Research Article
A Doubling Method for the Generalized Lambda Distribution
Table 8
Correlation (strong) results for the conventional moment procedure.
(a) |
| Parameter | Estimate | 95% Bootstrap C.I. | Standard error | Relative bias % |
| | 0.7606 | 0.7597, 0.7615 | 0.00111 | 8.66 | | 0.7277 | 0.7263, 0.7291 | 0.00146 | 3.96 | | 0.8854 | 0.8847, 0.8858 | 0.00130 | 4.16 | | 0.7290 | 0.7279, 0.7300 | 0.00113 | 4.14 | | 0.7209 | 0.7198, 0.7220 | 0.00116 | 2.99 | | 0.7120 | 0.7108, 0.7134 | 0.00136 | 1.71 |
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(b) |
| Parameter | Estimate | 95% Bootstrap C.I. | Standard error | Relative bias % |
| | 0.7067 | 0.7063, 0.7071 | 0.00038 | 0.96 | | 0.7036 | 0.7033, 0.7039 | 0.00030 | 0.51 | | 0.8562 | 0.8560, 0.8565 | 0.00054 | 0.73 | | 0.7014 | 0.7012, 0.7016 | 0.00020 | 0.20 | | 0.7010 | 0.7008, 0.7012 | 0.00020 | 0.14 | | 0.7005 | 0.7002, 0.7006 | 0.00020 | 0.07 |
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