Abstract. Most estimators of the shape parameter of generalized Gaussian distribution (GGD) assume asymptotic case when there is available infinite number of observations, but in the real case, there is only available a set of limited size. The most popular estimator for the shape parameter, i.e., the maximum likelihood (ML) method, has a larger variance with a decreasing sample size. A very high value of variance for a very small sample size makes this estimation method very inaccurate. A new fast approximated method based on the standardized moment to overcome this limitation is introduced in the article. The relative mean square error (RMSE) was plotted for the range 0.3-3 of the shape parameter for comparison with other methods. The method does not require any root finding, any long look-up table or multi step approach, therefore it is suitable for real-time data processing.
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.