Quasi-arithmetische Mittelwerte und Normalverteilung

Ingo Klein

No 89/2010, Discussion Papers from Friedrich-Alexander University Erlangen-Nuremberg, Chair of Statistics and Econometrics

Abstract: J.M. Keynes (1911) shows how distributions look like for which the arithmetic, the geometric and the harmonic mean are most probable values. We propose a general class of distributions for which the quasi-arithmetic means are ML-estimators such that these distributions can be transformed into an normal or a truncated normal distribution. As special cases we get for example the generalized logarithmic distributions introduced by Chen (1995).

Keywords: ML-estimator; quasi-arithmetic mean; exponential family; generalized logarithmic distribution; inverse transformed normal distribution (search for similar items in EconPapers)
Date: 2012
New Economics Papers: this item is included in nep-ecm and nep-ger
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