International Scholarly Research Notices

Research Article

A Doubling Method for the Generalized Lambda Distribution

Table 9

Correlation (strong) results for the 𝐿 -moment procedure.
(a) 𝑛 = 2 5
ParameterEstimate95% Bootstrap C.I.Standard errorRelative bias %
𝜂 1 2 = 0 . 7 0 0.70820.7068, 0.70970.001481.17
𝜂 1 3 = 0 . 7 0 0.70780.7064, 0.70930.001491.11
𝜂 1 4 = 0 . 8 5 0.85540.8546, 0.85620.001510.64
𝜂 2 3 = 0 . 7 0 0.70910.7077, 0.71050.001461.30
𝜂 2 4 = 0 . 7 0 0.70900.7076, 0.71040.001471.29
𝜂 3 4 = 0 . 7 0 0.70970.7083, 0.71110.001481.39
(b) 𝑛 = 1 0 0 0
ParameterEstimate95% Bootstrap C.I.Standard errorRelative bias %
𝜂 1 2 = 0 . 7 0 0.70000.6998, 0.70020.00023—
𝜂 1 3 = 0 . 7 0 0.70020.7000, 0.70040.00023—
𝜂 1 4 = 0 . 8 5 0.85020.8500, 0.85030.00022—
𝜂 2 3 = 0 . 7 0 0.69990.6997, 0.70020.00022—
𝜂 2 4 = 0 . 7 0 0.70050.6998, 0.70030.00022—
𝜂 3 4 = 0 . 7 0 0.70010.6999, 0.70030.00021—