The generalized Pearson family of distributions and explicit representation of the associated density functions

Serge B. Provost, Hossein Zareamoghaddam, S. Ejaz Ahmed and Hyung-Tae Ha

Communications in Statistics - Theory and Methods, 2022, vol. 51, issue 16, 5590-5606

Abstract: A moment-based density approximation technique that is based on a generalization of Pearson’s system of frequency curves is introduced in this paper. More specifically, the derivative of the logarithm of a continuous density function is expressed as a ratio of polynomials whose coefficients are determined by solving a linear system, and a simple representation of the resulting density function is provided. Additionally, a result relating a sample to its moments is stated and derived. It is then explained that, when used in conjunction with sample moments, the methodology being herein advocated can be utilized for the purpose of modeling data sets, irrespective of their size. Several illustrative examples are presented.

Date: 2022
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DOI: 10.1080/03610926.2020.1843680

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