TL-moments of the exponentiated generalized extreme value distribution

被引：11
作者：
Abu El-Magd, Noura A. T. [1 ]
机构：
[1] Cairo Univ, Inst Stat Studies & Res, Cairo, Egypt
来源：
JOURNAL OF ADVANCED RESEARCH | 2010年 / 1卷 / 04期
关键词：
Exponentiated generalized; extreme value distribution; TL-moments; L-moments; LH-moments; LL-moments; LQ-moments;
D O I：
10.1016/j.jare.2010.06.003
中图分类号：
O [数理科学和化学]; P [天文学、地球科学]; Q [生物科学]; N [自然科学总论];
学科分类号：
07 ; 0710 ; 09 ;
摘要：
TL-moments and LQ-moments of the exponentiated generalized extreme value distribution (EGEV) will be obtained and used to estimate the unknown parameters of the EGEV distribution. Many special cases may be obtained such as the L-moments, LH-moments and LL-moments. The estimation of the EGEV distribution parameters is studied in numerical simulations where the method for obtaining TL-moments is compared with other estimation methods (L-moments estimators, LQ-moment estimators and the method of moment estimators). The true formulae for the rth classical moments and the probability weighted moments for the EGEV distribution will be obtained to correct the Adeyemi and Adebanji [1] results. (C) 2010 Cairo University. Production and hosting by Elsevier B.V. All rights reserved.
引用
收藏
页码：351 / 359
页数：9
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