Unification of the Fréchet and Weibull Distribution
Well-known results for the Fréchet and Weibull distribution are streamlined using a unifying parametrisation. Expected values for order statistics follow through a fractional matrix power and the likelihood surface in case of a loglinear specification for the scale parameter is shown to have just two stationary points.
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- Shorrocks, A F, 1980. "The Class of Additively Decomposable Inequality Measures," Econometrica, Econometric Society, vol. 48(3), pages 613-625, April.
- Gastwirth, Joseph L, 1971. "A General Definition of the Lorenz Curve," Econometrica, Econometric Society, vol. 39(6), pages 1037-1039, November.
- Dorfman, Robert, 1979. "A Formula for the Gini Coefficient," The Review of Economics and Statistics, MIT Press, vol. 61(1), pages 146-149, February.
- Olsen, Randall J, 1978. "Note on the Uniqueness of the Maximum Likelihood Estimator for the Tobit Model," Econometrica, Econometric Society, vol. 46(5), pages 1211-1215, September.
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