The Extended Generalized Lambda Distribution (EGLD) System for Fitting Distributions to Data with Moments, II: Tables

SYNOPTIC ABSTRACT

The Generalized Lambda Distribution, GLD(λ₁, λ₂, λ₃, λ₄), is a four-parameter family that has been used for fitting distributions to a variety of data sets. This paper deals with the extension of the GLD to a system, designated by EGLD, that can be used for fitting distributions to data sets that are cited in the literature as actually occurring in practice. The EGLD can achieve all possible (mean, variance, skewness, kurtosis) vectors; the GLD could not do this. Previous computational methods for determining λ₁, λ₂, λ₃, λ₄ of the GLD have been improved and expanded and more refined tables are provided for finding λ₁, λ₂, λ₃, λ₄. New tables for EGLD fits that are beyond the capability of the GLD are also provided.

This research paper was supported by NATO Research Grant No. CRG 931030.

Key Words and Phrases:

• data fitting
• generalized lambda distribution
• generalized beta distribution
• system of probability distributions
• method of moments