English, Article edition: LMOMENTS: Stata module to generate L-moments and derived statistics Nicholas J. Cox

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  • code
Language
  • English

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Title
  • LMOMENTS: Stata module to generate L-moments and derived statistics
Author
  • Nicholas J. Cox
Physical Description
  • code
Notes
  • lmoments generates L-moments and derived statistics. L-moments offer a systematic, satisfying and indeed elegant approach to the summarization of theoretical distributions and data samples and have applications in the estimation of parameters and of quantiles, and in hypothesis tests for probability distributions. See Hosking, J.R.M. 1992. Moments or L moments? An example comparing two measures of distributional shape. American Statistician 46, 186-189. This is version 4.0.0 of the software. Stata 9 is required. (Previous versions are also included as lmoments8 and lmoments6, for which the minimum requirements are Stata 8 and Stata 6 respectively.)
  • L-moments, frequency distributions
  • RePEc:boc:bocode:s341902
Language
  • English
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