The log F: A Distribution for All Seasons
- 1.3k Downloads
Families of parametric models are widely used to summarize data, to obtain predictions, assess goodness of fit, to estimate functions of the data not easily derived directly, and to render manageable random effects. The trustworthiness of the results obtained depends on the generality of the parametric family employed. A very flexible set of statistical models based on the logarithm of an F variate was introduced over 20 years ago. It’s versatility appears to be little appreciated by the statistical community. We try to convince readers that this family belongs in the tool box of all applied statisticians and that it should be one of the first tools used in data exploration. We present examples that cover a variety of statistical functions and application areas, and we offer freely available computer code.
KeywordsGeneralized Log F Parametric Modeling Statistical Software Goodness of Fit Probability Distributions
- Kalbfleish, J. D. and Prentice, R. L. (1980),The Statistical Analysis of Failure Time Data. John Wiley and Sons, New York.Google Scholar
- SEER (1997), Surveillance, Epidemiology, and End Results public use CDROM (1973–1995). National Cancer Institute, Division of Cancer Prevention and Control, Surveillance Program, Cancer Statistics Branch.Google Scholar
- Taylor, B. (1998), Stock Market Indices, 1800–1995. URL http://www.globalfindata.com. Used with permission.
- U.S.A. Today (1998), AL team-by-team statistics. URL http://www.usatoday.com. Used with permission.