An L-Moment-Based Analog for the Schmeiser-Deutsch Class of Distributions
Joint Authors
Headrick, Todd C.
Pant, Mohan D.
Source
Issue
Vol. 2012, Issue 2012 (31 Dec. 2012), pp.1-16, 16 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2012-10-16
Country of Publication
Egypt
No. of Pages
16
Main Subjects
Abstract EN
This paper characterizes the conventional moment-based Schmeiser-Deutsch (S-D) class of distributions through the method of L-moments.
The system can be used in a variety of settings such as simulation or modeling various processes.
A procedure is also described for simulating S-D distributions with specified L-moments and L-correlations.
The Monte Carlo results presented in this study indicate that the estimates of L-skew, L-kurtosis, and L-correlation associated with the S-D class of distributions are substantially superior to their corresponding conventional product-moment estimators in terms of relative bias—most notably when sample sizes are small.
American Psychological Association (APA)
Headrick, Todd C.& Pant, Mohan D.. 2012. An L-Moment-Based Analog for the Schmeiser-Deutsch Class of Distributions. ISRN Applied Mathematics،Vol. 2012, no. 2012, pp.1-16.
https://search.emarefa.net/detail/BIM-474557
Modern Language Association (MLA)
Headrick, Todd C.& Pant, Mohan D.. An L-Moment-Based Analog for the Schmeiser-Deutsch Class of Distributions. ISRN Applied Mathematics No. 2012 (2012), pp.1-16.
https://search.emarefa.net/detail/BIM-474557
American Medical Association (AMA)
Headrick, Todd C.& Pant, Mohan D.. An L-Moment-Based Analog for the Schmeiser-Deutsch Class of Distributions. ISRN Applied Mathematics. 2012. Vol. 2012, no. 2012, pp.1-16.
https://search.emarefa.net/detail/BIM-474557
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-474557