L-Moments and TL-Moments as an Alternative Tool of Statistical Data Analysis
نویسندگان
چکیده
منابع مشابه
L-moments and TL-moments of the generalized lambda distribution
The 4-parameter generalized lambda distribution (GLD) is a flexible distribution capable of mimicking the shapes of many distributions and data samples including those with heavy tails. The method of L-moments and the recently developed method of trimmed L-moments (TL-moments) are attractive techniques for parameter estimation for heavy-tailed distributions for which the Land TL-moments have be...
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Application of the method of moments for the parametric distribution is common in the construction of a suitable parametric distribution. However, moment method of parameter estimation does not produce good results. An alternative approach when constructing an appropriate parametric distribution for the considered data file is to use the so-called order statistics. This paper deals with the use...
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Since L-moment estimators are linear functions of the ordered data values, they are virtually unbiased and have relatively small sampling variance, especially in comparison to the classical coefficients of skewness and kurtosis. Moreover, estimators of L-moments are relatively insensitive to outliers. Liaw and Zheng (2004) calculated drag forces on cylinders by polynomial approximations in whic...
متن کاملA theoretical comparison between moments and L-moments
Despite its popularity in applied statistics, standard measures of shape have long been recognized to be unsatisfactory, due to their extreme sensitivity to outliers and poor sample efficiency. These difficulties seem to be largely overcome by a new system: the L-moments. During the last decade several authors have established the superior performance of L-moments over classical moments based o...
متن کاملTrimmed L-moments
Classical estimation methods (least squares, the method of moments and maximum likelihood) work well in regular cases such as the exponential family, but outliers can have undue in1uence on these methods. We de3ne population trimmed L-moments (TL-moments) and corresponding sample TL-moments as robust generalisations of population and sample L-moments. TL-moments assign zero weight to extreme ob...
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ژورنال
عنوان ژورنال: Journal of Applied Mathematics and Physics
سال: 2014
ISSN: 2327-4352,2327-4379
DOI: 10.4236/jamp.2014.210104