Kurtosis of the logistic-exponential survival distribution
Paul J. van Staden and
Robert A. R. King
Communications in Statistics - Theory and Methods, 2016, vol. 45, issue 23, 6891-6899
Abstract:
In this article, the kurtosis of the logistic-exponential distribution is analyzed. All the moments of this survival distribution are finite, but do not possess closed-form expressions. The standardized fourth central moment, known as Pearson’s coefficient of kurtosis and often used to describe the kurtosis of a distribution, can thus also not be expressed in closed form for the logistic-exponential distribution. Alternative kurtosis measures are therefore considered, specifically quantile-based measures and the L-kurtosis ratio. It is shown that these kurtosis measures of the logistic-exponential distribution are invariant to the values of the distribution’s single shape parameter and hence skewness invariant.
Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:45:y:2016:i:23:p:6891-6899
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DOI: 10.1080/03610926.2014.972566
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