Probability weighted moments compared with some traditional techniques in estimating Gumbel Parameters and quantiles

Water Resources Research
By: , and 

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Abstract

Estimates of the parameters and quantiles of the Gumbel distribution by the methods of probability weighted moments, (conventional) moments, and maximum likelihood were compared. Results were derived from Monte Carlo experiments by using both independent and serially correlated Gumbel numbers. The method of probability weighted moments was seen to compare favorably with the other two techniques.

Publication type Article
Publication Subtype Journal Article
Title Probability weighted moments compared with some traditional techniques in estimating Gumbel Parameters and quantiles
Series title Water Resources Research
DOI 10.1029/WR015i005p01055
Volume 15
Issue 5
Year Published 1979
Language English
Publisher American Geophysical Union
Description 10 p.
First page 1055
Last page 1064
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