TECHNICAL NOTES
Feb 1, 1994

Comparison of Some Estimation Methods in Frequency Analysis

Publication: Journal of Hydraulic Engineering
Volume 120, Issue 2

Abstract

The goal of this note is to investigate relationships among the maximum likelihood method (MLE), maximum of entropy (POME) method, and the generalized method of moment (GMM) for four probability density functions. It is shown that MLE and POME constitute a particular case of GMM.

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References

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Abramowitz, M., and Stegun, I. A. (1970). Handbook of mathematical functions. U.S. Bureau of Standards, Washington, D.C.
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Bobée, B., and Ashkar, F. (1988). “Generalized method of moments applied to LP3 distributions.” J. Hydraul. Engrg., 114, 899–909.
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Kendall, M. G., and Stuart, A. (1958). The advanced theory of statistics. Vol. 2, fourth Ed., Griffin, New York, N.Y.
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Phien, H. (1987). “A review of methods of parameter estimation for the extreme value type 1 distribution.” J. Hydrol., 90, 251–268.
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Rao, D. V. (1980). “Log Pearson type 3 distribution: method of mixed moments.” J. Hydr. Div., ASCE 106(6), 999–1019.
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Singh, V. P., Rajagopal, A. K., and Singh, K. (1986). “Derivation of some frequency distributions using the principle of maximum entropy (POME).” Adv. Water Res., 9, 91–106.

Information & Authors

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Published In

Go to Journal of Hydraulic Engineering
Journal of Hydraulic Engineering
Volume 120Issue 2February 1994
Pages: 228 - 235

History

Received: May 29, 1992
Published online: Feb 1, 1994
Published in print: Feb 1994

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Authors

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Zoubeida Kebaili‐Bargaoui
Asst. Prof., Ecole Nationale d'Ingénieurs de Tunis, Civ. Engrg. Dept., BP 37 1002, Belvedere, Tunis, Tunisia

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