PARAMETERS FOR A GENERAL SYSTEM OF DISTRIBUTIONS TO MATCH A GRID OF α3 AND α4
Titel:
PARAMETERS FOR A GENERAL SYSTEM OF DISTRIBUTIONS TO MATCH A GRID OF α3 AND α4
Auteur:
Burr, Irving W.
Verschenen in:
Communications in statistics
Paginering:
Jaargang 2 (1973) nr. 1 pagina's 1-21
Jaar:
1973
Inhoud:
This paper is concerned with a general system of distributions F(x) = 1 - (1+xc)-k, x, c, k > 0, and the reciprocal transformation G(y) = (1+y-c)-k, y, c, k > 0. Parameters c, k determine μ, σ and the standardized moments α3, α4. The purpose of this paper is to provide c, k values which cover a wide grid of α3, α4 values. For each c, k matching an α3, α4 point, μ and σ are also provided. The grid of α3, α4 values is sufficiently detailed that interpolation in most cases appears unnecessary.
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