Estimating parameters of Gumbel Distribution using the Methods of Moments, probability weighted moments and maximum likelihood

 

Αποθηκεύτηκε σε:
Λεπτομέρειες βιβλιογραφικής εγγραφής
Συγγραφείς: Mahdi, Smail, Cenac, Myrtene
Μορφή: artículo original
Κατάσταση:Versión publicada
Ημερομηνία έκδοσης:2005
Περιγραφή:We derive here estimators for the parameters of the Gumbel distribution using three estimating methods, namely, the probability weighted moments, the moment and the maximum likelihood methods. Furthermore, we compare the performance of these estimators using simulations. Both integer and non-integer orders are considered in the probability weighted moments method. Overall, the results show that the probability weighted moments method outperforms the other methods in the estimation of both α and εα y β parameters.
Χώρα:Portal de Revistas UCR
Ίδρυμα:Universidad de Costa Rica
Repositorio:Portal de Revistas UCR
Γλώσσα:Español
OAI Identifier:oai:portal.ucr.ac.cr:article/259
Διαθέσιμο Online:https://revistas.ucr.ac.cr/index.php/matematica/article/view/259
Λέξη-Κλειδί :Gumbel distribution
probability weighted moments method
moment method
maximum likelihood method
simulation
Distribución de Gumbel
método de momentos ponderados de probabilidad
método de momentos
método de máxima verosimilitud
simulación