Parameter Estimation of the Mondic p-norm Distribution

Using the moment method of estimation,this paper obtains the parameter estimation of P-norm distribution.Under the assumption that the distribution of observations isunimodal and symmetry,this method can give the estimated values of μ,p,σ,but the calculating time is too long.The moment method of estimation and the maximum likelihood adjustment are combined to calculate the parameter.Two examples are presented.The new method shows an effective way of solving the problem.The estimated values are nearer to their theoreicical ones than those by the moment method of estimation or the maximum likelihood adjustment.