Questions tagged [shape-parameter]
10 questions
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What is the shape of the Benini distribution?
The Benini distribution is a continuous univariate distribution that is used in actuarial applications. For all $x \geqslant \sigma$ it has density function:
$$\text{Benini}(x| \alpha, \beta, \sigma)
= \frac{\alpha + 2 \beta \log (x/\sigma)}{x}…
Ben
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Does skewness predicts variance?
(with apologizes to this question).
Consider two distributions $G$, $F$ both uni-modal and absolutely continuous, square integrable and satisfying:
$$F<_c G$$
this means that the standardized distributions $F(x\sigma_F+\mu_F)$ and…
user603
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Is it possible to calculate the scale param θ for the Gamma distribution, given shape param K and a quantile value Q?
Stats-ophils,
I am running into a problem, in which I'd like to generate a Gamma distribution (in Julia) and I know the value of the quantile Q(0.9) = 130 as well as the shape parameter k=2.
Is it possible to come up with a function to calculate the…
dmeu
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How to compare shape of gamma distributions to detect population change
Sorry if this question is poorly composed due to lack of stats knowledge. Any advice to point me in the right direction would be greatly appreciated:
I'm hoping to detect if a dataset originated from the same or different populations as another…
mma
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L-Kurtosis calculation
I am doing statistical analysis on some signal data and after some reading was thinking that L-kurtosis would be a good numerical value to use in differentiating delta trains and sine waves with similar standard deviations.
Firstly, is this likely a…
Jason K.
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Testing data for Same Shape
I want to run a Mann-Whitney test on 2 arbitrary sets of data but I read that one of the assumptions of the Mann-Whitney test is that the data is the same shape. How can I test if the 2 sets of data are the same shape?
I'm automating a test on…
JeLLyB0x3r
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Does a large shape parameter automatically disqualify a garch/distribution model?
I am working on a research project and haven't found information on what the "shape" parameter means. I have the following parameters with EGARCH-ARFIMA(1,0,1)-sged and the shape (5.395559) on the last line is pretty big. Does this mean this model…
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How can Pareto(alpha = 5, x_min = 2) be heavy-tailed where alpha is the shape parameter or the tail index?
Point 1 : It's known that, usually, when the tail-index (alpha) is between 0 and 2, of a certain data set, the distribution is considered as heavy-tailed.
Point 2 : It's know that Pareto distribution is an example for heavy tailed…
Dovini Jayasinghe
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Statistical test for data where groups have non-normal distributions with varying distribution shapes
I have between-subject design with 3 different groups where I capture interval data (on scale 1-4 where equal spacing amongst scores can be assumed). The data in groups is not normally distributed with distributions of different shape across all…
klen
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What is the shape of the distribution when the sample mean > the population mean?
What is the shape of the distribution when the sample mean is greater than the population mean?
