Article ID Journal Published Year Pages File Type
1154949 Statistics & Probability Letters 2007 6 Pages PDF
Abstract

Probability weighted moments (PWM) are classically used in hydrology. Here we study their properties for small samples. Links between PWMs and the hazard rate ordering are identified. We propose PWM tail equivalences and derive explicit variances for PWM unbiased estimators.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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