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概率权重矩法估计正态分布参数
引用本文:杨荣富,丁晶,宋德敦.概率权重矩法估计正态分布参数[J].四川大学学报(工程科学版),1991(6).
作者姓名:杨荣富  丁晶  宋德敦
作者单位:成都科技大学,成都科技大学,南京水文水资源所
摘    要:本文以简单的方法导出了正态分布参数和概率权重矩的关系式。在小样本的情况下,以统计试验成果对比分析了传统矩法,极大似然法和概率权重矩法估计量的统计特性。结果表明,概率权重矩法不失为一种优良的参数估计方法。

关 键 词:概率权重矩  正态分布  参数估计  统计试验

Estimating Parameters of Normal Distribution by the Method of Probability Weighted Moment
Yang Rongfu Ding Jing Song Dedun.Estimating Parameters of Normal Distribution by the Method of Probability Weighted Moment[J].Journal of Sichuan University (Engineering Science Edition),1991(6).
Authors:Yang Rongfu Ding Jing Song Dedun
Affiliation:Yang Rongfu Ding Jing Song Dedun
Abstract:The theoretical relationships between the parameters of Normal distribut- tion and probability weighted moments have beeninves tigated.As a small samp- le is concerned,in order to analyse the statistic properties of estimates by using the traditional moment method,maximum likelihood method,and probability weighted moment method,monte carlo experiments which have been carried out, and the results show that probability weighted moment method is a competitive one.
Keywords:probability weighted moment  normal distribution  parameter estimating  monte carlo experiment  
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