论文信息 - Probability weighted moments compared with some traditional techniques in estimating Gumbel Parameters and quantiles

Probability weighted moments compared with some traditional techniques in estimating Gumbel Parameters and quantiles

Estimates of the parameters and quantiles of the Gumbel distribution by the methods of probability weighted moments, (conventional) moments, and maximum likelihood were compared. Results were derived from Monte Carlo experiments by using both independent and serially correlated Gumbel numbers. The method of probability weighted moments was seen to compare favorably with the other two techniques.

J. R. Wallis | J. M. Landwehr | N. Matalas

[1] Cecil Hastings,et al. Approximations for digital computers , 1955 .

[2] M. E. Muller,et al. A Note on the Generation of Random Normal Deviates , 1958 .

[3] P. A. W. Lewis,et al. A Pseudo-Random Number Generator for the System/360 , 1969, IBM Syst. J..

[4] R. Clarke. A review of some mathematical models used in hydrology, with observations on their calibration and use , 1973 .

[5] J. R. Wallis,et al. Probability Weighted Moments: Definition and Relation to Parameters of Several Distributions Expressable in Inverse Form , 1979 .