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dc.contributor.authorPant, Mohan
dc.contributor.authorHeadrick, Todd C.
dc.date.accessioned2017-02-08T21:56:03Z
dc.date.available2017-02-08T21:56:03Z
dc.date.issued2017
dc.identifier.citationPublished in The Journal of Statistical and Econometric Methods 6(1):1-44, 2017en_US
dc.identifier.issn1792-6602
dc.identifier.issn1792-6939
dc.identifier.urihttp://hdl.handle.net/10106/26353
dc.description.abstractPower method (PM) polynomials have been used for simulating non-normal distributions in a variety of settings such as toxicology research, price risk, business-cycle features, microarray analysis, computer adaptive testing, and structural equation modeling. A majority of these applications are based on the method of matching product moments (e.g., skew and kurtosis). However, estimators of skew and kurtosis can be (a) substantially biased, (b) highly dispersed, or (c) influenced by outliers. To address this limitation, two families of double-uniform-PM and double-triangular-PM distributions are characterized through the method of 𝐿-moments using a doubling technique. The 𝐿-moment based procedure is contrasted with the method of product moments in the contexts of fitting real data and estimation of parameters. A methodology for simulating correlated double-uniform-PM and double-triangular-PM distributions with specified values of 𝐿-skew, 𝐿-kurtosis, and 𝐿-correlation is also demonstrated. Monte Carlo simulation results indicate that the L-moment-based estimators of 𝐿-skew, 𝐿-kurtosis, and 𝐿-correlation are superior to their product moment-based counterparts.
dc.language.isoen_USen_US
dc.publisherScienpress Ltden_US
dc.subjectSkew matchingen_US
dc.subjectKurtosis matchingen_US
dc.subjectProduct momentsen_US
dc.subjectL-momentsen_US
dc.subjectL-correlationsen_US
dc.titleSimulating Uniform- and Triangular- Based Double Power Method Distributionsen_US
dc.typeArticleen_US
dc.publisher.departmentDepartment of Curriculum & Instruction, The University of Texas at Arlingtonen_US
dc.identifier.externalLinkhttps://www.scienpress.com/journal_focus.asp?main_id=68&Sub_id=IV&Issue=159407en_US
dc.identifier.externalLinkDescriptionThe original publication is available at the journal homepage.en_US
dc.rights.licensePublished open access through Scientific Press International Limited


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