Universiti Teknologi Malaysia Institutional Repository

LQ-moment : application to the generalized extreme valueÂ

Shabri, Ani and Jemain, Abdul Aziz (2007) LQ-moment : application to the generalized extreme valueÂ. Journal of Applied Sciences, 7 (1). pp. 115-120. ISSN 1812-5654

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Official URL: http://dx.doi.org/10.3923/jas.2007.115.120


The LQ-moments are analogous to L-moments, found always exists, easier to compute and have the same potential as L-moment were re-visited. The effeciency of the Weighted Kemal Quantile(WKQ), HD(Harrell and Davis) quantile the weighted HD qualities estimators compared with the Linear Interpolation Quantile (LIQ) estimator to estimate the sample of the LQ-moments. In this study we discuss of the quantile estimator of the LQ-moments method to estimate the parameters of the Generalized Extreme Value (GEV) distribution. In order to determine which quantile estimator is the most suitable for the LQ-moment, the Monte Carlo simulation was considered. The result shows that the WKQ is considered as the best quantile estimator compared with the HDWQ, HDQ and LIQ estimator.

Item Type:Article
Uncontrolled Keywords:Generalized Extreme Value (GEV), Monte Carlo simulation, Linear Interpolation Quantile (LIQ)
Subjects:Q Science > QA Mathematics
ID Code:8793
Deposited By: Narimah Nawil
Deposited On:29 Aug 2009 00:44
Last Modified:07 Mar 2018 21:04

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