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Estimating Parameters of Gumbel Distribution using the Methods of Moments, probability weighted Moments and maximum likelihood
Estimating Parameters of Gumbel Distribution using the Methods of Moments, probability weighted Moments and maximum likelihood
(2012-03-02)
We derive here estimators for the parameters of the Gumbel distribution using three estimating methods, namely, the probability weighted moments, the moment and the maximum likelihood methods. Furthermore, we compare the ...