Quasi-arithmetische Mittelwerte und Normalverteilung

J.M. Keynes (1911) shows how distributions look like for which the arithmetic, the geometric and the harmonic mean are most probable values. We propose a general class of distributions for which the quasi-arithmetic means are ML-estimators such that these distributions can be transformed into an normal or a truncated normal distribution. As special cases we get for example the generalized logarithmic distributions introduced by Chen (1995).

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Year of publication:	2012
Authors:	Klein, Ingo
Institutions:	Wirtschafts- und Sozialwissenschaftliche Fakultät, Friedrich-Alexander-Universität Erlangen-Nürnberg
Subject:	ML-estimator \| quasi-arithmetic mean \| exponential family \| generalized logarithmic distribution \| inverse transformed normal distribution

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Extent:	application/pdf
Series:	Discussion Papers.
Type of publication:	Book / Working Paper
Notes:	Number 89/2010
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010956298