An Estimation of the Parameter of the g Tukey Distribution

José Alfredo Jiménez & Jorge Martínez

 

 

Abstract

This paper presents an explicit form of the density function of a random variable with the g-h Tukey distribution, in terms of the quantiles of the standard normal distribution. The estimator of the parameter g is obtained based on this particular form of the probability density.

 

Key words: Quantiles, g-h Tukey distribution.

 

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