Research Article

A Doubling Method for the Generalized Lambda Distribution

Figure 1

A graph of a standardized GLD distribution ( 𝛼 1 = 0 , 𝛼 2 = 1 ) based on (1.1) and (1.2). The GLD has skew of 𝛼 3 = 3 and kurtosis of 𝛼 4 = 6 5 . The solutions for 𝜆 1 , , 4 are based on solving the equations in [1, page 57].
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