Parameters obtained from Moments using the Johnson Distribution System

Beschreibung

The aim of this analysis is to numerically compute the corresponding parameterization of a suitable continuous probability distribution type from given moments via the programming language R.
When simulating random numbers from correspondingly parameterized statistical probability distributions, the pertaining statistical moments (if they exist and are finite) can be determined numerically at least approximately. The reverse approach, i.e. specifying statistical moments for determining the parameters, is generally more complex. The aim of this analysis is to numerically compute the corresponding parameterization of a suitable continuous probability distribution type from given moments via the programming language R.

Autor*in

Johann Markus Schauerhuber
During his studies and academic resp. professional activities Prof. Dr. Dr. Johann Markus Schauerhuber has been intensively involved in statistical programming, stochastic, risk theory, simulation and mathematical modeling. Most of his professional experience has been gained in the university domain as an academic director, postdoc lecturer / researcher and in government authorities. Email: jm_schauerhuber@gmx.at

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Johnson Distribution System R Moments Parameter

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