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  • 标题:Comparing TL-Moments, L-Moments and Conventional Moments of Dagum Distribution by Simulated data
  • 本地全文:下载
  • 作者:Mirza Naveed Shahzad ; Zahid Asghar
  • 期刊名称:Revista Colombiana de Estadística
  • 印刷版ISSN:2389-8976
  • 出版年度:2012
  • 卷号:36
  • 期号:1
  • 页码:79-93
  • 语种:English
  • 出版社:Universidad Nacional de Colombia, sede Bogotá
  • 摘要:Modeling income, wage, wealth, expenditure and various other socialvariables have always been an issue of great concern. The Dagum distributionis considered quite handy to model such type of variables. Our focus inthis study is to derive the L-moments and TL-moments of this distributionin closed form. Using L & TL-moments estimators we estimate the scaleparameter which represents the inequality of the income distribution fromthe mean income. Comparing L-moments, TL-moments and conventionalmoments, we observe that the TL-moment estimator has lessbias and rootmean square errors than those of L and conventional estimators consideredin this study. We also find that the TL-moments have smaller root meansquare errors for the coefficients of variation, skewness and kurtosis. Theseresults hold for all sample sizes we have considered in our Monte Carlo simulationstudy.
  • 关键词:Estadística;Dagum distribution; L-moments; Method of moments; Parameter estimation; TL-moments
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