Moment estimation based on quantiles

被引：2

作者：

Ren, Haobo ^{[1
]}

Shen, Weining ^{[2
]}

Wu, Richard ^{[1
]}

Soo, Yuhwen ^{[1
]}

机构：

[1] Regeneron Pharmaceut Inc, Basking Ridge, NJ 07920 USA

[2] North Carolina State Univ, Dept Stat, Raleigh, NC 27695 USA

来源：

WILEY INTERDISCIPLINARY REVIEWS-COMPUTATIONAL STATISTICS | 2013年 / 5卷 / 05期

关键词：

generalized; distribution; moment estimation; quantile;

D O I：

10.1002/wics.1267

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We consider a moment estimation problem using empirical quantiles of the data. Specifically, we estimate the sample mean and the variance based only on the minimum, the quartiles, the median and the maximum values of the data. We propose a computational solution based on fitting a refined version of a generalized. distribution. Simulation results suggest that our method works reasonably well for a wide range of distributions. (C) 2013 Wiley Periodicals, Inc.

引用

页码：387 / 390

页数：4

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