:: 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:   (3532 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.
Full-Text [PDF 251 kb]   (2916 Downloads)    
Type of Study: Research | Subject: General
Received: 2014/11/10 | Accepted: 2015/09/15 | Published: 2016/01/11


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Volume 25, Issue 2 (3-2015) Back to browse issues page