Gumbel (maximum order statistic) Probability Plot

Tuesday, 20 September 2022, 18.30

Unweighted constrained simplex regression

Gradient:  1.0           s.e. 0.1473
Intercept: 9.1355E-8     s.e. 3.5125

Correlation Coefficient, r: 0.8051
Critical Value for r:       0.6694
Significance level used:    5.0%
Sum of squares:             11.1542

Best Estimates of the Parameters
mu:     22.397      'pseudo-linear' s.e. 0.424
sigma:  2.5638      'pseudo-linear' s.e. 0.3777

The 'pseudo-linear' s.e.s are a lower limit to the s.e. and may significantly underestimate the s.e.
See documentation, http://www.ee.ucl.ac.uk/~mflanaga/java/ProbabilityPlot.html, for details

'Pseudo-linear' Parameter-Parameter Correlation Coefficients
        mu          sigma       
mu      1.0         -0.4533     
sigma   -0.4533     1.0