Inferential procedures in stable distributions for class frequency data on incomes
January 1980
Article
| Related Files |
|---|
View PDF Version
(InferentialProcedures_1980.pdf, 0.5MB) |
This paper discusses inferential procedures for the family of stable distributions, when the data are tabulated in the form of interval frequencies. The estimation criteria used are minimum chi-square and multinomial maximum likelihood. In evaluating the theoretical probabilities corresponding to the intervals, use is made of the inversion theorem for characteristic functions. Chi-square tail probabilities for independent samples are pooled by means of theKolmogorov statistic. As an illustration, the methods are applied to Dutch and Australian income data.
Keywords
Automatically Extracted Terms
- advertising
- model
- series
- consumption
- error
- correlation
- sample
- causality
- spending
- forecast
- section
- post-sample
- bivariate model
- period
- estimate
- causation
- forecasting
- bivariate
- analysis
- univariate
