Group of Marine Environment > 1.2 Probabilistic Models of Wave Parameters > Publications

Muraleedharan, G. and Guedes Soares, C. (2014) , “Characteristic and Moment Generating Functions of Generalised Pareto (GP3) and Weibull Distributions”, Journal of Scientific Research and Reports, Vol. 3(14), pp. 1861-1874

The characteristic functions (CHFs) are derived from GP3 (Generalized Pareto) distribution for shape parameters î?0 and î=0 in explicit closed forms. The CHF of 3-parameter Weibull (type-3extreme value distribution (EVD)) is also derived in a closed form by a direct methodology. Moment-generating functions (MGFs) of the distributions are also derived and parametric relations of certain basic properties of the distributions are also obtained. Model estimation by the method of L-moments is also provided.

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