JNSN: Stata module to fit Johnson distributions

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JNSN: Stata module to fit Johnson distributions

Author Info

Joseph Coveney () (Cobridge Co., Ltd.)

Abstract

jnsn comprises four commands that collectively fit parameters of Johnson distributions by two methods (moment matching and quantiles), transform a variable into a quasinormal deviate after fitting Johnson distribution parameter estimates, and generate random variates that follow Johnson distributions when fed Johnson distribution parameters.

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File URL: http://fmwww.bc.edu/repec/bocode/j/jnsn.ado
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Publisher Info
Software component provided by Boston College Department of Economics in its series Statistical Software Components with number S456820.

Download reference. The following formats are available: HTML, plain text, BibTeX, RIS (EndNote), ReDIF
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Programming language: Stata
Requires: Stata version 9.2
Date of creation: 28 Feb 2007
Date of revision:
Handle: RePEc:boc:bocode:s456820

Note: This module may be installed from within Stata by typing "ssc inst jnsn". Windows users should not attempt to download these files with a web browser.
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Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Phone: 617-552-3670
Fax: +1-617-552-2308
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Web page: http://fmwww.bc.edu/EC/
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For technical questions regarding this item, or to correct its listing, contact: (Christopher F Baum).

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This page was last updated on 2008-5-8.

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