LQ-Moments: Application to the Log-Normal distribution
نویسندگان
چکیده
منابع مشابه
Fitting the Generalized Logistic Distribution by LQ-Moments
The method of LQ-moments (LQMOM) for estimating parameters and quantiles of the Generalized Logistic (GL) distribution are introduced. We explore and extend class of LQMOM with consideration combinations of p and α values in the range 0 and 0.5. The popular quantile estimator namely the weighted kernel quantile (WKQ) estimator is proposed to estimate the quantile function. A comparison of these...
متن کاملMoments and Absolute Moments of the Normal Distribution
We present formulas for the (raw and central) moments and absolute moments of the normal distribution. We note that these results are not new, yet many textbooks miss out on at least some of them. Hence, we believe that it is worthwhile to collect these formulas and their derivations in these notes.
متن کاملIntroduction to Second Kind Statistics: Application of Log-Moments and Log-Cumulants to the Analysis of Radar Image Distributions
Statistical methods classically used to analyse a probability density function (pdf) are founded on the Fourier transform, on which useful tools such the first and second characteristic function are based, yielding the definitions of moments and cumulants. Yet this transformation is badly adapted to the analysis of probability density functions defined on R+, for which the analytic expressions ...
متن کاملLog-normal matrix factorization with application to speech-music separation
This paper proposes a novel spectrogram factorization method, called log-normal matrix factorization (LogNMF). Conventional nonnegative matrix factorization (NMF) methods cannot efficiently capture random properties of actual spectra because these methods assume that speech and noise spectrograms can be precisely represented by combining a small number of temporally invariant spectral patterns,...
متن کاملGradually Truncated Log-normal distribution - Size distribution of firms
Many natural and economical phenomena are described through power law or log-normal distributions. In these cases, probability decreases very slowly with step size compared to normal distribution. Thus it is essential to cut-off these distributions for larger step size. Recently we introduce the gradually truncated power law distribution to successfully describe variation of financial, educatio...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Mathematics and Statistics
سال: 2006
ISSN: 1549-3644
DOI: 10.3844/jmssp.2006.414.421