.- help for ^gumbel^ (STB-43: sg83) .- Parameter estimation for Gumbel distribution -------------------------------------------- ^gumbel^ varname [^if^ exp] [^in^ range] [^, it^erate(#) ^lt^ol(#)] Description ----------- ^gumbel^ estimate the parameters of the Gumbel distribution by using the maximum likelihood method. The Output provides estimates of the location (^lambda^) and scale (^delta^) parameters. Options ------- ^iterate(^#^)^ specifies the maximum number of iterations allowed in estimating the parameters; ^iterate(100)^ is the default. ^ltol(^#^)^ specifies the convergence criterion for the change in deviance between iterations; ^ltol(1e-5)^ is the default. Examples -------- . ^gumbel varname^ . ^gumbel varname, iterate(250) ltol(1e-10)^ Authors ------- Manuel G. Scotto University of Lisbon manolo@@naval05.ist.utl.pt Aurelio Tobias Institut Municipal d'Investigacio Medica (IMIM) atobias@@imim.es Reference --------- Gumbel, E.J. (1958). Statistics of Extremes. New York: Columbia University Press Also see -------- STB: STB-43 sg83