Abstract
Many of the common distributions arise from first principles. For example, an exponential distribution results from the definition of a Poisson process; a normal distribution arises from axioms about transformations or, from a different perspective, from central limit theorems. Other distributions, such as a gamma or a t are derived from those basic distributions.
Definitions of general, flexible families of distributions are motivated by modeling applications. The parameters of these families act as tuning parameters that control skewness and kurtosis or other general properties of a distribution.
For the Johnson family of distributions, Chou et al. (1994) identify the distributional classes and the appropriate transformations for a number of well-known distributions. Slifker and Shapiro (1980) describe a method for selection of the particular Johnson family based on ratios of quantiles of the density to be fitted. Chou et al. (1994) give a method for fitting Johnson curves using quantiles. Devroye (1986) describes a method for simulating variates from a Johnson family.
Albert, Delampady, and Polasek (1991) defined another family of distributions that is very similar to the lambda distributions with proper choice of the parameters. The family of distributions of Albert, Delampady, and Polasek is particularly useful in Bayesian analysis with location-scale models.
Solka, Poston, and Wegman (1995) describe visualization methods to accompany EM methods for estimation of the mixture parameter.
Everitt and Hand (1981) provide a good general discussion of the use of finite mixtures for representing distributions. Solka et al. (1998) describe how fitting mixtures to observed data can provide insight about the underlying structure of the data. Roeder and Wasserman (1997) describe the use of mixtures in Bayesian density estimation.
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© 2009 Springer-Verlag New York
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Gentle, J.E. (2009). Estimation of Probability Density Functions Using Parametric Models. In: Computational Statistics. Statistics and Computing. Springer, New York, NY. https://doi.org/10.1007/978-0-387-98144-4_14
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DOI: https://doi.org/10.1007/978-0-387-98144-4_14
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