Parameter estimation for 2-parameter generalized pareto distribution by POME

被引：16

作者：

Singh, VP

Guo, H

机构：

[1] Department of Civil and Environmental Engineering, Louisiana State University, Baton Rouge

来源：

STOCHASTIC HYDROLOGY AND HYDRAULICS | 1997年 / 11卷 / 03期

关键词：

D O I：

10.1007/BF02427916

中图分类号：

X [环境科学、安全科学];

学科分类号：

08 ; 0830 ;

摘要：

The principle of maximum entropy (POME) was employed to derive a new method of parameter estimation for the 2-parameter generalized Pareto (GP2) distribution. Monte Carlo simulated data were used to evaluate this method and compare it with the methods of moments (MOM), probability weighted moments (PWM), and maximum likelihood estimation (MLE). The parameter estimates yielded by POME were comparable or better within certain ranges of sample size and coefficient of variation.

引用

页码：211 / 227

页数：17

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