A Quantile Alternative for Kurtosis

Moors, J.J.A.

doi:10.2307/2348376

Cited by 390 publications

(229 citation statements)

References 8 publications

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“…More specifically, following Battistin et al (2007), we have used median (MED) and mean absolute deviation (MAD) as robust estimators for location and scale parameters. Furthermore we have estimated the third moment with quartile skewness (Groeneveld and Meeden 1984) and kurtosis using Moors's octile-based robust estimator (Moors 1988). Results confirm, overall, our previous findings.…”

Section: Robustness Checkssupporting

confidence: 82%

On the distributional properties of household consumption expenditures: the case of Italy

et al. 2009

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In this paper we explore the statistical properties of the distributions of consumption expenditures for a large sample of Italian households in the period 1989-2004. Goodness-of-fit tests show that household aggregate (and age-conditioned) consumption distributions are not log-normal. Rather, their logs can be invariably characterized by asymmetric exponential-power densities. Departures from log-normality are mainly due to the presence of thick lower tails coexisting with upper tails thinner than Gaussian ones. The emergence of this irreducible heterogeneity in statistical patterns casts some doubts on the attempts to explain log-normality of household consumption patterns by means of simple models based on Gibrat's Law applied to permanent income and marginal utility.

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Section: Robustness Checkssupporting

confidence: 82%

On the distributional properties of household consumption expenditures: the case of Italy

et al. 2009

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“…The shortcomings of the classical kurtosis measure are well-known. Bowley skewness, Kenney and Keeping (1962), and Moors kurtosis, Moors (1998), are based on quartiles and octiles given by…”

Section: Quantile Functionmentioning

confidence: 99%

The Extended Log-Logistic Distribution: Properties and Application

Lima

Cordeiro

2017

An. Acad. Bras. Ciênc.

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We propose a new four-parameter lifetime model, called the extended log-logistic distribution, to generalize the two-parameter log-logistic model. The new model is quite flexible to analyze positive data. We provide some mathematical properties including explicit expressions for the ordinary and incomplete moments, probability weighted moments, mean deviations, quantile function and entropy measure. The estimation of the model parameters is performed by maximum likelihood using the BFGS algorithm. The flexibility of the new model is illustrated by means of an application to a real data set. We hope that the new distribution will serve as an alternative model to other useful distributions for modeling positive real data in many areas.

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“…The Bowleys' skewness [13] and the Moors' kurtosis [14] is based on (10) We write an easy code in R Project for the computation of skewness and kurtosis. Then, the skewness and kurtosis of the KL distribution for the some values of the parametersare shown in Table I.…”

Section: Some Properties Of Kumaraswamy Distributionmentioning

confidence: 99%

A New Customer Lifetime Duration Distribution: The Kumaraswamy Lindley Distribution

Çakmakyapan¹,

Kadılar²

2014

IJTEF

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Abstract-Companies are viewing customers in terms of their lifetime duration. Customer lifetime duration is a powerful and straightforward measure that synthesizes churn (attrition) risk at individual customer level. For existing customers, customer lifetime duration can help companies develop customer loyalty and treatment strategies to maximize customer value. In this study, based on the Kumaraswamy distribution, the Kumaraswamy Lindley distribution is studied. Some mathematical properties of Kumaraswamy Lindley distribution such as moments, hazard function, quantile function, skewness, kurtosis are derived. The method of maximum likelihood is used to estimate the model parameters and the observed information matrix is derived. An application of our results is provided to show the applicability of this distribution, especially for customer lifetime duration. Therefore, the proposed distribution can be a useful tool to analyze customer lifetime duration in marketing research.

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A Quantile Alternative for Kurtosis

Abstract: A quantile alternative for kurtosisMoors, J.J.A.

Cited by 390 publications

References 8 publications

On the distributional properties of household consumption expenditures: the case of Italy

On the distributional properties of household consumption expenditures: the case of Italy

The Extended Log-Logistic Distribution: Properties and Application

A New Customer Lifetime Duration Distribution: The Kumaraswamy Lindley Distribution

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