International Scholarly Research Notices

Research Article

A Doubling Method for the Generalized Lambda Distribution

Table 8

Correlation (strong) results for the conventional moment procedure.
(a) 𝑛 = 2 5
ParameterEstimate95% Bootstrap C.I.Standard errorRelative bias %
𝜌 ∗ 1 2 = 0 . 7 0 0.76060.7597, 0.76150.001118.66
𝜌 ∗ 1 3 = 0 . 7 0 0.72770.7263, 0.72910.001463.96
𝜌 ∗ 1 4 = 0 . 8 5 0.88540.8847, 0.88580.001304.16
𝜌 ∗ 2 3 = 0 . 7 0 0.72900.7279, 0.73000.001134.14
𝜌 ∗ 2 4 = 0 . 7 0 0.72090.7198, 0.72200.001162.99
𝜌 ∗ 3 4 = 0 . 7 0 0.71200.7108, 0.71340.001361.71
(b) 𝑛 = 1 0 0 0
ParameterEstimate95% Bootstrap C.I.Standard errorRelative bias %
𝜌 ∗ 1 2 = 0 . 7 0 0.70670.7063, 0.70710.000380.96
𝜌 ∗ 1 3 = 0 . 7 0 0.70360.7033, 0.70390.000300.51
𝜌 ∗ 1 4 = 0 . 8 5 0.85620.8560, 0.85650.000540.73
𝜌 ∗ 2 3 = 0 . 7 0 0.70140.7012, 0.70160.000200.20
𝜌 ∗ 2 4 = 0 . 7 0 0.70100.7008, 0.70120.000200.14
𝜌 ∗ 3 4 = 0 . 7 0 0.70050.7002, 0.70060.000200.07