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LQ-Moments: application to the log-normal distribution

Shabri, Ani and Jemain, Abdul Aziz (2006) LQ-Moments: application to the log-normal distribution. Journal of Mathematics and Statistics, 2 (3). pp. 414-421. ISSN 1549-3644

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Official URL: http://www.scipub.org/fulltext/jms2/jms223414-421....

Abstract

Mudolkar and Hutson (1998) extended L-moments to new moment like entitles called LQmoments (LQMOM). The LQMOM are constructed by using functional defining the quick estimators, where the parameters of quick estimator take the values p = ??a = ? for the median, p = ????a = ??? for the trimean and p = ????a = ??? for the Gastwirth, in places of expectations in L-moments (LMOM). The objective of this paper is to develop improved LQMOM that do not impose restrictions on the value of p and a such as the median, trimean or the Gastwirth but we explore an extended class of LQMOM with consideration combinations of p and a values in the range 0 and 0.5. The popular quantile estimator namely the weighted kernel quantile (WKQ)estimator will be proposed to estimate the quantile function. Monte Carlo simulations are conducted to illustrate the performance of the proposed estimators of the log-normal 3 (LN3) distribution were compared with the estimators based on conventional LMOM and MOM (method of moments) for various sample sizes and return periods

Item Type:Article
Uncontrolled Keywords:The weighted kernel quantile, linear interpolation quantile, LQ-moments, L-moments, quick estimator
Subjects:Q Science > QA Mathematics
Divisions:Science
ID Code:3794
Deposited By: Pn Zaidah Ramli
Deposited On:18 Jul 2008 04:54
Last Modified:13 Oct 2010 07:32

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