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Probability weighted moments compared with some traditional techniques in estimating Gumbel Parameters and quantiles

J. Maciunas Landwehr·N.C. Matalas·J.R. Wallis
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Abstract

Estimates of the parameters and quantiles of the Gumbel distribution by the methods of probability weighted moments, (conventional) moments, and maximum likelihood were compared. Results were derived from Monte Carlo experiments by using both independent and serially correlated Gumbel numbers. The method of probability weighted moments was seen to compare favorably with the other two techniques.

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J. Maciunas Landwehr, N.C. Matalas, J.R. Wallis. 2010-07-09. Probability weighted moments compared with some traditional techniques in estimating Gumbel Parameters and quantiles. https://doi.org/10.1029/wr015i005p01055

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