L-moments and L-moment ratios are quantities useful in the summarization and estimation of probability distributions. Hosking (J.R. Statist. Soc. B, 1990) describes the theory and applications of L-moments. Here we give an expanded discussion of some of the theory in Hosking (1990), including in particular proofs of Theorems 2.1, 2.2 and 2.3 of that paper.
By: J. R. M. Hosking
Published in: RC14492 in
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