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.
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页码：211 / 227
页数：16
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