Extreme value analysis of diamond-size distributions |
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| Authors: | J Caers P Vynckier J Beirlant and L Rombouts |
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| Institution: | (1) Department of Civil Engineering, KULeuven, W. de Croylaan 2, B-3001 Heverlee, Belgium;(2) Research Assistant of the Belgian National Fund for Scientific Research (NFWO), Belgium;(3) Department of Mathematics, KULeuven, Celestijnenlaan 200B, B-3001 Heverlee, Belgium;(4) Terraconsult bvba, Oosterveldlaan 273, B-2640 Mortsel, Antwerp, Belgium |
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| Abstract: | Extreme value analysis provides a semiparametric method for analyzing the extreme long tails of skew distributions which may be observed when handling mining data. The estimation of important tail characteristics, such as the extreme value index, allows for a discrimination between competing distribution models. It measures the  thickness of such long tailed distributions, if only a limited sample is available. This paper stresses the practical implementation of extreme value theory, which is used to discriminate a lognormal from a mixed lognormal distribution in a case study of size distributions for alluvial diamonds. |
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| Keywords: | extreme value theory quantile-quantile plot loghyperbolic lognormal diamond |
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