Method of L-moment estimation for the generalized lambda distribution
نویسنده
چکیده
The generalized lambda distribution (GLD) is a flexible distribution for statistical modelling, but existing estimation methodologies for the GLD are computationally difficult, rendering the GLD impractical for many practitioners. We derive a parameterization of the GLD with closed-form expressions for the method of L-moment estimators. A numerical example involving the age of coronary heart disease subjects is presented.
منابع مشابه
Generalized Lambda Distribution and its Properties
Generalized Lambda Distribution is an extension of Tukey's lambda distribution, that is very flexible in modeling information and statistical data. In this paper, We introduced two parameterization of this distribution. Then We estimate parameters by moment matching, percentile, starship and maximum likelihood methods and compare two parameterization and parameter estimation method...
متن کاملL-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...
متن کاملEvaluation of estimation methods for parameters of the probability functions in tree diameter distribution modeling
One of the most commonly used statistical models for characterizing the variations of tree diameter at breast height is Weibull distribution. The usual approach for estimating parameters of a statistical model is the maximum likelihood estimation (likelihood method). Usually, this works based on iterative algorithms such as Newton-Raphson. However, the efficiency of the likelihood method is not...
متن کاملGeneralized half-normal distribution: Model and properties
In this article new generalization of half-normal distribution as the half generalized normal distribution is introduced. This distribution, contains the half-normal distribution as special case. We provide mathematical properties of this distribution. We also derive the pdf, cdf, -th moment, the asymmetry and kurtosis coefficients and the moment generating function. We discuss some inferenti...
متن کاملClassical and Bayesian Inference in Two Parameter Exponential Distribution with Randomly Censored Data
Abstract. This paper deals with the classical and Bayesian estimation for two parameter exponential distribution having scale and location parameters with randomly censored data. The censoring time is also assumed to follow a two parameter exponential distribution with different scale but same location parameter. The main stress is on the location parameter in this paper. This parameter has not...
متن کامل