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한국수자원학회 / v.4, no.3, 2003년, pp.155-173 
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( A COMPARATIVE EVALUATION OF THE ESTIMATORS OF THE 2-PARAMETER GENERALIZED PARETO DISTRIBUTION ) |
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| 초 록 |
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| 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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| 키워드 |
| Computer simulation;entropy;L-moments;maximum likelihood estimation;probability-weighted moments;regular moments; |
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Water Engineering Research / v.4, no.3, 2003년, pp.155-173
한국수자원학회
ISSN : 1229-6503
UCI : G100:I100-KOI(KISTI1.1003/JNL.JAKO200311921905009)
언어 : 영어 |
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| 논문 제공 : KISTI 한국과학기술정보연구원 |
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