Parameter estimation for 3-parameter generalized pareto distribution by the principle of maximum entropy (POME)
作者:
V.P. SINGH,
H. GUO,
期刊:
Hydrological Sciences Journal
(Taylor Available online 1995)
卷期:
Volume 40,
issue 2
页码: 165-181
ISSN:0262-6667
年代: 1995
DOI:10.1080/02626669509491402
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
The principle of maximum entropy (POME) is employed to derive a new method of parameter estimation for the 3-parameter generalized Pareto (GP) distribution. Monte Carlo simulated data are used to evaluate this method and compare it with the methods of moments (MOM), probability weighted moments (PWM), and maximum likelihood estimation (MLE). The parameter estimates yielded by the POME are either superior or comparable for high skewness.
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