A doubling method for the generalized lambda distribution

DOI10.5402/2012/725754MaRDI QIDQ1954415zbMATH OpenOpenAlexWikidataFDO

Authors Todd C. Headrick, Mohan D. Pant

Publication date 11 June 2013

Published in ISRN Applied Mathematics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 3.0 Unported

Full work available at URL https://doi.org/10.5402/2012/725754

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

Recommendations

• Characterizing the generalized lambda distribution by L-moments
• L-moments and TL-moments of the generalized lambda distribution
• A method for simulating nonnormal distributions with specified L-skew, L-kurtosis, and L-correlation
• Estimating the parameters of a generalized lambda distribution
• Partial Moments of Generalized Lambda Distribution

Cites work

• scientific article; zbMATH DE number 4153678 (Why is no real title available?)
• scientific article; zbMATH DE number 3178089 (Why is no real title available?)
• scientific article; zbMATH DE number 1292563 (Why is no real title available?)
• A Probability Distribution and Its Uses in Fitting Data
• A Safety Factor Approximation Based on Tukey's Lambda Distribution
• A contribution to multivariate L-moments: L-comoment matrices
• An approximate method for generating asymmetric random variables
• Chebyshev’s Inequality for Nonparametric Testing with Small N and α in Microarray Research
• Handbook of fitting statistical distributions with R. With CD-ROM.
• On simulating multivariate non-normal distributions from the generalized lambda distribution
• On some expressions for variance, covariance, skewness and L-moments
• Parametric probability densities and distribution functions for Tukey g-and-h transformations and their use for fitting data
• Statistical simulation. Power method polynomials and other transformations

Cited in

(6)

• Sample Size and the Accuracy of the Generalized Lambda Distribution
• A connection between the double gamma model and Laplace sample mean
• Characterizing the generalized lambda distribution by L-moments
• A method for simulating nonnormal distributions with specified L-skew, L-kurtosis, and L-correlation
• L-moments and TL-moments of the generalized lambda distribution
• A characterization of the Burr Type III and Type XII distributions through the method of percentiles and the Spearman correlation

Describes a project that uses

Uses Software

• Spotfire
• LMOMENTS
• Mathematica

This page was built for publication: A doubling method for the generalized lambda distribution

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1954415)