Comparisons of the LH Moments and the L Moments

This paper discusses comparisons of the LH moments method with L moments method. LH moments, a generalization of L moments, based on linear combinations of higher-order statistics was introduced for charactering the upper part of distributions and larger events in data by Wang (1997). Analysis of ob...

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Main Author: Shabri, Ani
Format: Article
Language:English
Published: Department of Mathematics, Faculty of Science 2002
Subjects:
Online Access:http://eprints.utm.my/8814/
http://eprints.utm.my/8814/1/AniShabri2002_ComparisonsoftheLHMoments.pdf
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author Shabri, Ani
author_facet Shabri, Ani
author_sort Shabri, Ani
building UTeM Institutional Repository
collection Online Access
description This paper discusses comparisons of the LH moments method with L moments method. LH moments, a generalization of L moments, based on linear combinations of higher-order statistics was introduced for charactering the upper part of distributions and larger events in data by Wang (1997). Analysis of observed data shows that using LH moments estimates of the upper part of distribution events are expected to be more reasonable than the L moments estimates. A comparison of the LH moment diagram and the L moment diagram of the data also shows that the GEV distribution describes the LH moment ratios better than the L moments.
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spelling utm-88142010-06-02T01:58:09Z http://eprints.utm.my/8814/ Comparisons of the LH Moments and the L Moments Shabri, Ani QA Mathematics This paper discusses comparisons of the LH moments method with L moments method. LH moments, a generalization of L moments, based on linear combinations of higher-order statistics was introduced for charactering the upper part of distributions and larger events in data by Wang (1997). Analysis of observed data shows that using LH moments estimates of the upper part of distribution events are expected to be more reasonable than the L moments estimates. A comparison of the LH moment diagram and the L moment diagram of the data also shows that the GEV distribution describes the LH moment ratios better than the L moments. Department of Mathematics, Faculty of Science 2002-06 Article PeerReviewed application/pdf en http://eprints.utm.my/8814/1/AniShabri2002_ComparisonsoftheLHMoments.pdf Shabri, Ani (2002) Comparisons of the LH Moments and the L Moments. Matematika, 18 (1). pp. 33-43. ISSN 0127-8274 http://www.fs.utm.my/matematika/content/view/63/31/
spellingShingle QA Mathematics
Shabri, Ani
Comparisons of the LH Moments and the L Moments
title Comparisons of the LH Moments and the L Moments
title_full Comparisons of the LH Moments and the L Moments
title_fullStr Comparisons of the LH Moments and the L Moments
title_full_unstemmed Comparisons of the LH Moments and the L Moments
title_short Comparisons of the LH Moments and the L Moments
title_sort comparisons of the lh moments and the l moments
topic QA Mathematics
url http://eprints.utm.my/8814/
http://eprints.utm.my/8814/
http://eprints.utm.my/8814/1/AniShabri2002_ComparisonsoftheLHMoments.pdf