A characterization of the Burr Type III and Type XII distributions through the method of percentiles and the Spearman correlation

作者：Pant Mohan D^*; Headrick Todd C

来源：Communications in Statistics - Simulation and Computation, 2017, 46(2): 1611-1627.

DOI：10.1080/03610918.2015.1048878

• Method of Moments
• Method of Percentiles
• Monte Carlo Simulation
• Primary 62E17
• 62F40
• 62G05
• 62G09
• 62H05
• 62H10
• 62H12
• 62H20
• Secondary 65C05

A characterization of Burr Type III and Type XII distributions based on the method of percentiles (MOP) is introduced and contrasted with the method of (conventional) moments (MOM) in the context of estimation and fitting theoretical and empirical distributions. The methodology is based on simulating the Burr Type III and Type XII distributions with specified values of medians, inter-decile ranges, left-right tail-weight ratios, tail-weight factors, and Spearman correlations. Simulation results demonstrate that the MOP-based Burr Type III and Type XII distributions are substantially superior to their (conventional) MOM-based counterparts in terms of relative bias and relative efficiency.

• 出版日期2017