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Entropy-based parameter estimation for extended Burr XII distribution. (English) Zbl 1416.62124
Summary: Two entropy-based methods, called ordinary entropy (ENT) method and parameter space expansion method (PSEM), both based on the principle of maximum entropy, are applied for estimating parameters of the extended Burr XII distribution. With the parameters so estimated, the Burr XII distribution is applied to six peak flow datasets and quantiles (discharges) corresponding to different return periods are computed. These two entropy methods are compared with the methods of moments (MOM), probability weighted moments (PWM) and maximum likelihood estimation (MLE). It is shown that PSEM yields the same quantiles as does MLE for discrete cases, while ENT is found comparable to the MOM and PWM. For shorter return periods ($$<$$10–30 years), quantiles (discharges) estimated by these four methods are in close agreement, but the differences amongst them grow as the return period increases. The error in quantiles computed using the four methods becomes larger for return periods greater than 10–30 years.

##### MSC:
 62E15 Exact distribution theory in statistics 62P12 Applications of statistics to environmental and related topics 60E05 Probability distributions: general theory
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