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Use of Probability Weighted Moments in the Analysis of Means
Author(s) -
Muhammad F.,
Ahmad S.,
Abiodullah M.
Publication year - 1993
Publication title -
biometrical journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.108
H-Index - 63
eISSN - 1521-4036
pISSN - 0323-3847
DOI - 10.1002/bimj.4710350313
Subject(s) - mathematics , cauchy distribution , range (aeronautics) , statistics , probability distribution , exponential function , mathematical analysis , materials science , composite material
In the analysis of means the estimate of σ is usually calculated using range. In this study it is proposed that the linear estimate of σ based on probability weighted moments should be used. A simulation study based on 1000 values suggested that the linear estimate of σ using probability weighted moments is more close to the original value. In the simulations different distributions such as normal, t , Cauchy and exponential were assumed.

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