Fitting GLDs and Mixture of GLDs to Data Using Quantile Matching Method

Authored by: Steve Su

Handbook of Fitting Statistical Distributions with R

Print publication date:  October  2010
Online publication date:  April  2016

Print ISBN: 9781584887119
eBook ISBN: 9781584887126
Adobe ISBN:

10.1201/b10159-18

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Abstract

This chapter has two primary aims:

To introduce a simple yet effective method of fitting both RS (Ramberg and Schmeiser (1974)) and FMKL 1 (Freimer, Kollia, Mudholkar, and Lin (1988)) GLDs to data using the quantile matching method.

To compare the bias and efficiency of fitting FMKL GLD to data between the following methods: quantile matching, method of moments (Karian, Dudewicz, and McDonald (1996), Karian and Dudewicz (2000)), L-moments (Asquith (2007), Karvanen and Nuutinen (2008)), starship method (King and MacGillivray (1999)) and numerical maximum likelihood estimation (Su (2007c) and (2007a)).

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