A Fast Parameter Estimation of Generalized Gaussian Distribution

Generalized Gaussian distribution is a class of symmetry distribution with the Gaussian and Laplacian distribution as the special cases, with delta distribution and uniformity distribution as limit. It is widely applied a great many fields. In this paper, we first deduce the Generalized Gaussian parameter ratio function, and then present a fast parameter estimation of generalized Gaussian distribution; finally we make use of simulations to verify the method