On some expressions for variance, covariance, skewness and L-moments

DOI10.1016/j.jspi.2003.09.001zbMath1057.62012OpenAlexW2030797447MaRDI QIDQ1888854

M. C. Jones

Publication date: 29 November 2004

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2003.09.001

zbMATH Keywords

momentsmean residual lifeL-moment inequalitiespopulation third central momentsample and population coveriance formulassample and population variance formulas

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Exact distribution theory in statistics (62E15) Probability distributions: general theory (60E05)

Related Items (16)

Parameter estimation for the 4-parameter asymmetric exponential power distribution by the method of L-moments using R ⋮ Cumulants as iterated integrals ⋮ Representations of moments using lower-order conditional moments ⋮ A logistic \(L\)-moment-based analog for the Tukey \(g-h\), \(g\), \(h\), and \(h-h\) system of distributions ⋮ An \(L\)-moment-based analog for the Schmeiser-Deutsch class of distributions ⋮ A doubling method for the generalized lambda distribution ⋮ On the order statistics of standard normal-based power method distributions ⋮ Characterizing Tukey \(h\) and \(hh\)-distributions through \(L\)-moments and the \(L\)-correlation ⋮ A method for simulating nonnormal distributions with specified \(L\)-skew, \(L\)-kurtosis, and \(L\)-correlation ⋮ A method for simulating Burr type III and type XII distributions through \(L\)-moments and \(L\)-correlations ⋮ L-moment estimation for parametric survival models given censored data ⋮ Characterizing the generalized lambda distribution by L-moments ⋮ Bias-reduced estimates for skewness, kurtosis, \(L\)-skewness and \(L\)-kurtosis ⋮ Direct L-moments for Type-I censored data with application to the Kumaraswamy distribution ⋮ Moments ofL-Statistics: A Divided Differences Approach ⋮ Kurtosis of the logistic-exponential survival distribution

Uses Software

• LMOMENTS

Cites Work

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• How are moments and moments of spacings related to distribution functions?
• Variability orders and mean differences
• Variance and clustering
• Derivation of approximants to the inverse distribution function of a continuous univariate population from the order statistics of a sample

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