Australasian Biometrics and New Zealand Statistical Association Joint Conference 2001: Characterising the shape of the generalised lambda distribution

Abstract

The generalised lambda distribution takes on a wide variety of shapes, making it useful in simulation and in the assessment of robust statistical methods. This paper presents the distribution and an improved scheme for categorising the shapes it can take on.

Further Details

This paper will present a scheme for categorising the gld. One of the tools it will use analysis using LQ-moments

References

1
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A study of the generalized Tukey lambda family.
Communications in Statistics - Theory and Methods, 17:3547-3567, 1988.

2
Robert A. R. King and H. L. MacGillivray.
A starship method for fitting the generalized lambda distributions.
Australian and New Zealand Journal of Statistics, 41(3):353-374, 1999.

3
Govind S. Mudholkar and Alan D. Hutson.
LQ-moments: Analogs of L-moments.
Journal of Statistical Planning and Inference, 71:191-208, 1998.

4
John S. Ramberg and Bruce W. Schmeiser.
An approximate method for generating asymmetric random variables.
Communications of the Association for Computing Machinery, 17:78-82, 1974.

5
John S. Ramberg, Pandu R. Tadikamalla, Edward J. Dudewicz, and Edward F. Mykytka.
A probability distribution and its uses in fitting data.
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