Hybrid conditional plot of goodness-of-fit for gumbel distribution (Plot bersyarat hibrid bagi ujian kebagusan penyuaian untuk taburan gumbel)
A Gumbel model is an extreme value model that describes the event of extreme behaviour. The Gumbel model has an exponential tail. Generally, the goodness-of-fit for the Gumbel model is evaluated by the graphical form of probability plot (PP) and quantiles plot (QQ). The model fits the observed value...
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Penerbit Universiti Kebangsaan Malaysia
2012
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| Online Access: | http://journalarticle.ukm.my/5459/ http://www.ukm.my/jqma/index2.html |
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| _version_ | 1831355504489660416 |
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| author | Nahdiya Zainal Abidin, Mohd Bakri Adam, Habshah Midi, |
| author_facet | Nahdiya Zainal Abidin, Mohd Bakri Adam, Habshah Midi, |
| author_sort | Nahdiya Zainal Abidin, |
| building | Tun Sri Lanang Library |
| collection | Institutional Repository |
| content_provider | Universiti Kebangsaan Malaysia |
| content_source | UKM Journal Article Repository |
| continent | Asia |
| country | Malaysia |
| description | A Gumbel model is an extreme value model that describes the event of extreme behaviour. The Gumbel model has an exponential tail. Generally, the goodness-of-fit for the Gumbel model is evaluated by the graphical form of probability plot (PP) and quantiles plot (QQ). The model fits the observed values if the probability and the quantiles of the hypothetical distribution are linearly plotted against that of the observed values. However, the QQ plot is quite sensitive to the deviation at the tail of the plot, as opposed to the PP plot which is somewhat robust. Thus, distribution of extreme values is likely to deviate from the linear line at the tail of the QQ plot. An alternative approach of plotting the Gumbel model is given, in which the approach is expected to produce the linear plot. The conditional plot and stabilised plot are employed and the performances of both are compared. The plots are transformed into the hybrid plot so that the departures of the hypothetical quantiles values from the observed quantiles values are illustrated. The result shows that the hybrid conditional QQ plot is a better plot of goodness-of-fit for Gumbel model. |
| format | Article |
| id | my-ukm.journal-5459 |
| institution | Universiti Kebangsaan Malaysia |
| publishDate | 2012 |
| publisher | Penerbit Universiti Kebangsaan Malaysia |
| record_format | eprints |
| spelling | my-ukm.journal-54592012-08-28T08:17:06Z http://journalarticle.ukm.my/5459/ Hybrid conditional plot of goodness-of-fit for gumbel distribution (Plot bersyarat hibrid bagi ujian kebagusan penyuaian untuk taburan gumbel) Nahdiya Zainal Abidin, Mohd Bakri Adam, Habshah Midi, A Gumbel model is an extreme value model that describes the event of extreme behaviour. The Gumbel model has an exponential tail. Generally, the goodness-of-fit for the Gumbel model is evaluated by the graphical form of probability plot (PP) and quantiles plot (QQ). The model fits the observed values if the probability and the quantiles of the hypothetical distribution are linearly plotted against that of the observed values. However, the QQ plot is quite sensitive to the deviation at the tail of the plot, as opposed to the PP plot which is somewhat robust. Thus, distribution of extreme values is likely to deviate from the linear line at the tail of the QQ plot. An alternative approach of plotting the Gumbel model is given, in which the approach is expected to produce the linear plot. The conditional plot and stabilised plot are employed and the performances of both are compared. The plots are transformed into the hybrid plot so that the departures of the hypothetical quantiles values from the observed quantiles values are illustrated. The result shows that the hybrid conditional QQ plot is a better plot of goodness-of-fit for Gumbel model. Penerbit Universiti Kebangsaan Malaysia 2012 Article PeerReviewed Nahdiya Zainal Abidin, and Mohd Bakri Adam, and Habshah Midi, (2012) Hybrid conditional plot of goodness-of-fit for gumbel distribution (Plot bersyarat hibrid bagi ujian kebagusan penyuaian untuk taburan gumbel). Journal of Quality Measurement and Analysis, 8 (1). pp. 43-53. ISSN 1823-5670 http://www.ukm.my/jqma/index2.html |
| spellingShingle | Nahdiya Zainal Abidin, Mohd Bakri Adam, Habshah Midi, Hybrid conditional plot of goodness-of-fit for gumbel distribution (Plot bersyarat hibrid bagi ujian kebagusan penyuaian untuk taburan gumbel) |
| title | Hybrid conditional plot of goodness-of-fit for gumbel distribution
(Plot bersyarat hibrid bagi ujian kebagusan penyuaian untuk taburan gumbel) |
| title_full | Hybrid conditional plot of goodness-of-fit for gumbel distribution
(Plot bersyarat hibrid bagi ujian kebagusan penyuaian untuk taburan gumbel) |
| title_fullStr | Hybrid conditional plot of goodness-of-fit for gumbel distribution
(Plot bersyarat hibrid bagi ujian kebagusan penyuaian untuk taburan gumbel) |
| title_full_unstemmed | Hybrid conditional plot of goodness-of-fit for gumbel distribution
(Plot bersyarat hibrid bagi ujian kebagusan penyuaian untuk taburan gumbel) |
| title_short | Hybrid conditional plot of goodness-of-fit for gumbel distribution
(Plot bersyarat hibrid bagi ujian kebagusan penyuaian untuk taburan gumbel) |
| title_sort | hybrid conditional plot of goodness-of-fit for gumbel distribution
(plot bersyarat hibrid bagi ujian kebagusan penyuaian untuk taburan gumbel) |
| url | http://journalarticle.ukm.my/5459/ http://www.ukm.my/jqma/index2.html |
| url_provider | http://journalarticle.ukm.my/ |