The properties of l-moments compared to conventional moments

Dissertant

Hamdan, Muhammad Sulayman

Thesis advisor

Rifi, Muhammad I.

University

Islamic University

Faculty

Faculty of Science

Department

Department of Mathematics

University Country

Palestine (Gaza Strip)

Degree

Master

Degree Date

2009

English Abstract

In this thesis, we survey the concept of L-moments.

We introduce the dentition of L-moments and the probability weighted moments (PWMs) and then we expressed the L-moments by the use of the probability weighted moments.

Also, we established the relation between the L-moments and the order statistic.

Moreover, we introduced some of the properties the L-moments especially the property that, if the mean of the distribution exists, then all of the L-moments exist and uniquely dine the distribution.

That is, no two distinct distributions have the same L-moments.

This property is not always valid in the conventional moments.

Moreover, wend the L-moments for some distributions.

Later, we introduce estimation for the L-moments and probability weighted moments and then we used them in estimating the parameters of some distributions as the Uniform distribution, the Exponential distribution, Generalized Logistic distribution and Generalized Pareto Distribution.

Moreover, we introduce the generalized lambda distribution (GLD) and wend the (PWMs) and L-moments for (GLD).

Also, we dined the Censored Data which is divided into two cases : I-Right censoring and II-Left censoring and then wend the partial property weighted moments (PPWMs) for both cases.

Finally, wend the type B PPWMs for GLD.

Main Subjects

Mathematics

Topics

• Mathematical statistics

No. of Pages

124

Table of Contents

• APA
• MLA
• AMA

Language

English

Data Type

Arab Theses

Record ID

BIM-300259