Fitting the Generalized Logistic Distribution by LQ-Moments

نویسندگان

  • Ani Shabri
  • Abdul Aziz Jemain
چکیده

The method of LQ-moments (LQMOM) for estimating parameters and quantiles of the Generalized Logistic (GL) distribution are introduced. We explore and extend class of LQMOM with consideration combinations of p and α values in the range 0 and 0.5. The popular quantile estimator namely the weighted kernel quantile (WKQ) estimator is proposed to estimate the quantile function. A comparison of these methods is done by simulation. The performances of the proposed estimators of the GL distribution was compared with the estimators based on L-moments for various sample sizes and return periods. The overall results show the LQMOM provides better results only for small or moderate sample size.

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تاریخ انتشار 2011