A three-parameter kappa distribution with hydrologic application: a generalized gumbel distribution

被引：0
作者：
Bo Yoon Jeong
Md. Sharwar Murshed
Yun Am Seo
Jeong-Soo Park
机构：
[1] National Cancer Center,Cancer Risk Appraisal and Prevention Branch, National Cancer Center Institute
[2] Northern University Bangladesh,Department of Business Administration
[3] Chonnam National University,Department of Statistics
来源：
Stochastic Environmental Research and Risk Assessment | 2014年 / 28卷
关键词：
Domain of attraction; Extreme value distribution; Feasible sequential quadratic programming; Four-parameter kappa distribution; Heavy rainfall; L-moments; LH-moments; Maximum likelihood estimation;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
A three-parameter kappa distribution (K3D) as a special case of the four-parameter kappa distribution is studied. This distribution (K3D) is viewed as a generalized Gumbel distribution. A description of the mathematical properties of K3D is provided. We consider the moment generating function, the moments, the L-moments, LH-moments, the asymptotic distribution of the extreme order statistics, and its graphical illustrations. Parameters are estimated by using the method of L-moments and maximum likelihood method. A Monte-Carlo simulation study is given to compare the estimation methods. To illustrate its applicability, heavy rainfall data from Korea is analyzed, and the fitness is compared with Gumbel, generalized extreme value and four-parameter kappa distributions.
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页码：2063 / 2074
页数：11
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