Browsing 2nd International Conference by Subject "Generalized Pareto distribution"

Now showing items 1-2 of 2

Change point analysis in the generalized Pareto distribution

Mwelu, Susan; Waititu, A.G; Mwita, P.N (Machakos University, 2019-04)

The general goal of data statistical analysis is to find a near perfect translation to reality such that minimal information is lost in the approximating model. In this paper change point problem is viewed as a model ...
THRESHOLD DETERMINATION FOR MAXIMUM PRODUCT OF SPACING METHODOLOGY WITH TIES FOR EXTREME EVENTS

Murage, Peter G.; Mung’atu, Joseph K; Odero, Evelyne (Machakos University, 2019-04)

Extreme events are defined as values of the event below or above a certain value called threshold. A well chosen threshold helps to identify the extreme levels. Several methods have been used to determine threshold ...