Probability weighted moments compared with some traditional techniques in estimating Gumbel Parameters and quantiles
Authors:
- J. Maciunas LandwehrJLJ. Maciunas Landwehr
- N. C. MatalasNMN. C. Matalas
- J. R. WallisJWJ. R. Wallis
- 1 October 1979
- journal article
- Published by American Geophysical Union (AGU) in Water Resources Research
- Vol. 15 (5) , 1055-1064
Abstract
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.Keywords
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