English, Article edition: GUMBELFIT: Stata module to fit a two-parameter Gumbel distribution Nicholas J. Cox; Stephen P. Jenkins

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Physical Description
  • code
Language
  • English

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Title
  • GUMBELFIT: Stata module to fit a two-parameter Gumbel distribution
Author
  • Nicholas J. Cox
  • Stephen P. Jenkins
Physical Description
  • code
Notes
  • gumbelfit fits a two-parameter Gumbel distribution with a scale parameter and a location parameter, optionally as dependent on covariates. pgumbel produces a probability plot compared with a two-parameter Gumbel distribution. qgumbel plots the quantiles of a variable against the quantiles of a two-parameter Gumbel distribution. These programs all require Stata 8.
  • Gumbel, distributions, extreme values, q-q plots, p-p plots, probability plots, diagnostic plots, graphics
  • RePEc:boc:bocode:s435302
Language
  • English
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