Fitting quantiles: Doubling, HR, HQ, and HHH distributions

Authors
Morgenthaler, S Tukey, JW
Citation
S. Morgenthaler et Jw. Tukey, Fitting quantiles: Doubling, HR, HQ, and HHH distributions, J COMPU G S, 9(1), 2000, pp. 180-195
Citations number
7
Categorie Soggetti
Mathematics
Journal title
JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS
ISSN journal
10618600 → ACNP
Volume
9
Issue
1
Year of publication
2000
Pages
180 - 195
Database
ISI
SICI code
1061-8600(200003)9:1<180:FQDHHA>2.0.ZU;2-U
Abstract
This article introduces a family of distributional shapes which is flexible in the sense that it contains skewed and symmetric laws as well as heavy-t ailed and light-tailed laws. The proposed family is also practically conven ient because it is easy to fit to a table of quantiles from any distributio n. Inversely, for each of the distributional shapes it is trivial to comput e quantiles for any desired probability, and it is possible to compute the corresponding densities.