likelihood estimators of the parameters of the distribution. The results obtained show that this is a promising methodology given that in several cases a reduction on the width of the confidence limits have been observed in addition to the improvement in the fitting of the proposed probability distribution to the data used.

Palavras-chave : confidence limits; probability distribution; extreme values; maximum likelihood.

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