2010Journal of Advanced ResearchOpen access

TL-moments of the exponentiated generalized extreme value distribution

Noura El-Magd

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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 numerical simulations where the method for obtaining TL-moments is compared with other estimation methods (L-moments estimators, LQ-moment estimators and the method of moment estimators). The true formulae for the r th classical moments and the probability weighted moments for the EGEV distribution will be obtained to correct the Adeyemi and Adebanji [1] results.

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What this paper is about

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 numerical simulations where the method for obtaining TL-moments is compared with other estimation methods (L-moments estimators, LQ-moment estimators and the method of moment estimators). The true formulae for the r th classical moments and the probability weighted moments for the EGEV distribution will be obtained to correct the Adeyemi and Adebanji [1] results.

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Available 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 numerical simulations where the method for obtaining TL-moments is compared with other estimation methods (L-moments estimators, LQ-moment estimators and the method of moment estimators). The true formulae for the r th classical moments and the probability weighted moments for the EGEV distribution will be obtained to correct the Adeyemi and Adebanji [1] results.

Key concepts: Estimator, L-moment, Mathematics, Moment (physics), Generalized method of moments, Method of moments (probability theory), Distribution (mathematics), Generalized extreme value distribution

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