%0 Journal Article
%A Fayyaz Movaghar, Afshin
%A Mahmoudi, Zohre
%T A New Method of Estimation: Adjusted Probability Weighted Moments Estimators
%J Iranian Journal of Official Statistics Studies
%V 25
%N 2
%U http://ijoss.srtc.ac.ir/article-1-83-en.html
%R
%D 2015
%K Probability weighted moment estimator, adjusted method of moment estimator, adjusted probability weighted moment estimator, upper random Stieltjes Sum.,
%X 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.
%> http://ijoss.srtc.ac.ir/article-1-83-en.pdf
%P 149-160
%& 149
%!
%9 Research
%L A-10-1-59
%+
%G eng
%@ 2538-5798
%[ 2015