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On the Effects of Plotting Positions to the Probability Weighted Moments Method for the Generalized Logistic Distribution
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 Title & Authors
On the Effects of Plotting Positions to the Probability Weighted Moments Method for the Generalized Logistic Distribution
Kim, Myung-Suk;
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 Abstract
Five plotting positions are applied to the computation of probability weighted moments (PWM) on the parameters of the generalized logistic distribution. Over a range of parameter values with some finite sample sizes, the effects of five plotting positions are investigated via Monte Carlo simulation studies. Our simulation results indicate that the Landwehr plotting position frequently tends to document smaller biases than others in the location and scale parameter estimations. On the other hand, the Weibull plotting position often tends to cause larger biases than others. The plotting position (i - 0.35)/n seems to report smaller root mean square errors (RMSE) than other plotting positions in the negative shape parameter estimation under small samples. In comparison to the maximum likelihood (ML) method under the small sample, the PWM do not seem to be better than the ML estimators in the location and scale parameter estimations documenting larger RMSE. However, the PWM outperform the ML estimators in the shape parameter estimation when its magnitude is near zero. Sensitivity of right tail quantile estimation regarding five plotting positions is also examined, but superiority or inferiority of any plotting position is not observed.
 Keywords
Generalized logistic distribution;plotting position;probability weighted moments;quantile;shape parameter;
 Language
English
 Cited by
1.
극단치 분포의 모수 추정방법 비교 연구(회귀 분석법을 기준으로),우지용;김명석;

Communications for Statistical Applications and Methods, 2009. vol.16. 3, pp.463-477 crossref(new window)
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