Estimation of the extreme value type I Distribution by the method of LQ-Moments
The study evaluated the effectiveness of the various quantile estimators of the LQ-moments method for estimating parameters of the Extreme Value Type 1 (EV1) distribution. Approach: The performances of the LQ-moments were analyzed and compared against a widely used method of L-moments by using simul...
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| Format: | Article |
| Language: | English |
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Science Publications
2009
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| Online Access: | http://eprints.utm.my/2638/ http://eprints.utm.my/2638/1/AniShabri2009_EstimationoftheExtremeValueType.pdf |
| _version_ | 1848890396657057792 |
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| author | Shabri, Ani Jemain, Abdul Aziz |
| author_facet | Shabri, Ani Jemain, Abdul Aziz |
| author_sort | Shabri, Ani |
| building | UTeM Institutional Repository |
| collection | Online Access |
| description | The study evaluated the effectiveness of the various quantile estimators of the LQ-moments method for estimating parameters of the Extreme Value Type 1 (EV1) distribution. Approach: The performances of the LQ-moments were analyzed and compared against a widely used method of L-moments by using simulated samples of both EV1 and generalized Lambda distribution, focusing on small and moderate sample sizes. Results: The analysis results showed that LQMOM method wais more efficient in many cases especially for the upper tails of the distribution and for various sample sizes. Conclusion: This study demonstrated that conventional LMOM was not optimal for the estimation of the EV1 distribution |
| first_indexed | 2025-11-15T20:41:25Z |
| format | Article |
| id | utm-2638 |
| institution | Universiti Teknologi Malaysia |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-15T20:41:25Z |
| publishDate | 2009 |
| publisher | Science Publications |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | utm-26382010-10-13T04:45:22Z http://eprints.utm.my/2638/ Estimation of the extreme value type I Distribution by the method of LQ-Moments Shabri, Ani Jemain, Abdul Aziz QA Mathematics The study evaluated the effectiveness of the various quantile estimators of the LQ-moments method for estimating parameters of the Extreme Value Type 1 (EV1) distribution. Approach: The performances of the LQ-moments were analyzed and compared against a widely used method of L-moments by using simulated samples of both EV1 and generalized Lambda distribution, focusing on small and moderate sample sizes. Results: The analysis results showed that LQMOM method wais more efficient in many cases especially for the upper tails of the distribution and for various sample sizes. Conclusion: This study demonstrated that conventional LMOM was not optimal for the estimation of the EV1 distribution Science Publications 2009 Article PeerReviewed application/pdf en http://eprints.utm.my/2638/1/AniShabri2009_EstimationoftheExtremeValueType.pdf Shabri, Ani and Jemain, Abdul Aziz (2009) Estimation of the extreme value type I Distribution by the method of LQ-Moments. Journal of Mathematics and Statistics, 5 (4). pp. 298-304. ISSN 1549-3644 http://www.scipub.org/fulltext/jms2/jms254298-304.pdf |
| spellingShingle | QA Mathematics Shabri, Ani Jemain, Abdul Aziz Estimation of the extreme value type I Distribution by the method of LQ-Moments |
| title | Estimation of the extreme value type I Distribution by the method of LQ-Moments |
| title_full | Estimation of the extreme value type I Distribution by the method of LQ-Moments |
| title_fullStr | Estimation of the extreme value type I Distribution by the method of LQ-Moments |
| title_full_unstemmed | Estimation of the extreme value type I Distribution by the method of LQ-Moments |
| title_short | Estimation of the extreme value type I Distribution by the method of LQ-Moments |
| title_sort | estimation of the extreme value type i distribution by the method of lq-moments |
| topic | QA Mathematics |
| url | http://eprints.utm.my/2638/ http://eprints.utm.my/2638/ http://eprints.utm.my/2638/1/AniShabri2009_EstimationoftheExtremeValueType.pdf |