A Doubling Method for the Generalized Lambda Distribution

Table 7

L-skew (𝜏₃) and L-kurtosis (𝜏₄) results. Results are based on a sample size of 𝑛=250.

Dist	Parameter	Estimate	95% Bootstrap C.I.	Standard error	Relative bias %
1	𝜏3=0.15	0.1479	0.1473, 0.1484	0.0003	−1.40
	𝜏4=0.20	0.1987	0.1982, 0.1991	0.0002	−0.65
2	𝜏3=−0.15	−0.1487	−0.1492, −0.1483	0.0002	−0.87
	𝜏4=0.15	0.1494	0.1490, 0.1497	0.0002	−0.40
3	𝜏3=0.10	0.0992	0.0988, 0.0996	0.0002	−0.80
	𝜏4=0.15	0.1497	0.1494, 0.1501	0.0002	—
4	𝜏3=0.05	0.0498	0.0495, 0.0501	0.0002	—
	𝜏4=0.10	0.1002	0.0999, 0.1004	0.0001	—