PROBABILITY WEIGHTED MOMENTS COMPARED WITH SOME TRADITIONAL TECHNIQUES IN ESTIMATING GUMBEL PARAMETERS AND QUANTILES

被引:282
作者
LANDWEHR, JM [1 ]
MATALAS, NC [1 ]
WALLIS, JR [1 ]
机构
[1] IBM CORP,THOMAS J WATSON RES CTR,YORKTOWN HTS,NY 10598
关键词
D O I
10.1029/WR015i005p01055
中图分类号
X [环境科学、安全科学];
学科分类号
08 ; 0830 ;
摘要
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. Copyright 1979 by the American Geophysical Union.
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页码:1055 / 1064
页数:10
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