A Probability Distribution and Its Uses in Fitting Data
From MaRDI portal
Publication:4188574
DOI10.2307/1268517zbMath0403.62004OpenAlexW4244264281MaRDI QIDQ4188574
John S. Ramberg, Pandu R. Tadikamalla, Edward J. Dudewicz, Edward F. Mykytka
Publication date: 1979
Full work available at URL: https://doi.org/10.2307/1268517
Monte CarloSimulationRobustnessMomentsParameter EstimationProbability DistributionCurve ShapesData Fitting
Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10) Probabilistic methods, stochastic differential equations (65C99)
Related Items
Unnamed Item, Flexible modelling of survival curves for censored data, A test of normality with high uniform power., The Completeness and Uniqueness of Johnson's System in Skewness–Kurtosis Space, Using adaptive weighted least squares to reduce the lengths of confidence intervals, An analysis of quantile measures of kurtosis: center and tails, Approximating Distributions by Extended Generalized Lambda Distribution (XGLD), Robustness of tests for error components models to non-normality, An improved method for comparing variances when distributions have non-identical shapes, A one-way random effects model for trimmed means, The percentage bend correlation coefficient, A continuously adaptive nonparametric two–sample test, The generalized lambda distribution as a survival model: The generalized single hit model, a study of the generalized tukey lambda family, Linking Tukey's legacy to financial risk measurement, A new family of quantile functions and its applications, Comparing variances and means when distributions have non-identical shapes, Extended Models for Quantal Response Data, Robustness to nonnormality of regression \(F\)-tests, Measurement of skewness and kurtosis for the generalized tukey lambda distributions, A dynamic method of moments, A proposal on improved procedures for estimating task-time distributions in PERT, Comparing estimation methods for the FPLD, The robustness of point optimal testing for rosenberg random regression coefficients, Quantifying uncertainty in method of moments estimates of the heterogeneity variance in random effects meta‐analysis, A method to reduce the width of confidence intervals by using a normal scores transformation, A generalized normal scores test that increases the power of a test of significance for a coefficient in a linear model, The effect of unequal variances on the power of several two–sample tests, The uniform, logistic, and lambda distributions, The application of the durbin-watson test to the dynamic regression model under normal and non-normal errors, Testing structural equation models: the effect of kurtosis, Rational expectations as a tool for predicting failure of weighted \(k\)-out-of-\(n\) reliability systems, GTL regression: a linear model with skewed and thick-tailed disturbances, Generalization method of generating the continuous nested distributions, A new computational tool for analysing dynamic hedging under transaction costs, The extended generalized lambda distribution system for fitting distributions to data: history, completion of theory, tables, applications, the “final word” on moment fits, A doubling method for the generalized lambda distribution, A method for simulating nonnormal distributions with specified \(L\)-skew, \(L\)-kurtosis, and \(L\)-correlation, An adaptive test of a subset of regression coefficients using permutations of residuals, An Adaptive Method of Variable Selection in Regression, Estimation of the generalized lambda distribution from censored data, Measuring inequality and social welfare from any arbitrary distribution, A hierarchy of lorenz curves based on the generalized tukey's lambda distribution, An adaptive test for the one‐way layout, A new method for generating families of continuous distributions, Estimation of the Generalized Lambda Distribution Parameters for Grouped Data, The robustness of the RESET test to non-normal error terms, The Performance of Randomization Tests that Use Permutations of Independent Variables, The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models, Testing for serial correlation in the presence of dynamic heteroscedasticity, VALUE-AT-RISK ESTIMATION FOR DYNAMIC HEDGING, A heteroskedasticity robust Breusch-Pagan test for contemporaneous correlation in dynamic panel data models, Tests for regression models with heteroskedasticity of unknown form, On simulating multivariate non-normal distributions from the generalized lambda distribution, Estimation of parameters of the shifted Gompertz distribution using least squares, maximum likelihood and moments methods, On construction and simulation of count data models, Nonparametric estimation of the threshold at an operating point on the ROC curve, On a general class of probability distributions and its applications, Bayesian estimation of \(g\)-and-\(k\) distributions using MCMC, Some multiple comparison procedures for variances from non-normal populations., An adaptive permutation test procedure for several common tests of significance., Numerical maximum log likelihood estimation for generalized lambda distributions, On the performances of some selection precedures for the best population assuming parent distributions with varying tailweight, On the robusness of the one one samplettest, The Sensitivity of Chi-Squared Goodness-of-Fit Tests to the Partitioning of Data, Comparison of bootstrap and generalized bootstrap methods for estimating high quantiles, Power of the Neyman Smooth Test for Evaluating Multivariate Forecast Densities, On a distribution-free quantile estimator., A Bayesian approach to a dynamic inventory model under an unknown demand distribution, Flexible parametric quantile regression model, Assessing classifiers in terms of the partial area under the ROC curve, An effective approach for probabilistic lifetime modelling based on the principle of maximum entropy with fractional moments, Selection and Ranking Procedures for Type I Extreme Value Populations and a Related Homogeneity Test, Simulation input data modeling, A level crossing quantile estimation method, Fitting the generalized lambda distribution to pre-binned data, Estimating the parameters of a generalized lambda distribution, Confidence interval for a ratio of variances in bivariate nonnormal distributions, Unnamed Item, Rank-based tests for interactions in a two-way design., Constructing narrower confidence intervals by inverting adaptive tests, A new class of quantile functions useful in reliability analysis, Resistant outlier rules and the non-Gaussian case., Fitting the generalized lambda distribution to data: a method based on percentiles, Some pitfalls of tests of separate families of hypotheses: normality vs. lognormality, A new family of probability distributions with applications to data analysis, Modeling Insurance Claims with Extreme Observations: Transformed Kernel Density and Generalized Lambda Distribution, Weighted quantile-based estimation for a class of transformation distributions.
