International Scholarly Research Notices

Research Article

A Doubling Method for the Generalized Lambda Distribution

Table 10

Correlation (moderate) results for the conventional moment procedure.
(a) 𝑛 = 2 5
ParameterEstimate95% Bootstrap C.I.Standard errorRelative bias %
𝜌 ∗ 1 2 = 0 . 4 0 0.42070.4187, 0.42270.001235.18
𝜌 ∗ 1 3 = 0 . 5 0 0.52650.5244, 0.52850.001425.30
𝜌 ∗ 1 4 = 0 . 6 0 0.63080.6292, 0.63240.001355.13
𝜌 ∗ 2 3 = 0 . 4 0 0.41780.4156, 0.41970.001264.45
𝜌 ∗ 2 4 = 0 . 5 0 0.51650.5146, 0.51830.001273.30
𝜌 ∗ 3 4 = 0 . 4 0 0.41030.4081, 0.41250.001342.58
(b) 𝑛 = 1 0 0 0
ParameterEstimate95% Bootstrap C.I.Standard errorRelative bias %
𝜌 ∗ 1 2 = 0 . 4 0 0.39060.3903, 0.39100.00020−2.35
𝜌 ∗ 1 3 = 0 . 5 0 0.50290.5026, 0.50330.000250.58
𝜌 ∗ 1 4 = 0 . 6 0 0.60350.6032, 0.60390.000260.58
𝜌 ∗ 2 3 = 0 . 4 0 0.40050.4001, 0.40070.000180.13
𝜌 ∗ 2 4 = 0 . 5 0 0.50060.5003, 0.50090.000190.12
𝜌 ∗ 3 4 = 0 . 4 0 0.40030.3999, 0.40060.000200.08