Parameter estimation for 2-parameter generalized pareto distribution by POME

被引：0
|
作者：
V. P. Singh
H. Guo
机构：
[1] Louisiana State University,Department of Civil and Environmental Engineering
来源：
Stochastic Hydrology and Hydraulics | 1997年 / 11卷
关键词：
Entropy; Waste Water; Parameter Estimation; Water Management; Water Pollution;
D O I：
暂无
中图分类号：
学科分类号：
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
收藏
页码：211 / 227
页数：16
相关论文
共 50 条
  • [1] Parameter estimation for 2-parameter generalized pareto distribution by POME
    Singh, VP
    Guo, H
    STOCHASTIC HYDROLOGY AND HYDRAULICS, 1997, 11 (03): : 211 - 227
  • [2] Parameter estimations for 2-parameter pareto distribution by pome
    Water Res Manage, 2 (81-93):
  • [3] PARAMETER-ESTIMATION FOR 3-PARAMETER GENERALIZED PARETO DISTRIBUTION BY THE PRINCIPLE OF MAXIMUM-ENTROPY (POME)
    SINGH, VP
    GUO, H
    HYDROLOGICAL SCIENCES JOURNAL-JOURNAL DES SCIENCES HYDROLOGIQUES, 1995, 40 (02): : 165 - 181
  • [4] PARAMETER AND QUANTILE ESTIMATION FOR THE GENERALIZED PARETO DISTRIBUTION
    HOSKING, JRM
    WALLIS, JR
    TECHNOMETRICS, 1987, 29 (03) : 339 - 349
  • [5] Bayesian approach to parameter estimation of the generalized pareto distribution
    Bermudez, PD
    Turkman, MAA
    TEST, 2003, 12 (01) : 259 - 277
  • [6] Bayesian approach to parameter estimation of the generalized pareto distribution
    P. de Zea Bermudez
    M. A. Amaral Turkman
    Test, 2003, 12 (1) : 259 - 277
  • [7] Baseline Methods for the Parameter Estimation of the Generalized Pareto Distribution
    Martin, Jacinto
    Parra, Maria Isabel
    Pizarro, Mario Martinez
    Sanjuan, Eva Lopez
    ENTROPY, 2022, 24 (02)
  • [8] BAYES ESTIMATION OF SCALE PARAMETER IN GENERALIZED PARETO DISTRIBUTION
    Setiya, Parul
    Kumar, Vinod
    JOURNAL OF RELIABILITY AND STATISTICAL STUDIES, 2016, 9 (01): : 111 - 133
  • [9] Parameter and quantile estimation of the 2-parameter kappa distribution by maximum likelihood
    Aucoin, Francois
    Ashkar, Fahim
    Bayentin, Lampouguin
    STOCHASTIC ENVIRONMENTAL RESEARCH AND RISK ASSESSMENT, 2012, 26 (08) : 1025 - 1039
  • [10] Parameter and quantile estimation of the 2-parameter kappa distribution by maximum likelihood
    François Aucoin
    Fahim Ashkar
    Lampouguin Bayentin
    Stochastic Environmental Research and Risk Assessment, 2012, 26 : 1025 - 1039
12345