An efficient estimator of the parameters of the Generalized Lambda\n Distribution

2019/07/15 by Dilanka S. Dedduwakumara, Dedduwakumara, Dilanka S., Luke A. Prendergast +3 · 1 citation
Computer Science · Mathematics · #62F10 #Bayesian Methods and Mixture Models #FOS: Computer and information sciences #Methodology (stat.ME) #Statistical Distribution Estimation and Applications #Target Tracking and Data Fusion in Sensor Networks

paper · pdf · doi:10.48550/arxiv.1907.06336

openalex publication_date 2019/07/15 · openalex created_date 2022/07/19 · openalex updated_date 2026/07/28

Abstract

Estimation of the four generalized lambda distribution parameters is not\nstraightforward, and available estimators that perform best have large\ncomputation times. In this paper, we introduce a simple two-step estimator of\nthe parameters that is comparatively very quick to compute and performs well\nwhen compared with other methods. This computational efficiency makes the use\nof bootstrapping to obtain interval estimators for the parameters possible.\nSimulations are used to assess the performance of the new estimators and\napplications to several data sets are included.\n

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