International Scholarly Research Notices

Research Article

A Doubling Method for the Generalized Lambda Distribution

Table 11

Correlation (moderate) results for the 𝐿 -moment procedure.
(a) 𝑛 = 2 5
ParameterEstimate95% Bootstrap C.I.Standard errorRelative bias %
𝜂 1 2 = 0 . 4 0 0.40840.4061, 0.41090.001482.10
𝜂 1 3 = 0 . 5 0 0.50730.5051, 0.50950.001491.46
𝜂 1 4 = 0 . 6 0 0.60800.6061, 0.60980.001501.33
𝜂 2 3 = 0 . 4 0 0.40830.4060, 0.41070.001452.08
𝜂 2 4 = 0 . 5 0 0.50940.5073, 0.51160.001471.88
𝜂 3 4 = 0 . 4 0 0.40890.4066, 0.41120.001422.23
(b) 𝑛 = 1 0 0 0
ParameterEstimate95% Bootstrap C.I.Standard errorRelative bias %
𝜂 1 2 = 0 . 4 0 0.40000.3996, 0.40040.00023—
𝜂 1 3 = 0 . 5 0 0.50020.4999, 0.50050.00023—
𝜂 1 4 = 0 . 6 0 0.60020.5999, 0.60050.00022—
𝜂 2 3 = 0 . 4 0 0.39970.3994, 0.40010.00022—
𝜂 2 4 = 0 . 5 0 0.50010.4998, 0.50040.00022—
𝜂 3 4 = 0 . 4 0 0.40000.3996, 0.40030.00021—