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。
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.
关键词
概率权重矩
正态分布
参数估计
probability weighted moment
normal distribution
parameter estimating
monte carlo experiment
