Maximum product of spacings estimators for the generalized pareto and log-logistic distributions |
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| Authors: | D L Fitzgerald |
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| Institution: | (1) Irish Meteorological Service, Glasnevin Hill, Dublin 9, Ireland |
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| Abstract: | The maximum product of spacings (MPS) method is discussed from the standpoint of information theory. MPS parameter and quantile estimates for the generalized Pareto distribution and the two parameter log-logistic distribution are compared with the maximum likelihood(ML) and probability weighted moment (PWM) estimates. |
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| Keywords: | Spacings quantiles generalized Pareto distribution log-logistic distribution |
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