Comparing Estimation Methods for the FPLD

Table 2

Comparison of FPLD and GLD approximations for asymmetric distributions.

Model	${\lambda }_1$	${\lambda }_2$	${\lambda }_3$	${\lambda }_4$	${\lambda }_5$	Maxd
Chi-square $\nu =3$	1.10010	2.84313	0.61505	0.48579	0.01338	0.0046
	2.01822	1.07570		0.97596	$-0.03394$	0.0827
Lognormal $(\mathrm{4,2})$	3.44560	1.07305	0.16147	0.21008	0.04776	0.0048
	3.56591	3.64067		0.26715	0.01550	0.0193
Weibull $(\mathrm{1,3})$	0.92565	0.50134	$-0.15389$	0.30875	0.12579	0.0013
	0.87453	8.10780		0.26347	0.16478	0.0052
Gumbel $(\mathrm{0,1})$	$-0.00050$	1.50239	0.32984	0.19211	$-0.00046$	0.0020
	0.34406	2.44744		0.33889	$-0.04845$	0.0549
Inv. Gaussian $(\mathrm{0.5,6})$	0.45521	0.18606	0.17494	0.25786	0.02961	0.0014
	0.47729	20.64410		0.32817	0.00039	0.0044