Shabri, Ani and Jemain, Abdul Aziz (2009) Estimation of the extreme value type I Distribution by the method of LQ-Moments. Journal of Mathematics and Statistics, 5 (4). pp. 298-304. ISSN 1549-3644
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Official URL: http://www.scipub.org/fulltext/jms2/jms254298-304....
Abstract
The study evaluated the effectiveness of the various quantile estimators of the LQ-moments method for estimating parameters of the Extreme Value Type 1 (EV1) distribution. Approach: The performances of the LQ-moments were analyzed and compared against a widely used method of L-moments by using simulated samples of both EV1 and generalized Lambda distribution, focusing on small and moderate sample sizes. Results: The analysis results showed that LQMOM method wais more efficient in many cases especially for the upper tails of the distribution and for various sample sizes. Conclusion: This study demonstrated that conventional LMOM was not optimal for the estimation of the EV1 distribution
| Item Type: | Article |
|---|---|
| Uncontrolled Keywords: | The Weighted kernel quantile, upper tail, LQ-moments, L-moments, quick estimator |
| Subjects: | Q Science > QA Mathematics |
| Divisions: | Science |
| ID Code: | 2638 |
| Deposited By: | Zalinda Shuratman |
| Deposited On: | 22 May 2007 07:16 |
| Last Modified: | 13 Oct 2010 04:45 |
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