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- Title
A three-parameter kappa distribution with hydrologic application: a generalized gumbel distribution.
- Authors
Jeong, Bo; Murshed, Md.; Seo, Yun; Park, Jeong-Soo
- Abstract
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.
- Subjects
RAINFALL; MATHEMATICAL models; MAXIMUM likelihood statistics; MONTE Carlo method; HYDROLOGY; ASYMPTOTIC distribution; L-moments
- Publication
Stochastic Environmental Research & Risk Assessment, 2014, Vol 28, Issue 8, p2063
- ISSN
1436-3240
- Publication type
Article
- DOI
10.1007/s00477-014-0865-8