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Leptokurtic distributions can be generated by applying certainnon-linear transformations to a standard normal random variable. Withinthis work we derive general conditions for these transformations which guaranteethat the generated distributions are ordered with respect to the partialordering of...
Persistent link: https://www.econbiz.de/10005857558
Using the Gaussian distribution as statistical model for data sets is widely spread, especiallyin practice. However, departure from normality seems to be more the rule than theexception. The H-distributions, introduced by Tukey (1960, 1977), are generated by a singletransformation...
Persistent link: https://www.econbiz.de/10005857560
The H−family of distributions or H−distributions, introduced byTukey (1960, 1977), are generated by a single transformation of the standard normal distribution and allow for leptokurtosis represented by the parameter h. Alternatively, Haynes, MacGillivray and Mengersen (1997) generated...
Persistent link: https://www.econbiz.de/10005857563
Tukey (1960) derived via the technique of transformation of variables starting from the normal distribution a family of skewed and leptokurtic distributions. Skewness and leptokurtosis are determined by two parameters g and h. Therefore, the family was called family gh-distributions. We modify...
Persistent link: https://www.econbiz.de/10005857589
Sample size analysis is a key part of the planning phase of any research. So far, however, limited literature focusses on sample size analysis methods for two-sample linear rank tests, although these methods have optimal properties at different distributions. This paper provides a new sample...
Persistent link: https://www.econbiz.de/10011812822
Skewness is a well-established statistical concept for continuous and to a lesser extent for discrete quantitative statistical variables. However, for ordered categorical variables almost no literature concerning skewness exists, although this type of variables is common for behavioral,...
Persistent link: https://www.econbiz.de/10011792853
Jaynes (1957a,b) formulates the maximum entropy (ME) principle as the search for a distribution maximizing a given entropy under some given constraints. Kapur (1984) and Kesavan & Kapur (1989) introduce the generalized maximum entropy principle as the derivation of an entropy for which a given...
Persistent link: https://www.econbiz.de/10011761132
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