Comparison of Parameter Estimation Methods in A Kappa Distribution

Title & Authors
Comparison of Parameter Estimation Methods in A Kappa Distribution
Park Jeong-Soo; Hwang Young-A;

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$\small{\le}$100) while MLE is good for large sample size.
Keywords
method of moment estimation;L-moment estimation;maximum likelihood estimation;equivariance;quantile estimation;simulation;
Language
Korean
Cited by
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