Quasi-arithmetische Mittelwerte und Normalverteilung
Abstract-- J.M. Keynes (1911) shows how distributions look like for which the arithmetic, the geometric and the harmonic mean are most probable values. We propose a general class of distributions for which the quasi-arithmetic means are ML-estimators such that these distributions can be transformed into an normal or a truncated normal distribution. As special cases we get for example the generalized logarithmic distributions introduced by Chen (1995).
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Bibliographic InfoPaper provided by Friedrich-Alexander-University Erlangen-Nuremberg, Chair of Statistics and Econometrics in its series Discussion Papers with number 89/2010.
Date of creation: 2012
Date of revision:
ML-estimator; quasi-arithmetic mean; exponential family; generalized logarithmic distribution; inverse transformed normal distribution;
This paper has been announced in the following NEP Reports:
- NEP-ALL-2012-10-20 (All new papers)
- NEP-ECM-2012-10-20 (Econometrics)
- NEP-GER-2012-10-20 (German Papers)
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Chen, Gemai, 1995. "Generalized log-normal distributions with reliability application," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 19(3), pages 309-319, March.
- Freeman, Jade & Modarres, Reza, 2006. "Inverse Box-Cox: The power-normal distribution," Statistics & Probability Letters, Elsevier, Elsevier, vol. 76(8), pages 764-772, April.
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