Aproximation with generalized lambda distribution using method of moments

This article deals with practical problems of fitting empirical data with generalized lambda distribution. Given method based on moment matching is illustrated on a practical example.

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Year of publication:	2012-09-18
Authors:	Friebel, Ludvík ; Friebelová, Jana
Publisher:	Acta Universitatis Bohemiae Meridionalis
Subject:	fitting \| generalized lambda distribution \| numerical solution \| Newton`s method \| entry point \| moment \| estimation

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Type of publication:	Article
Language:	English
Source:	BASE

Persistent link: https://www.econbiz.de/10011315915