TL-Moments of the Exponentiated
Generalized Extreme Value Distribution
by Noura Abd El-Sattar Taha Abu El-Magd.
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.
: 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
Noura Abd El-Sattar Taha Abu El-Magd
Abdallah Abdelfattah, email@example.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 2250 times since December 2, 2009.
Return to the Home Page.