Profile Likelihood Estimation of the Vulnerability P(X\textgreater v) and the Mixing Proportion p Parameters in the Gumbel Mixture Model

Profile Likelihood Estimation of the Vulnerability P(X\textgreater v) and the Mixing Proportion p Parameters in the Gumbel Mixture Model

This paper concerns to the problem of making inferences about the vulnerability θ=P(X\textgreater v) and the mixing proportion p parameters, when the random variable X is distributed as a mixture of two Gumbel distributions and v is a known fixed value. A profile likelihood approach is proposed for...

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Bibliographic Details
Main Authors: JOSÉ A. MONTOYA, GUDELIA FIGUEROA, NU\V SA PUK\V SI\V C
Format: Article
Language:English
Published: Universidad Nacional de Colombia 2013-12-01
Series:Revista Colombiana de Estadística
Subjects:
enfoque de verosimilitud
mezcla de distribuciones
principio de invarianza
región de verosimilitud
Online Access:http://www.scielo.org.co/scielo.php?script=sci_arttext&pid=S0120-17512013000200001&lng=en&tlng=en

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http://www.scielo.org.co/scielo.php?script=sci_arttext&pid=S0120-17512013000200001&lng=en&tlng=en

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