Research Article

A Doubling Method for the Generalized Lambda Distribution

Table 6

Skew ( 𝛼 3 ) and Kurtosis ( 𝛼 4 ) results for the conventional moment procedure. Results are based on a sample size of 𝑛 = 2 5 0 .

DistParameterEstimate95% Bootstrap C.I.Standard errorRelative bias %

1 𝛼 3 = 2 . 7 0 1.731.72, 1.750.0078 −35.92
𝛼 4 = 8 7 . 4 8.938.75, 9.120.0939 −89.78
2 𝛼 3 = 1 . 3 8 −1.23 −1.24, −1.220.0039 −10.87
𝛼 4 = 5 . 6 7 3.783.71, 3.850.0360 −33.33
3 𝛼 3 = 0 . 8 8 3 0.8240.819, 0.8290.0026 −6.68
𝛼 4 = 2 . 5 5 2.042.01, 2.080.0185 −20.00
4 𝛼 3 = 0 . 2 9 5 0.2920.291, 0.2940.0008 −1.02
𝛼 4 = 0 . 2 3 2 −0.227 −0.231, −0.2240.0018 −2.16