Mathematics
4 years ago

New tool predicts extreme events with Gumbel distribution fit.

Statistical Software Components
GUMBELFIT: Stata module to fit a two-parameter Gumbel distribution
Nicholas J. Cox, Stephen P. Jenkins

Paper Summary

The GUMBELFIT Stata module helps fit a two-parameter Gumbel distribution with scale and location parameters, possibly linked to other factors. It also generates probability and quantile plots for comparison. These tools are designed for Stata 8 users.

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