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Fitting the generalized logistic distribution by LQ-moments

Shabri, Ani and Jemain, Abdul Aziz (2011) Fitting the generalized logistic distribution by LQ-moments. Applied Mathematical Sciences, 5 (53-56). pp. 2663-2676. ISSN 1312-885X

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Abstract

The method of LQ-moments (LQMOM) for estimating parameters and quantiles of the Generalized Logistic (GL) distribution are introduced. We explore and extend 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 is proposed to estimate the quantile function. A comparison of these methods is done by simulation. The performances of the proposed estimators of the GL distribution was compared with the estimators based on L-moments for various sample sizes and return periods. The overall results show the LQMOM provides better results only for small or moderate sample size.

Item Type:Article
Uncontrolled Keywords:L-moments, LQ-moments, quick estimator, the weighted kernel quantile
Subjects:U Military Science
Divisions:Science
ID Code:44928
Deposited By: Haliza Zainal
Deposited On:21 Apr 2015 11:31
Last Modified:31 Jan 2017 14:58

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