Gumbel (maximum order statistic) Probability Plot

Sunday, 17 September 2023, 11.23

Unweighted constrained simplex regression

Gradient:  1.0           s.e. 2.9561
Intercept: 6.8045E-9     s.e. 4.2372

Correlation Coefficient, r: 0.9714
Critical Value for r:       NaN
Significance level used:    5.0%
Sum of squares:             0.0034

Best Estimates of the Parameters
mu:     1.3063      'pseudo-linear' s.e. 0.6681
sigma:  0.2481      'pseudo-linear' s.e. 0.7335

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         -0.5032     
sigma   -0.5032     1.0