An approach using extreme value theory (EVT) to generate conservative overbounds for measurement errors is assessed. In this approach, EVT is used to construct a model for tails of an unknown distribution. Results from a Monte Carlo simulation study are presented, which show that estimated tails are not necessarily conservative. The reasons for this lack of conservatism are described and discussed. A method for addressing this lack of conservatism is proposed and evaluated.


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    Title :

    Conservatism Assessment of Extreme Value Theory Overbounds


    Contributors:


    Publication date :

    2017-06-01


    Size :

    1167590 byte




    Type of media :

    Article (Journal)


    Type of material :

    Electronic Resource


    Language :

    English



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