publication . Other literature type . Article . 1988

Least-squares estimation of distribution functions in johnson's translation system

James J. Swain; James R. Wilson; Sekhar Venkatraman;
  • Published: 01 Jun 1988
  • Publisher: Informa UK Limited
To summarize a set of data by a distribution function in Johnson's translation system, we use a least-squares approach to parameter estimation wherein we seek to minimize the distance between the vector of "uniformized" oeder statistics and the corresponding vector of expected values. We use the software package FITTRI to apply this technique to three problems arising respectively in medicine, applied statistics, and civil engineering. Compared to traditional methods of distribution fitting based on moment matching, percentile matchingL 1 estimation, and L ⌆ estimation, the least-squares technique is seen to yield fits of similar accuracy and to converge more ra...
free text keywords: Distribution function, Software package, Estimation theory, Least squares, Percentile, Applied mathematics, Mathematics, Distribution fitting, Expected value, Translation system, Statistics
Any information missing or wrong?Report an Issue