TL-Moments of the Exponentiated Generalized Extreme Value Distribution

by Noura Abd El-Sattar Taha Abu El-Magd.

Abstract: TL-moments and LQ-moments of the Exponentiated generalized extreme value distribution (EGEV) will be obtained and used to estimate the unknown parameters of the EGEV distribution. Many special cases may be obtained such as the L-moments, LH-moments and LL-moments. The estimation of the EGEV distribution parameters is studied in a numerical example where method of TL-moments compares to other estimation methods (L-moments estimators, LQ-moment estimators and the method of moment estimators). The true formulas for the rth classical moments and the probability weighted moments for the EGEV distribution will be obtained to correct the Adeyemi and Adebanji (2006) results.

Key Words: : Exponentiated generalized extreme value distribution; TL-moments; L-moments; LH-moments; LL-moments; TL-moments estimators; LQ-moments estimators; Method of moments estimators; Probability weighted moments; L-moments estimators

Author:
Noura Abd El-Sattar Taha Abu El-Magd , nora_shon@yahoo.com

Editor: Abdallah Abdelfattah, a_afattah@hotmail.com

READING THE ARTICLE: You can read the article in portable document (.pdf) format (121332 bytes.)

NOTE: The content of this article is the intellectual property of the authors, who retains all rights to future publication.

This page has been accessed 2045 times since December 2, 2009.


Return to the InterStat Home Page.