MATLAB: Confidence Interval for an extreme value distribution

Question

Hi!

I have a data set of output variables from a Monte Carlo simulation, which follow a Gumbel distribution. How do I determnie a 95 % confidence interval of my data based on the estimated distribution paramters? My data describes wind speeds. I want to say that a 95 % confidence interval covers a wind speed range from e.g. 10 to 20 m/s.

I've searched around in the statistical toolbox documentation, but can't find what I'm looking for.

Thank you! Tori

Answer 1

http://www.mathworks.com/help/toolbox/stats/bqt29ct.html look for extreme value or generalized extreme value distributions.

• evinv
• gevinv