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2013 | 152 | 20-31

Article title

Rozkład Lambda-Tukey'a i próba jego zastosowania

Content

Title variants

EN
Lambda-Tukey Distribution and Application Attempt

Languages of publication

PL

Abstracts

EN
In the article the generalized Lambda-Tukey distribution was presented with the following four parameters of: location, scale, skewness and kurtosis. The distribution presented, due to its high flexibility is widely applied, especially when empirical distributions are sophisticated and do not show desired accordance with known classical theoretical distributions. The examples presented on the fitting of the DAX index distribution to the four parameter Tukey distribution turn out to be better than the ones for the beta distribution.

Year

Volume

152

Pages

20-31

Physical description

Contributors

References

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  • Ramberg J.S., Schmeister B.W. (1974): An Approximate Method for Generating Asymmetric Random Variables. Canon. ACM, 17, s. 78-82.
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  • Tarsitano A. (2010): Comparing Estimation Methods for the FPLD. "Journal Probability and Statistics", Vol. 1, No. 1, s. 1-16.
  • Tukey J.W. (1960): The Practical Relationship Between the Common Transformations of Percentages of Counts and of Amounts. Technical Report 36, Statistical Techniques Research Group, Princeton University.

Document Type

Publication order reference

Identifiers

ISSN
2083-8611

YADDA identifier

bwmeta1.element.desklight-9fffbfa0-aaa6-4760-a4d8-4a8d1ea6aad9
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