PARAMETER-ESTIMATION FOR 3-PARAMETER GENERALIZED PARETO DISTRIBUTION BY THE PRINCIPLE OF MAXIMUM-ENTROPY (POME)

被引：53
|
作者：
SINGH, VP
GUO, H
机构：
[1] Department of Civil Engineering, Louisiana State University, Baton Rouge, LA
来源：
HYDROLOGICAL SCIENCES JOURNAL-JOURNAL DES SCIENCES HYDROLOGIQUES | 1995年 / 40卷 / 02期
关键词：
D O I：
10.1080/02626669509491402
中图分类号：
TV21 [水资源调查与水利规划];
学科分类号：
081501 ;
摘要：
The principle of maximum entropy (POME) is employed to derive a new method of parameter estimation for the 3-parameter generalized Pareto (GP) distribution. Monte Carlo simulated data are 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 the POME are either superior or comparable for high skewness.
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页码：165 / 181
页数：17
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