A Characterization of Power Method Transformations through L-Moments

Table 1

Conventional moment-based parameters (𝛾) and their estimates (𝑔) for the pdf in Figure 1. Each estimate (Est.), and bootstrap confidence interval (C.I.) was based on resampling 25,000 statistics. Each sample statistic was based on a sample size of 𝑛=200.

Parameter	Est. (95% C.I.)	Standard error
skew: 𝛾3=3	𝑔3: 2.51 (2.50, 2.52)	0.007522
kurtosis: 𝛾4=21	𝑔4: 13.4 (13.2, 13.5)	0.069400
𝛾5=182	𝑔5: 69.8 (68.4, 71.3)	0.723200
𝛾6=2329	𝑔6: 498 (485, 514)	7.289000