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Some Useful Distributions

In: Statistical Theory and Inference

Author

Listed:
  • David J. Olive

    (Southern Illinois University, Department of Mathematics)

Abstract

This chapter contains many useful examples of parametric distributions, one- and two-parameter exponential families, location–scale families, maximum likelihood estimators, method of moment estimators, transformations t(Y ), E(Y ), V (Y ), moment generating functions, and confidence intervals. Many of the distributions can be used to create exam questions on the above topics as well as the kernel method, MSE, and hypothesis testing. Using the population median and median absolute deviation, robust estimators of parameters can often be found using the sample median and median absolute deviation.

Suggested Citation

  • David J. Olive, 2014. "Some Useful Distributions," Springer Books, in: Statistical Theory and Inference, edition 127, chapter 0, pages 291-357, Springer.
    • Handle: RePEc:spr:sprchp:978-3-319-04972-4_10
    DOI: 10.1007/978-3-319-04972-4_10
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