Research Article
A Doubling Method for the Generalized Lambda Distribution
Table 6
Skew () and Kurtosis () results for the conventional moment procedure. Results are based on a sample size of .
| Dist | Parameter | Estimate | 95% Bootstrap C.I. | Standard error | Relative bias % |
| 1 | | 1.73 | 1.72, 1.75 | 0.0078 |
−35.92
| | 8.93 | 8.75, 9.12 | 0.0939 |
−89.78
| | | | | | | 2 | |
−1.23
| −1.24, −1.22 | 0.0039 |
−10.87
| | 3.78 | 3.71, 3.85 | 0.0360 |
−33.33
| | | | | | | 3 | | 0.824 | 0.819, 0.829 | 0.0026 |
−6.68
| | 2.04 | 2.01, 2.08 | 0.0185 |
−20.00
| | | | | | | 4 | | 0.292 | 0.291, 0.294 | 0.0008 |
−1.02
| |
−0.227
| −0.231, −0.224 | 0.0018 |
−2.16
|
|
|