Estimating Parameters of Gumbel Distribution using the Methods of Moments, probability weighted Moments and maximum likelihood
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...
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| Pubblicato in: | Revista de Matemática: Teoría y Aplicaciones |
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| Autori principali: | , |
| Natura: | Artigo |
| Lingua: | Inglês |
| Pubblicazione: |
Universidad de Costa Rica
2005
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| Soggetti: | |
| Accesso online: | https://www.redalyc.org/articulo.oa?id=45326946014 |
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