Some Theoretical Results Concerning L-Moments

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


This Research Report is available. This report has been submitted for publication outside of IBM and will probably be copyrighted if accepted for publication. It has been issued as a Research Report for early dissemination of its contents. In view of the transfer of copyright to the outside publisher, its distribution outside of IBM prior to publication should be limited to peer communications and specific requests. After outside publication, requests should be filled only by reprints or legally obtained copies of the article (e.g., payment of royalties). I have read and understand this notice and am a member of the scientific community outside or inside of IBM seeking a single copy only.


Questions about this service can be mailed to .