In this note, we study the first four moments of the MUB random variable, that is a mixture of two discrete random variables, recently introduced for the fitting of ranks data models. After a brief review of the location and variability indexes, the paper derives and discusses the asymmetry and the kurtosis measures, investigating the shape properties of this distribution on the admissible parametric space. Finally, the usefulness of the parameters moment estimators is shown in order to get starting values for the maximum likelihood estimation procedure
On the moments of a mixture of Uniform and Shifted Binomial random variables / Piccolo, Domenico. - In: QUADERNI DI STATISTICA. - ISSN 1594-3739. - STAMPA. - 5:(2003), pp. 85-104.
On the moments of a mixture of Uniform and Shifted Binomial random variables
PICCOLO, DOMENICO
2003
Abstract
In this note, we study the first four moments of the MUB random variable, that is a mixture of two discrete random variables, recently introduced for the fitting of ranks data models. After a brief review of the location and variability indexes, the paper derives and discusses the asymmetry and the kurtosis measures, investigating the shape properties of this distribution on the admissible parametric space. Finally, the usefulness of the parameters moment estimators is shown in order to get starting values for the maximum likelihood estimation procedureI documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
