Statistical inference and modeling with the S distribution

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We consider the problem of statistical inference for the S distribution and introduce new minimum distance estimators for the four parameters of the S distribution using Kolmogorov-Smirnov, Cramer-von Mises and related distance metrics. Approximate goodness-of-fit and confidence intervals for parameters are calculated using bootstrap methods. We discuss further how the S distribution can be used to solve various problems of statistical modeling associated with parameter inference, including goodness-of-fit tests, Monte Carlo simulations and modeling trends in the distributions.
22 pages, 1 Postscript figure, uses rotating.sty, harvard.sty Submitted to Journal of Statistical Computation and Simulation

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Data Analysis, Statistics and Probability

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http://salesiana.dossiersoluciones.com/handle/123456789/84491

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/physics/0112046
 http://arxiv.org/abs/physics/0112046

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arXiv