2006
DOI: 10.1016/j.csda.2005.04.016
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GS-distributions: A new family of distributions for continuous unimodal variables

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Cited by 10 publications
(6 citation statements)
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“…Muiño et al45 pointed out several limitations of the S ‐distributions, such as the family only includes one symmetric distribution, namely logistic with g = 1 and k = 1, neither does the family properly accommodate distributions with heavy tails, nor finite right tails. An extension45 of the S ‐distribution, GS ‐distribution, was given as The GS ‐distribution has five parameters. Parameter α is a scale parameter playing the same role as in S ‐distribution, parameters g , k , and γ are shape parameters, and the initial value x 0 for a given F 0 is a position parameter.…”
Section: Some Methods Prior To 1980mentioning
confidence: 99%
See 1 more Smart Citation
“…Muiño et al45 pointed out several limitations of the S ‐distributions, such as the family only includes one symmetric distribution, namely logistic with g = 1 and k = 1, neither does the family properly accommodate distributions with heavy tails, nor finite right tails. An extension45 of the S ‐distribution, GS ‐distribution, was given as The GS ‐distribution has five parameters. Parameter α is a scale parameter playing the same role as in S ‐distribution, parameters g , k , and γ are shape parameters, and the initial value x 0 for a given F 0 is a position parameter.…”
Section: Some Methods Prior To 1980mentioning
confidence: 99%
“…Parameter α is a scale parameter playing the same role as in S ‐distribution, parameters g , k , and γ are shape parameters, and the initial value x 0 for a given F 0 is a position parameter. Further details45 on using the GS ‐distributions to approximate commonly used distributions such as Weibull, lognormal, and others were discussed.…”
Section: Some Methods Prior To 1980mentioning
confidence: 99%
“…We subsequently discuss how the coverage factors k p and k p of the expanded uncertainty of the measurand Y can be determined from the fitted distribution. The distributions considered are (i) the Pearson family of distributions [5,6] that satisfies a given differential equation; (ii) the Tukey's lambda-distribution [7] that is generated from a uniform random variable; (iii) the Tukey's gh-distribution [8] that is generated based on transformation of a standard normal random variable and (iv) the GS-distribution [9] in which its PDF is approximated as a function of its cumulation distribution function.…”
Section: Y Ymentioning
confidence: 99%
“…Examples are derivations of the Pearson family of distributions, which have been shown to satisfy differential equations—the normal, beta, gamma, and Student's t ‐distribution being specific cases (Pearson, 1895). A more recent contribution of this type is provided by Voit (1992) who introduced S‐distributions, which include exponential, logistic, and uniform distributions as special cases; see also Savageau (1982), Rust and Voit (1990), Yu and Voit (2006), Muino, Voit, and Sorribas (2006), and the references therein. Further, it turns out that there is a linear differential operator corresponding to most of the densities one sees in classical textbooks.…”
Section: Introductionmentioning
confidence: 99%