The construction of confidence intervals for frequency analysis using resampling techniques
Other literature type
Hall, M. J.
Boogaard, H. F. P
Fernando, R. C.
Mynett, A. E.
(issn: 1607-7938, eissn: 1607-7938)
Resampling techniques such as the Bootstrap and the Jack-knife are generic
methods for the estimation of uncertainties in statistics. When applied in frequency analysis,
resampling techniques can provide estimates of the uncertainties in both distribution
parameters and quantile estimates in circumstances in which confidence limits cannot be
obtained theoretically. Test experiments using two different parameter estimation methods on
two types of distributions with different initial sample sizes and numbers of resamples has
confirmed the utility of such methods. However, care is necessary in evaluating the skewness
of the resampled quantiles, especially with small initial sample sizes.</p>
<p style="line-height: 20px;"><b>Keywords: </b>Bootstrap, Jack-knife, frequency analysis, maximum likelihood method, maximum
product of spacings method