名称:
Fitting Statistical Distributions: The Generalized Lambda Distribution and Generalized Bootstrap Methods (Hardcover) (2000)
by Zaven A. Karian (Author), Edward J. Dudewicz (Author)
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大小:435页,3.22MB
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目录:(下面的由于是从djvu文件中OCR所得,有很多单词中间出现了不必要的空格,但是让打算购买的板油判断清楚这是不是他们要的书应该没什么问题)
Contents
Preface
About the Authors
Dedication
1 The Generalized Lambda Family of Distributions
1.1 History and Background
1.2 Definition of the Generalized Lambda Distributions
1.3 The Parameter Space of the GLD
1.4 Shapes of the GLD Density Functions
1.5 GLD Random Variate Generation
Problems for Chapter 1
2 Fitting Distributions and Data with
the GLD via the Method of Moment s
2.1 The Moments of the GLD Distribution
2.2 The (0:5,0:4 )-Space Covered by the GLD Family
2.3 Fitting the GLD Through the Method of Moment s
2. Fitting through Direct Computation
2 . :~ .2 Fitting by the Use of Tables
2.3.3 Limitations of the Method of Moment s
2.1 GLD Approximations of Some Well-Known Distributions
2..1 .1 The Normal Distribution
2..1 .2 The Uniform Distribution
2.4.3 The Student 's t Distribution
2.4.4 The Exponential Distribution
2.4.5 The Chi-Square Distribution
204.6 The Gamma Distribution
204.7 The Weibull Distribution
204.8 The Lognormal Distribution
204.9 The Beta Distribution
204 .10 The Inverse Gaussian Distribution
204.11 The Logistic Distribution
2.4 .12 The Largest Extreme Value Distribution
204. 1 :~ The Extreme Value Distribution
2.4 .14 The Double Exponent ial Distribution
204.15 The F-Distribution
204.16 The Pareto Dist ribution
204 .17 Summary of Distributions and their GLD fi ts
2.5 Examples: GLD Fits of Dat a, Method of Moment s
V).l Assessment of Good ness-of-F it
2.5.2 Example: Cadmium in Horse Kidneys
2..5.3 Example: Brain (Left Thalamus) MRI Scan Dat a
2.504 Example: Human Twin Dat a for Quant ifying Genet ic
{vs. Environmental ) Variance
2..5.5 Example: Rainfall Distributions
2.6 Moment-Based GLD Fit to Dat a from a Histogram
2.7 The GLD and Design of Experiment s
Problems for Chapter 2
3 T he Extended GLD System, t he EGLD:
Fitting by t he Met.hod of Moments
:U The Beta Distribution and its Moments
3.2 The Generalized Beta Distribution and its Moments
:3.3 Estim ation of GBD(t31 ' ,132,,133, ,134) Paramete rs
3.4 GBD Approximat ions of Some Well-Known Distributions
3.4 .1 The Normal Distribution
304.2 The Uniform Distribution
3.4.3 The Student's t Distribution
30404 The Exponential Distribution
304.5 The Chi-Square Distribution
304.6 The Gamma Distribution
304.7 The \Veibull Distribution
304.8 The Lognormal Distribution
3.4.9 The Beta Distribution
304.10 The Inverse Gaussian Distribut ion
3..5.3
:1.5.4
:L5.5
ao4. ll The Logist ic Distribution
ao4.12 The Largest Extreme Value Distribution
304 .13 The Ext reme Value Distribution
ao4.14 The Double Exponent ial Distribution
:t1 .1.5 The F-Distribution
304.1G The Pareto Distribution
:L5 Exam ples: GBD Fit s of Dat a, Met hod of Moment s
a.5. 1 Example: Fit ting a GBD to Simulated Dat a
from GBD(:l , 5, 0, - 0.5)
3..5.2 Example: Fitt ing a GBD to Dat a Simulated
from GBD(2, 7, 1,4)
Example: Cadmium in Horse Kid neys
Example: Rainfall Dat a of Sect ion 2.5.5
Example: Tree Stand Height s and Diamet ers
in Forest ry
:UJ EGLD Random Vari ate Generation
P roblems for Chap ter 3
4 A Per cent ile-Ba sed Approach to F itting
Distrib ut io ns a nd Data wit h t he G LD
4. 1 The Use of Percent iles
4.2 The (P3, P4)-space of GLD(.\ I, '\ 2, '\3, '\4)
4.3 Estimat ion of GLD Parameters Through a Met hod of Percent
iles
404 GLD Approximat ions of Some Well-Known Distributions
404 .1 The Normal Dist ribution
404.2 The Uniform Dist ribution
404.3 The Student 's t Distribution
40404 The Exponential Distribution
404.5 The Ch i-Square Distribution
404.6 The Gamma Distribution
404 .7 The Welbull Distribution
404.8 The Lognormal Distribution
404.9 The Bet a Distribution
404.10 The Inverse Gaussian Dist ribution
404 .11 The Logist ic Distribution
404.12 The Largest Extreme Value Distribution
404 .13 The Ext reme Value Distribution
404.14 The Double Exponent ial Distribution
404.15 The F-Dist rib ution
404.1G The Pareto Distribution
4.4.17 Summary of Distribution Approximations
4.5 Comparison of the Moment and Percent ile Methods
4.6 Examples: GLD Fits of Dat a via the Method of Percent iles
4.6.1 Example : Dat a from the Cauchy Distribution
4.G.2 Dat a on Radiation in Soil Samples
4.6.:{ Data on Velocit ies with in Galaxies
4.Go4 Rainfall Dat a of Sections 2.5.5 and :~.504
4.7 Percent ile-Based GLD Fit of Dat a from a Histogram
Problems for Chapt er 4
5 GLD-2: The Bi varia te G LD Di st rib ution
5.1 Overview
.5.2 Placket t's Method of Bivariate d.f Constr uct ion: The GLD- 2
5. :~ Fit ting the GLD- 2 to Well-Known Bivariate Distributions
5.:U The Bivariat e Normal (BVN) Distribution
5.:t 2 Gumbel' s Biva riat e Exponent ial Type I (BVE)
s.s.a Bivariat e Cauchy (BVC)
5.:t 4 Kibble's Bivariate Gamma (BVG)
504 GLD-2 Fit s: Distributions with Non-Ident ical Marginals
5.4.1 Bivariate Gamma BVG with Non-Ident ical Marginals
504 .2 Bivariat e with Normal and Cauchy Marginals
504.a Bivariate with Gamma and "Backwards Gamma" Marginals
.5 ..5 Fit t ing GLD- 2 to Dataset s
5.5.1 Algorithm for Fi tting the GLD- 2 to Data
5..5.2 Example: Human Twin Dat a of Section 2.5.4
5.5.a Example: The Rainfall Distributions of Section 2.5.5
5.504 Example: The Tree Stand Dat a of Sect ion :~.5.5
.5.6 GLD- 2 Random Variat e generation
5.7 Conclusions and Research P roblems Regarding GLD- 2
Problems for Chapter 5
6 T he Ge neralized Boot st rap (GB) and Monte Car lo (M'C )
Metho ds
Ii.I The Generalized Boot str ap (GB) Method
6.2 Comparisons of the GB and B1\1 Methods
Problems for Chapter G
Appendices
A Programs for Fitt ing the GLD, GBD, and GLD-2
A.l General Utility Programs
A.2 GLD Parameter Est imat ion: Method of Moment s
A.3 GBD Parameter Est imat ion: Method of Moment s
AA GLD Parameter Estimati on: Method of Percent iles
A.5 Programs for GLD-2 Fitting
B Table B-1 for GLD Fit s: Method of Moment s
C Table C- l for GBD Fits: Method of Moments
D Tables for GLD Fits: Method of Percent iles
E The Normal Distribution
References and Author Index
[此贴子已经被作者于2007-4-30 4:43:49编辑过]


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