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Year of publication
Subject
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Quantile distributions 1 generalized lambda distribution 1 shape plot representation 1
Online availability
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Free 1
Type of publication
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Book / Working Paper 1
Language
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Undetermined 1
Author
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Chalabi, Yohan 1 Scott, David J 1 Wuertz, Diethelm 1 Y. 1
Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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MPRA Paper 1
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RePEc 1
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An asymmetry-steepness parameterization of the generalized lambda distribution
Chalabi, Yohan; Y.; Scott, David J; Wuertz, Diethelm - Volkswirtschaftliche Fakultät, … - 2012
The generalized lambda distribution (GLD) is a versatile distribution that can accommodate a wide range of shapes, including fat-tailed and asymmetric distributions. It is defined by its quantile function. We introduce a more intuitive parameterization of the GLD that expresses the location and...
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