Revista de Matemática: Teoría y Aplicaciones ISSN Impreso: 1409-2433 ISSN electrónico: 2215-3373

OAI: https://revistas.ucr.ac.cr/index.php/matematica/oai
Estimating parameters of Gumbel Distribution using the Methods of Moments, probability weighted moments and maximum likelihood
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Keywords

Gumbel distribution
probability weighted moments method
moment method
maximum likelihood method
simulation
Distribución de Gumbel
método de momentos ponderados de probabilidad
método de momentos
método de máxima verosimilitud
simulación

How to Cite

Mahdi, S., & Cenac, M. (2005). Estimating parameters of Gumbel Distribution using the Methods of Moments, probability weighted moments and maximum likelihood. Revista De Matemática: Teoría Y Aplicaciones, 12(1-2), 151–156. https://doi.org/10.15517/rmta.v12i1-2.259

Abstract

We derive here estimators for the parameters of the Gumbel distribution using three estimating methods, namely, the probability weighted moments, the moment and the maximum likelihood methods. Furthermore, we compare the performance of these estimators using simulations. Both integer and non-integer orders are considered in the probability weighted moments method. Overall, the results show that the probability weighted moments method outperforms the other methods in the estimation of both α and εα y β parameters.

https://doi.org/10.15517/rmta.v12i1-2.259
PDF (Español (España))

References

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