Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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Comparison of Parameter Estimation Methods in A Kappa Distribution

  • Park Jeong-Soo (Department of Statistics, Chonnam National University) ;
  • Hwang Young-A (Department of Statistics, Chonnam National University)
  • Published : 2005.08.01
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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. 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, three dimensional nonlinear equations are simplified to one dimensional equation which is calculated by the Newton-Raphson iteration under constraint. Based on the criterion of the mean squared error, L-ME (or MME) is recommended to use for small sample size( n$\le$100) while MLE is good for large sample size.

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