Estimating parameters of an extreme value distribution by the method of moments

Cristopeit, N.; Bonn Univ. (Germany). Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitaeten

Estimating parameters of an extreme value distribution by the method of moments

Authors: N. Cristopeit
Bonn Univ. (Germany). Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitaeten
Publication date: 1 January 1990
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Abstract

The paper shows that the method of moments provides simple and consistent estimates of the parameters of extreme value distributions used to approximate the distribution of maxima of grouped observations. As an illustrion, the distribution of earthquake magnitudes in the middle Rhein region is estimatedAvailable from TIB Hannover: RO 3009(175) / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Technische InformationsbibliothekSIGLEDEGerman

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