Many common probability distributions, including some that have attracted recent interest for flood-frequency analysis, may be regarded as special cases of a four-parameter distribution that generalizes the three-parameter kappa distribution of P.W. Mielke. This four-parameter kappa distribution can be fitted to experimental data or used as a source of artificial data in simulation studies. This paper describes some of the properties of the four-parameter kappa distribution, and gives an example in which it is applied to modeling the distribution of annual maximum precipitation data.
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J. R. M. Hosking (1994) studied this question.
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