A Logistic L-Moment-Based Analog for the Tukey g-h, g, h, and h-h System of Distributions
Joint Authors
Headrick, Todd C.
Pant, Mohan D.
Source
ISRN Probability and Statistics
Issue
Vol. 2012, Issue 2012 (31 Dec. 2012), pp.1-23, 23 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2012-10-22
Country of Publication
Egypt
No. of Pages
23
Main Subjects
Abstract EN
This paper introduces a standard logistic L-moment-based system of distributions.
The proposed system is an analog to the standard normal conventional moment-based Tukey g-h, g, h, and h-h system of distributions.
The system also consists of four classes of distributions and is referred to as (i) asymmetric γ-κ, (ii) log-logistic γ, (iii) symmetric κ, and (iv) asymmetric κℒ-κℛ.
The system can be used in a variety of settings such as simulation or modeling events—most notably when heavy-tailed distributions are of interest.
A procedure is also described for simulating γ-κ, γ, κ, and κℒ-κℛ distributions with specified L-moments and L-correlations.
The Monte Carlo results presented in this study indicate that estimates of L-skew, L-kurtosis, and L-correlation associated with the γ-κ, γ, κ, and κℒ-κℛ distributions are substantially superior to their corresponding conventional product-moment estimators in terms of relative bias and relative standard error.
American Psychological Association (APA)
Headrick, Todd C.& Pant, Mohan D.. 2012. A Logistic L-Moment-Based Analog for the Tukey g-h, g, h, and h-h System of Distributions. ISRN Probability and Statistics،Vol. 2012, no. 2012, pp.1-23.
https://search.emarefa.net/detail/BIM-456969
Modern Language Association (MLA)
Headrick, Todd C.& Pant, Mohan D.. A Logistic L-Moment-Based Analog for the Tukey g-h, g, h, and h-h System of Distributions. ISRN Probability and Statistics No. 2012 (2012), pp.1-23.
https://search.emarefa.net/detail/BIM-456969
American Medical Association (AMA)
Headrick, Todd C.& Pant, Mohan D.. A Logistic L-Moment-Based Analog for the Tukey g-h, g, h, and h-h System of Distributions. ISRN Probability and Statistics. 2012. Vol. 2012, no. 2012, pp.1-23.
https://search.emarefa.net/detail/BIM-456969
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-456969