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Original Articles

Fitting the generalized lambda distribution to data: a method based on percentiles

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Pages 793-819 | Received 01 Mar 1998, Published online: 27 Jun 2007

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Qing Xiao. (2014) Modeling Uncertainties in Power System by Generalized Lambda Distribution. International Journal of Emerging Electric Power Systems 15:3, pages 195-203.
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Tzu Chun Kuo & Todd C. Headrick. (2014) Simulating Univariate and Multivariate Tukey -and- Distributions Based on the Method of Percentiles . ISRN Probability and Statistics 2014, pages 1-10.
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Haobo Ren, Weining Shen, Richard Wu & Yuhwen Soo. (2013) Moment estimation based on quantiles. WIREs Computational Statistics 5:5, pages 387-390.
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Bernhard Pfaff. 2012. Financial Risk Modelling and Portfolio Optimization with R. Financial Risk Modelling and Portfolio Optimization with R 51 83 .
Bin Wang, Satya N. Mishra, Madhuri S. Mulekar, Nutan Mishra & Kun Huang. (2010) Comparison of bootstrap and generalized bootstrap methods for estimating high quantiles. Journal of Statistical Planning and Inference 140:10, pages 2926-2935.
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R Willink. (2009) Representing Monte Carlo output distributions for transferability in uncertainty analysis: modelling with quantile functions. Metrologia 46:3, pages 154-166.
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Juha Karvanen & Arto Nuutinen. (2008) Characterizing the generalized lambda distribution by L-moments. Computational Statistics & Data Analysis 52:4, pages 1971-1983.
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B. Fournier, N. Rupin, M. Bigerelle, D. Najjar & A. Iost. (2006) Application of the generalized lambda distributions in a statistical process control methodology. Journal of Process Control 16:10, pages 1087-1098.
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D.A. Lampasi, F. DiNicola & L. Podesta. (2006) Generalized Lambda Distribution for the Expression of Measurement Uncertainty. IEEE Transactions on Instrumentation and Measurement 55:4, pages 1281-1287.
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D.A. Lampasi, F. Di Nicola & L. Podesta. (2005) The Generalized Lambda Distribution for the Expression of Measurement Uncertainty. The Generalized Lambda Distribution for the Expression of Measurement Uncertainty.
Zaven Karian. 2000. Fitting Statistical Distributions. Fitting Statistical Distributions.
Warren Gilchrist. 2000. Statistical Modelling with Quantile Functions. Statistical Modelling with Quantile Functions.

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