|
Dear All,
Sometime ago I asked about the beta function which
will become part of my equations which I need to solve to obtain parameters
for generalised lambda distribution. I am currently aware of Starship
methods proposed by King and MacGillivray(1999) in Australia and New
Zealand Journal of Statistics as well as method of moments by Karian and
Dudewicz(2000) as well as least square methods by Ozturk and Dale (1995),
however I would like to examine some alternative methods in obtaining these
parameters.
One of the fundamental difficulty I faced was with
the calculation of the beta function through a numerical method. S+ NuOpt does
not currently support gamma or lgamma functions, and
**************************************************************************************
School of Accountancy
School of
Mathematical Sciences
Queensland University of Technology
Postal Address: Steve Su, School of Accountancy, QUT, PO Box
2434, Brisbane,
Queensland, Australia, 4000.
Phone: +61 7 3864
2017
Fax: +61 7 3864
1812
Mobile: 0421 840
586
.
_--_|\
/
QUT
\_.--._/
v
**************************************************************************************
| 