TL-moments and L-moments Estimation of the Generalized Logistic Distribution
نویسندگان
چکیده
منابع مشابه
L-moments and TL-moments of the generalized lambda distribution
The 4-parameter generalized lambda distribution (GLD) is a flexible distribution capable of mimicking the shapes of many distributions and data samples including those with heavy tails. The method of L-moments and the recently developed method of trimmed L-moments (TL-moments) are attractive techniques for parameter estimation for heavy-tailed distributions for which the Land TL-moments have be...
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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 کاملGeneralized Method of Moments Estimation
2. In practice, researchers find it useful that GMM estimators can be constructed without specifying the full data generating process (which would be required to write down the maximum likelihood estimator.) This has been the case in the study of single equations in a simultaneous system, in the study of potentially misspecified dynamic models designed to match target moments, and in the constr...
متن کاملCharacterizing the generalized lambda distribution by L-moments
The generalized lambda distribution (GLD) is a flexible four parameter distribution with many practical applications. L-moments of the GLD can be expressed in closed form and are good alternatives for the central moments. The L-moments of the GLD up to an arbitrary order are presented, and a study of L-skewness and L-kurtosis that can be achieved by the GLD is provided. The boundaries of L-skew...
متن کاملRobust parameter estimations using L-moments, TL-moments and the order statistics
Application of the method of moments for the parametric distribution is common in the construction of a suitable parametric distribution. However, moment method of parameter estimation does not produce good results. An alternative approach when constructing an appropriate parametric distribution for the considered data file is to use the so-called order statistics. This paper deals with the use...
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ژورنال
عنوان ژورنال: Journal of Mathematics Research
سال: 2011
ISSN: 1916-9809,1916-9795
DOI: 10.5539/jmr.v3n1p97