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).
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
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.:
- Freeman, Jade & Modarres, Reza, 2006. "Inverse Box-Cox: The power-normal distribution," Statistics & Probability Letters, Elsevier, vol. 76(8), pages 764-772, April.
- Chen, Gemai, 1995. "Generalized log-normal distributions with reliability application," Computational Statistics & Data Analysis, Elsevier, vol. 19(3), pages 309-319, March.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (ZBW - German National Library of Economics).
If references are entirely missing, you can add them using this form.