Water Engineering Research

한국수자원학회 (Korea Water Resources Association)
권호 표지

A COMPARATIVE EVALUATION OF THE ESTIMATORS OF THE 2-PARAMETER GENERALIZED PARETO DISTRIBUTION

  • Singh, V.P. (Louisiana State University) ;
  • Ahmad, M. (Louisiana State University) ;
  • Sherif, M.M. (United Arab Emirates University)
  • 발행 : 2003.07.01
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초록

Parameters and quantiles of the 2-parameter generalized Pareto distribution were estimated using the methods of regular moments, modified moments, probability weighted moments, linear moments, maximum likelihood, and entropy for Monte Carlo-generated samples. The performance of these seven estimators was statistically compared, with the objective of identifying the most robust estimator. It was found that in general the methods of probability-weighted moments and L-moments performed better than the methods of maximum likelihood estimation, moments and entropy, especially for smaller values of the coefficient of variation and probability of exceedance.

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참고문헌

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