Computation of Maximum-Likelihood Parameters of the Generalized Logistic Distribution by Three-Step Newton-Raphson Algorithm

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dc.contributor.authorAcanal, Nese
dc.contributor.authorHaktanIr, Tefaruk
dc.date.accessioned2025-02-24T17:18:33Z
dc.date.available2025-02-24T17:18:33Z
dc.date.issued2022
dc.departmentFakülteler, Mühendislik Fakültesi, İnşaat Mühendisliği Bölümü
dc.description.abstractThe skewness coefficient (G) of the generalized logistic (GLO) distribution is a function of its shape parameter (a) only. Both the methods of probability-weighted moments and maximum-likelihood (ML) mostly yield magnitudes for the shape parameter much different from that by the method of moments, the gap narrowing with increasing length of the sample series. The computation of ML parameters by the conventional Newton-Raphson method is problematic with no solution for a nonnegligible number of sample series. Here, the three-step Newton-Raphson algorithm, which was previously proposed for the generalized extreme values distribution, is adapted to the GLO distribution, and on many recorded annual flood peaks and annual maximum rainfalls series and through a comprehensive Monte-Carlo experiment it is shown to improve the rate of convergent solutions considerably.
dc.identifier.doi10.1007/s42519-022-00243-1
dc.identifier.issn1559-8608
dc.identifier.issn1559-8616
dc.identifier.issue3
dc.identifier.scopus2-s2.0-85131724777
dc.identifier.scopusqualityQ3
dc.identifier.urihttps://doi.org/10.1007/s42519-022-00243-1
dc.identifier.urihttps://hdl.handle.net/20.500.14440/743
dc.identifier.volume16
dc.identifier.wosWOS:000809081700002
dc.identifier.wosqualityN/A
dc.indekslendigikaynakWeb of Science
dc.indekslendigikaynakScopus
dc.language.isoen
dc.publisherSpringer
dc.relation.ispartofJournal of Statistical Theory and Practice
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı
dc.rightsinfo:eu-repo/semantics/closedAccess
dc.snmzKA_WOS_20250201
dc.subjectParameters of the generalized logistic distribution by the methods of moments
dc.subjectProbability-weighted moments
dc.subjectMaximum-likelihood
dc.titleComputation of Maximum-Likelihood Parameters of the Generalized Logistic Distribution by Three-Step Newton-Raphson Algorithm
dc.typeArticle

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