Abstract
Followiong on a reappraisal of othogonal-polynomial role in characterizing a distribution, this paper investigates the issue of how to tailor distributions to embody evidence of moments and dependance behaviours deviating from theoretic instances. As the paper shows, the orthogonal polynomials associated with a distribution clear the way to reshaping distributions so as to encode information on extra kurtosis, and between-squares dependence. Operational conditions of positive definiteness of modified distributions are duly provided.
Lingua originale | Inglese |
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pagine (da-a) | 1-20 |
Numero di pagine | 20 |
Rivista | Communications in Statistics - Theory and Methods |
DOI | |
Stato di pubblicazione | Pubblicato - 2015 |
Keywords
- Asymmetry
- Kurtosis
- Moments
- Orthogonal polynomials