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On the Analysis of Grouped Extreme Value Data with Glim

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  • J. Engel

Abstract

A problem is studied in which the parameters of a linear model for the location of the extreme value distribution (EVD) are to be estimated. Observations on this EVD are indirect and the data consist of counts in categories with known boundaries, so that the data are grouped EV data. to estimate the model parameters in a direct way with GLIM, the likelihood of the (K – 1 (‐dimensional multinomial distribution for the data is re‐expressed as the likelihood of K – 1 independent binomials. These can easily be handled with the GLIM system. The method is illustrated with an example on microchip design.

Suggested Citation

  • J. Engel, 1993. "On the Analysis of Grouped Extreme Value Data with Glim," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 42(4), pages 633-640, December.
    • Handle: RePEc:bla:jorssc:v:42:y:1993:i:4:p:633-640
    DOI: 10.2307/2986180
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