한국데이터정보과학회:학술대회논문집
- 2006.04a
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- Pages.163-169
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- 2006
Comparison of Parameter Estimation Methods in A Kappa Distribution
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Jeong, Bo-Yoon
(Department of Statistics, Chonnam National University) ;
- Park, Jeong-Soo (Department of Statistics, Chonnam National University)
- Published : 2006.04.28
Abstract
This paper deals with the comparison of parameter estimation methods in a 3-parameter Kappa distribution which is sometimes used in flood frequency analysis. The method of moment estimation(MME), L-moment estimation(L-ME), and maximum likelihood estimation(MLE) are applied to estimate three parameters. The performance of these methods are compared by Monte-carlo simulations. Especially for computing MME and L-ME, ike dimensional nonlinear equations are simplied to one dimensional equation which is calculated by the Newton-Raphson iteration under constraint. Based on the criterion of the mean squared error, the L-ME is recommended to use for small sample size