Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1154949 | Statistics & Probability Letters | 2007 | 6 Pages |
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
Authors
Reinhard Furrer, Philippe Naveau,