CONFIDENCE INTERVALS OF QUANTILE FOR THE GENERALIZED LOGISTIC DISTRIBUTION

摘要

The generalized logistic (GL) distribution has been widely used for frequency analysis because its quantile estimate is unbounded above unless the shape parameter is positive. However, there is a little study related to the confidence intervals that indicate the prediction accuracy of distribution for the GL distribution. In this paper, the estimation of the confidence intervals of quantiles for the GL distribution is presented based on the method of moments (MOM), maximum likelihood (ML), and probability weighted moments (PWM) and the asymptotic variances of each quantile estimator are derived as functions of the sample sizes, return periods, and parameters.