Theoretical L-moments and TL-moments Using Combinatorial Identities and Finite Operators - Archive ouverte HAL
Pré-Publication, Document De Travail Année : 2015

Theoretical L-moments and TL-moments Using Combinatorial Identities and Finite Operators

Résumé

Moments have been traditionally used to characterize a probability distribution. Recently, L-moments and trimmed L-moments are appealing alternatives to the conventional moments. This paper focuses on the computation of theoretical L-moments and TL-moments and emphasizes the use of combinatorial identities. We are able to derive new closed-form formulas of L-moments and TL-moments for continuous probability distributions. Finally, closed-form formulas for the L-moments for the exponential distribution and the uniform distribution are also obtained.
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Dates et versions

hal-01163638 , version 1 (15-06-2015)
hal-01163638 , version 2 (16-10-2017)

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  • HAL Id : hal-01163638 , version 1

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Christophe Dutang. Theoretical L-moments and TL-moments Using Combinatorial Identities and Finite Operators. 2015. ⟨hal-01163638v1⟩
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