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. Author manuscript; available in PMC: 2010 Dec 14.
Published in final edited form as: Stat Interface. 2009 Jan 1;2(2):161–170. doi: 10.4310/sii.2009.v2.n2.a6

Table A.

Moment estimator and the 95% asymptotic confidence interval for extreme value index c with different k’s, where k is the number of upper order statistics used in the moment estimator

k Moment
Estimation
95% Confidence
Interval
Moment
Estimation
95% Confidence
Interval
Moment
Estimation
95% Confidence
Interval
Lower Upper Lower Upper Lower Upper



GWA1_100K GWA2_100K GWA3_300K
50 −0.0592 −0.3266 0.2082 −0.035 −0.3050 0.2349 0.0789 −0.1991 0.3570
100 −0.0570 −0.2462 0.1322 −0.2421 −0.4453 −0.0390 −0.0275 −0.2192 0.1642
200 −0.0503 −0.1843 0.0838 −0.2524 −0.3972 −0.1075 −0.0150 −0.1517 0.1218
300 −0.0420 −0.1519 0.0678 −0.2184 −0.3335 −0.1033 −0.0825 −0.1913 0.0263
400 0.0186 −0.0794 0.1166 −0.1098 −0.2042 −0.0154 0.0072 −0.0908 0.1052
500 0.0542 −0.0335 0.1420 −0.096 −0.1803 −0.0117 0.0001 −0.0875 0.0878
1000 −0.0044 −0.0662 0.0573 −0.0296 −0.0902 0.0309 0.0129 −0.0491 0.0749
2000 0.0066 −0.0372 0.0504 −0.0199 −0.0629 0.0232 0.0528 0.0089 0.0967
3000 −0.0194 −0.0546 0.0158 −0.0021 −0.0378 0.0336 0.0113 −0.0245 0.0471
4000 −0.0391 −0.0692 −0.0090 0.0341 0.0031 0.0651 0.0396 0.0086 0.0706
5000 −0.0131 −0.0405 0.0143 −0.0021 −0.0297 0.0256 0.0347 0.007 0.0624
10000 −0.0345 −0.0536 −0.0155 0.0283 0.0087 0.0479 0.0472 0.0276 0.0668

GWA4_300K GWA5_300K GWA6_1.8m

50 −0.0833 0.1949 0.3614 −0.0858 0.1924 0.3640 0.0349 −0.2424 0.3123
100 0.013 −0.1830 0.2091 −0.0255 −0.2174 0.1665 −0.0255 −0.2175 0.1664
200 −0.0827 −0.2159 0.0506 −0.0939 −0.2271 0.0394 −0.1262 −0.2602 0.0079
300 −0.0561 −0.1654 0.0531 −0.0531 −0.1625 0.0562 −0.0848 −0.1935 0.0240
400 −0.0568 −0.1514 0.0378 −0.0383 −0.1336 0.057 −0.0559 −0.1505 0.0387
500 −0.0962 −0.1805 −0.0119 −0.0179 −0.1042 0.0684 −0.0656 −0.1500 0.0188
1000 −0.0352 −0.0956 0.0252 −0.0218 −0.0827 0.0390 −0.0107 −0.0721 0.0507
2000 −0.002 −0.0457 0.0418 −0.0061 −0.0497 0.0375 −0.0217 −0.0647 0.0214
3000 0.0107 −0.0251 0.0465 −0.0227 −0.0578 0.0124 0.0067 −0.0291 0.0425
4000 0.0237 −0.0073 0.0547 0.0037 −0.0273 0.0347 0.0039 −0.0271 0.0349
5000 0.0208 −0.0069 0.0485 0.0208 −0.0069 0.0485 −0.0008 −0.0285 0.0269
10000 0.0126 −0.0070 0.0322 0.0018 −0.0178 0.0214 0.0014 −0.0182 0.0210