An L-Moment-Based Analog for the Schmeiser-Deutsch Class of Distributions
Table 8
-skew () and -kurtosis () results for distributions 2 and 4 in Table 1.
Dist
Parameter
Estimate
95% bootstrap C.I.
Standard error
Relative bias %
2
0.0002
−0.0014, 0.0018
0.00079
—
0.2981
0.2968, 0.2993
0.00063
4.34
4
−0.8638
−0.8647, −0.8628
0.00049
2.66
0.6956
0.6935, 0.6975
0.00102
7.30
2
−0.0001
−0.0003, 0.0001
0.00010
—
0.2860
0.2859, 0.2862
0.00008
0.11
4
−0.8422
−0.8423,
0.00007
0.095
0.6498
0.6495, 0.6501
0.00015
0.23
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