| Author | Suchada Ditthakarnnon |
| Call Number | AIT Thesis no. CS-91-33 |
| Subject(s) | Distributed parameter systems
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| Note | A thesis submitted in partial fulfillment of the requirements for the degree of Master of Science, School of Engineering and Technology |
| Publisher | Asian Institute of Technology |
| Abstract | Two methods obtained by minimizing the Cramer-Von Mises statistic (MMW) and the Anderson-Darling statistic (MMA), are proposed for parameter estimation. They are based on two goodness-of-fit tests, called the Cramer-Von Mises w2 and the Anderson-Darling statistic A2 The proposed methods were applied to three popular distributions, the Generalized Extreme Value (GEV), the Extreme Value Type 1 (EVl) and the Log-Logistic (LLG) distributions. From the simulation study, it was found that minimizing W2 method (MMW) is most satisfactory for the GEV distribution and for the EVl distribution, minimizing A2 method (MMA) is the best. For the LLG distribution, no definite conclusions can be drawn. |
| Year | 1991 |
| Type | Thesis |
| School | School of Engineering and Technology (SET) |
| Department | Other Field of Studies (No Department) |
| Academic Program/FoS | Computer Science (CS) |
| Chairperson(s) | Huynh Ngoc Phien |
| Examination Committee(s) | Nagarur, Nagendra N. ; |
| Scholarship Donor(s) | US-A SEAN |
| Degree | Thesis (M.Sc.) - Asian Institute of Technology, 1991 |