A new method for selection of population distribution and parameter estimation

摘要

An optimization method for parameter estimation is presented with the Kolmogorov- Smirnov distance used as the objective. A step-by-step implementation procedure is Given. The method is demonstrated by estimating the parameters for three-parameter Weibull distributions from three different samples (With different sample sizes). A Comparison of the proposed method and the usual methods such as the least-squares Method, the matching moments method and the maximum likelihood method shows That more reasonable estimates of the parameters are given by the proposed Optimization method.