dc.contributor.author | Headrick, Todd C. | |
dc.contributor.author | Pant, Mohan | |
dc.date.accessioned | 2013-01-31T16:03:38Z | |
dc.date.available | 2013-01-31T16:03:38Z | |
dc.date.issued | 2012 | |
dc.identifier.citation | Published in ISRN Applied Mathematics 2012 | en_US |
dc.identifier.uri | http://hdl.handle.net/10106/11268 | |
dc.description.abstract | This paper characterizes the conventional moment-based Schmeiser-Deutsch (S-D) class of distributions through the method of L-moments. The system can be used in a variety of settings such as simulation or modeling various processes. A procedure is also described for simulating S-D distributions with specified L-moments and L-correlations. The Monte Carlo results presented in this study indicate that the estimates of L-skew, L-kurtosis, and L-correlation associated with the S-D class of distributions are substantially superior to their corresponding conventional product-moment estimators in terms of relative bias – most notably when sample sizes are small. | en_US |
dc.language.iso | en_US | en_US |
dc.publisher | Hindawi Publishing Corporation, | en_US |
dc.subject | Moments | en_US |
dc.subject | Monte Carlo | en_US |
dc.subject | Schmeiser-Deutsch | en_US |
dc.title | A L-moment based analog for the Schmeiser-Deutsch class of distributions | en_US |
dc.type | Article | en_US |
dc.publisher.department | Department of Curriculum & Instruction, The University of Texas at Arlington | |
dc.identifier.externalLinkDescription | The original publication is available at Article DOI | en_US |
dc.identifier.doi | http://dx.doi.org/10.5402/2012/475781 | |