© 1974 by Biometrika Trust
Approximations to confidence intervals for parameters in the extreme value and Weibull distributions
Department of Statistics, University of Waterloo Ontario
Approximations are introduced for the distributions of a number of pivotal quantities used in estimation and testing procedures for the extreme value and Weibull distributions. The approximations are accurate even for small sample sizes, and allow the determination of percentage points for distributions which until now were approachable only via Monte Carlo methods.
Key Words: Approximate confidence interval Extreme value distribution Pivot Weibull distribution