1
Master's degree in Statistics, University of Zabol, Iran
2
Faculty Member, Department of Statistics, University of Zabol, Iran
3
Faculty Member, Department of Statistics, Ferdowsi University of Mashhad, Iran
Abstract
The generalized lambda distribution (GLD) is a generalization of the one-parameter Tukey distribution that has great flexibility in modeling information and statistical data. In this article, we first present two different parametric forms of the GLD distribution and examine the properties of this distribution. Then, we present four methods of moment, percentile, starship, and maximum likelihood to estimate the parameters of the GLD distribution. Finally, we compare the two parametric forms of the GLD distribution and four methods of estimating the parameters of this distribution using the Kolmogorov-Smirnov test, and fit this distribution to the Tehran Stock Exchange data.
kd khoda, A., Mohammadi, M. & Mohtashami Barzadran, G. (2017). Generalized Lambda Distribution and Its Properties. Andishe_ye Amari, 22(1), 43-51.
MLA
kd khoda, A., Mohammadi, M., & Mohtashami Barzadran, G. "Generalized Lambda Distribution and Its Properties", Andishe_ye Amari, 22, 1, 2017, 43-51.
HARVARD
kd khoda A., Mohammadi M., Mohtashami Barzadran G. (2017). 'Generalized Lambda Distribution and Its Properties', Andishe_ye Amari, 22(1), pp. 43-51.
CHICAGO
A. kd khoda, M. Mohammadi & G. Mohtashami Barzadran, "Generalized Lambda Distribution and Its Properties," Andishe_ye Amari, 22 1 (2017): 43-51,
VANCOUVER
kd khoda A., Mohammadi M., Mohtashami Barzadran G. Generalized Lambda Distribution and Its Properties. Andishe_ye Amari. 2017;22(1):43-51 (In Persian).
