A Program for Estimating Uncertainties in Quantile Estimates Derived from Empirical Pearson Fits.

Abstract

Many authors have warned of the hazards involved in fitting Pearson curves on the basis of empirically determined moments. For the problem of estimating a percentage point of a Pearson curve on the basis of empirical moment estimates, the delta method easily yields an approximation to the variability of the estimated quantile. This report describes a crude computer program for assisting quantitatively the size of these hazards in the case of Pearson Type IV curves (an important family including the student t family as a boundary case).

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Document Details

Document Type
Technical Report
Publication Date
Oct 14, 1986
Accession Number
ADA173264

Entities

People

  • Iain Johnstone

Organizations

  • Stanford University

Tags

DTIC Thesaurus Topics

  • Coefficients
  • Computer Programs
  • Computers
  • Data Science
  • Equations
  • Information Science
  • Method Of Moments
  • Military Research
  • Numerical Integration
  • Probability
  • Procedures (Computers)
  • Random Variables
  • Skewness
  • Standards
  • Statistical Analysis
  • Statistics
  • Uncertainty

Fields of Study

  • Mathematics

Readers

  • Statistical inference.
  • Systems Analysis and Design