# Wilks¶

class Wilks(*args)

Class to evaluate the Wilks number.

Parameters
randomVectorRandomVector of dimension 1

Output variable of interest.

Notes

This class is a static class which enables the evaluation of the Wilks number: the minimal sample size to perform in order to guarantee that the empirical quantile , noted evaluated with the maximum of the sample, noted be greater than the theoretical quantile with a probability at least :

where .

Methods

 ComputeSampleSize(quantileLevel, confidenceLevel) Evaluate the size of the sample. computeQuantileBound(quantileLevel, …[, …]) Evaluate the bound of the quantile.
__init__(*args)

Initialize self. See help(type(self)) for accurate signature.

static ComputeSampleSize(quantileLevel, confidenceLevel, marginIndex=0)

Evaluate the size of the sample.

Parameters
alphapositive float

The order of the quantile we want to evaluate.

betapositive float

Confidence on the evaluation of the empirical quantile.

iint

Rank of the maximum which will evaluate the empirical quantile. Default (maximum of the sample)

Returns
wint

the Wilks number.

computeQuantileBound(quantileLevel, confidenceLevel, marginIndex=0)

Evaluate the bound of the quantile.

Parameters
alphapositive float

The order of the quantile we want to evaluate.

betapositive float

Confidence on the evaluation of the empirical quantile.

iint

Rank of the maximum which will evaluate the empirical quantile. Default (maximum of the sample)

Returns
qPoint

The estimate of the quantile upper bound for the given quantile level, at the given confidence level and using the given upper statistics.