STATISTICAL INFERENCE BASED ON THE ADJUSTED PROBABILITY WEIGHTED MOMENT ESTIMATOR

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FAYYAZ MOVAGHAR A.; MAHMOUDI Z.

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Paper Information

Journal: Journal of Operational Research in its Applications Year:2015 | Volume:12 | Issue:2 (45) Page(s): 79-87

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Information Journal Paper

Title

STATISTICAL INFERENCE BASED ON THE ADJUSTED PROBABILITY WEIGHTED MOMENT ESTIMATOR

Author(s)

FAYYAZ MOVAGHAR A. | MAHMOUDI Z. | Issue Writer Certificate

Keywords

PROBABILITY WEIGHTED MOMENT ESTIMATORQ2

RANDOM STIELTJES PARTIAL SUMQ2

Abstract

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). Based on APWM, a statistical inference is carried out on the parameter of Uniform distribution on (0, q). The results are compared with the ones of the other methods like the Maximum Likelihood (ML) and PWM. The APWM outperforms the PWM and gives the results at least similar to ML.

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روش نوین برآوردیابی: برآوردگرهای گشتاوری با وزن احتمالی تعدیل یافته

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APA: Copy

FAYYAZ MOVAGHAR, A., & MAHMOUDI, Z.. (2015). STATISTICAL INFERENCE BASED ON THE ADJUSTED PROBABILITY WEIGHTED MOMENT ESTIMATOR. JOURNAL OF OPERATIONAL RESEARCH AND ITS APPLICATIONS (JOURNAL OF APPLIED MATHEMATICS), 12(2 (45)), 79-87. SID. https://sid.ir/paper/164653/en

Vancouver: Copy

FAYYAZ MOVAGHAR A., MAHMOUDI Z.. STATISTICAL INFERENCE BASED ON THE ADJUSTED PROBABILITY WEIGHTED MOMENT ESTIMATOR. JOURNAL OF OPERATIONAL RESEARCH AND ITS APPLICATIONS (JOURNAL OF APPLIED MATHEMATICS)[Internet]. 2015;12(2 (45)):79-87. Available from: https://sid.ir/paper/164653/en

IEEE: Copy

A. FAYYAZ MOVAGHAR, and Z. MAHMOUDI, “STATISTICAL INFERENCE BASED ON THE ADJUSTED PROBABILITY WEIGHTED MOMENT ESTIMATOR,” JOURNAL OF OPERATIONAL RESEARCH AND ITS APPLICATIONS (JOURNAL OF APPLIED MATHEMATICS), vol. 12, no. 2 (45), pp. 79–87, 2015, [Online]. Available: https://sid.ir/paper/164653/en

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