Theoretical L-moments and TL-moments Using Combinatorial Identities and Finite Operators - Archive ouverte HAL
Article Dans Une Revue Communications in Statistics - Theory and Methods Année : 2017

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)

Identifiants

Citer

Christophe Dutang. Theoretical L-moments and TL-moments Using Combinatorial Identities and Finite Operators. Communications in Statistics - Theory and Methods, 2017, 46 (8), pp.3801-3828. ⟨10.1080/03610926.2015.1073313⟩. ⟨hal-01163638v2⟩
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