SYMMETRICAL GENERALIZED LOGISTIC DISTRIBUTION - SOME MOMENT PROPERTIES AND APPROXIMATION TO THE NORMAL-DISTRIBUTION

In this paper we discuss some moment properties of a symmetric generalized logistic distribution indexed by a shape parameter lambda and denoted by GL(lambda, lambda), and show that it is asymptotically normal as lambda --> infinity, and asymptotically double exponential as lambda --> 0. We also show that GL(lambda, lambda) can be used to approximate the normal distribution. The proposed approximation is illustrated for specific value; of lambda.