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Eureka! It fits a Pearson type: 3 distribution
Author(s) -
Matalas N. C.,
Wallis J. R.
Publication year - 1973
Publication title -
water resources research
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.863
H-Index - 217
eISSN - 1944-7973
pISSN - 0043-1397
DOI - 10.1029/wr009i002p00281
Subject(s) - mathematics , statistics , maximum likelihood , random variable , moment (physics) , restricted maximum likelihood , random variate , type (biology) , variable (mathematics) , distribution (mathematics) , maximum likelihood sequence estimation , probability distribution , mathematical analysis , physics , geology , paleontology , classical mechanics
Under the assumption that a random variable is distributed as Pearson type 3, a comparison was made between moment and maximum likelihood estimates of the parameter values of the distribution and the variate values at specified probability levels. For the region where maximum likelihood solutions may be obtained, maximum likelihood estimates yield solutions that are less biased and less variable than the comparable moment estimates. When these results are extended to quite small samples, say, N ≈25, they become quite pronounced as the probability p becomes greater than N /( N +1).