The uniform power distribution
Stephen Walker
Journal of Applied Statistics, 1999, vol. 26, issue 4, 509-517
Abstract:
This paper introduces a generalization of the normal distribution: the uniform power distribution. It is a symmetric and unimodal family of distributions, defined on the real line, and is closely related to the exponential power family. The exponential power family was introduced to allow the modelling of kurtosis. The uniform power family matches the exponential power family with respect to the range of kurtosis. However, whereas the exponential is somewhat difficult to work with, the contrary is true for the uniform power family.
Date: 1999
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)
Downloads: (external link)
http://www.tandfonline.com/doi/abs/10.1080/02664769922386 (text/html)
Access to full text is restricted to subscribers.
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:taf:japsta:v:26:y:1999:i:4:p:509-517
Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/CJAS20
DOI: 10.1080/02664769922386
Access Statistics for this article
Journal of Applied Statistics is currently edited by Robert Aykroyd
More articles in Journal of Applied Statistics from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().