Parameter estimation for skewedαstable distribution based on PSO

Based on particle swarm optimization（PSO)and the properties of fractional lower order moment（FLOM) of α stable distribution，a novel method of parameter estimation for skewed αstable distribution is proposed.Aiming at the disadvantage of existing method without giving multiparameter at the same time and utilizing characteristics of FLOM，the sign of β is detected and the moment of the FLOM is selected.Based on above/previous analysis the objective function is given.It is demonstrated by simulation results that three parameters can be obtained through PSO-FLOM directly.The novel method is effective and the accuracy is advanced or equivalent to KuruFLOM.