Skip to main content
U.S. flag

An official website of the United States government

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

January 1, 1979

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.

Publication Year 1979
Title Probability weighted moments compared with some traditional techniques in estimating Gumbel Parameters and quantiles
DOI 10.1029/WR015i005p01055
Authors J. Maciunas Landwehr, N.C. Matalas, J.R. Wallis
Publication Type Article
Publication Subtype Journal Article
Series Title Water Resources Research
Index ID 70012252
Record Source USGS Publications Warehouse