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  • 标题:A Logistic -Moment-Based Analog for the Tukey -, , , and - System of Distributions
  • 本地全文:下载
  • 作者:Todd C. Headrick ; Mohan D. Pant
  • 期刊名称:ISRN Probability and Statistics
  • 电子版ISSN:2090-472X
  • 出版年度:2012
  • 卷号:2012
  • DOI:10.5402/2012/245986
  • 出版社:Hindawi Publishing Corporation
  • 摘要:This paper introduces a standard logistic L-moment-based system of distributions. The proposed system is an analog to the standard normal conventional moment-based Tukey g-h, g, h, and h-h system of distributions. The system also consists of four classes of distributions and is referred to as (i) asymmetric -, (ii) log-logistic , (iii) symmetric , and (iv) asymmetric -. The system can be used in a variety of settings such as simulation or modeling events—most notably when heavy-tailed distributions are of interest. A procedure is also described for simulating -, , , and - distributions with specified L-moments and L-correlations. The Monte Carlo results presented in this study indicate that estimates of L-skew, L-kurtosis, and L-correlation associated with the -, , , and - distributions are substantially superior to their corresponding conventional product-moment estimators in terms of relative bias and relative standard error.
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