Author(s): Shin Hongjoon; Nam Woosung; Heo Jun-Haeng
Linked Author(s):
Keywords: No Keywords
Abstract: Estimation of confidence limits and intervals for the generalized logisitic distribution are presented based on the methods of moments (MOM), maximum likelihood (ML), and probability weighted moments (PWM). The asymptotic variances of the MOM, ML, and PWM quantile estimators are derived as a function of the sample size, return period, and parameters. Such variances can be used for estimating the confidence limits and confidence intervals of the population quantiles. The formulas obtained do not have simple forms but can be evaluated numerically.
Year: 2005