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:: Volume 25, Issue 2 (3-2015) ::
مجله‌ی بررسی‌ها 2015, 25(2): 149-160 Back to browse issues page
A New Method of Estimation: Adjusted Probability Weighted Moments Estimators
Afshin Fayyaz Movaghar *, Zohre Mahmoudi
Abstract:   (4666 Views)

In this paper a new method of estimation, named Adjusted Probability Weighted Moment (APWM), is introduced which is an extension of the Probability Weighted Moment (PWM) method. This method is used for parameter estimation of uniform distribution (0,theta). To assess the new method, based on a numerical study, Mean Square Error (MSE) of APWM, the Method of Moments (MM), Maximum Likelihood Method (MLM), Adjusted Method of Moments (AMM) and PWM are compared. The comparison shows that APWM has smaller MSE among the other methods. In addition, the numerical results show that the APWM estimator of Uniform distribution is not distributed asymptotically normal.

Keywords: Probability weighted moment estimator, adjusted method of moment estimator, adjusted probability weighted moment estimator, upper random Stieltjes Sum.
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Type of Study: Research | Subject: General
Received: 2014/11/10 | Accepted: 2015/09/15 | Published: 2016/01/11
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Fayyaz Movaghar A, Mahmoudi Z. A New Method of Estimation: Adjusted Probability Weighted Moments Estimators . مجله‌ی بررسی‌ها 2015; 25 (2) :149-160
URL: http://ijoss.srtc.ac.ir/article-1-83-en.html

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Volume 25, Issue 2 (3-2015) Back to browse issues page
مجله‌ی بررسی‌های آمار رسمی ایران Ijoss Iranian Journal of Official Statistics Studies
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