Robust Parameter Estimations Using L-Moments, TL-Moments and the Order Statistics
نویسندگان
چکیده
منابع مشابه
Robust parameter estimations using L-moments, TL-moments and the order statistics
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...
متن کاملL-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...
متن کاملHigher Order Moments and Recurrence Relations of Order Statistics from the Exponentiated Gamma Distribution
Order statistics arising from exponentiated gamma (EG) distribution are considered. Closed from expressions for the single and double moments of order statistics are derived. Measures of skewness and kurtosis of the probability density function of the rth order statistic for different choices of r, n and /theta are presented. Recurrence relations between single and double moments of r...
متن کاملRecurrence Relations for Single and Product Moments of Generalized Order Statistics from pth Order Exponential Distribution and its Characterization
In this paper, we establish some recurrence relations for single and product moments of generalized order statistics from pth order exponential distribution. Further the results are deduced for the recurrence relations of record values and ordinary order statistics and using a recurrence relation for single moments we obtain characterization of pth order exponential distribution.
متن کاملCVaR Reduced Fuzzy Variables and Their Second Order Moments
Based on credibilistic value-at-risk (CVaR) of regularfuzzy variable, we introduce a new CVaR reduction method fortype-2 fuzzy variables. The reduced fuzzy variables arecharacterized by parametric possibility distributions. We establishsome useful analytical expressions for mean values and secondorder moments of common reduced fuzzy variables. The convex properties of second order moments with ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: American Journal of Applied Mathematics
سال: 2014
ISSN: 2330-0043
DOI: 10.11648/j.ajam.20140202.11