A Doubling Method for the Generalized Lambda Distribution

Figure 2

A graph of a double GLD distribution based on (1.2) and (1.8). The values of 𝜆_ℒ and 𝜆_ℛ were determined based on the equations for 𝛼₃ and 𝛼₄ in the appendix. The values of 𝜏₃ and 𝜏₄ were determined based on (2.10) and (2.11) in Section 2. The estimates (𝛼_3,4; 𝜏̂_3,4) and bootstrap confidence intervals (C.I.s) were based on resampling 25,000 statistics. Each sample statistic was based on a sample size of 𝑛=250.