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Theoretical L-moments and TL-moments using combinatorial identities and finite operators

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  • Christophe Dutang

Abstract

Moments have been traditionally used to characterize a probability distribution. Recently, linear moments (L-moments) and trimmed L-moments (TL-moments) are appealing alternatives to the conventional moments. This paper focuses on the computation of theoretical L-moments and TL-moments and emphasizes the use of combinatorial identities. We are able to derive new closed-form formulas of L-moments and TL-moments for continuous probability distributions. Finally, closed-form formulas for the L-moments for the exponential distribution and the uniform distribution are also obtained.

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  • Christophe Dutang, 2017. "Theoretical L-moments and TL-moments using combinatorial identities and finite operators," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 46(8), pages 3801-3828, April.
    • Handle: RePEc:taf:lstaxx:v:46:y:2017:i:8:p:3801-3828
    DOI: 10.1080/03610926.2015.1073313
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    Cited by:

    1. An, Hyowon & Zhang, Kai & Oja, Hannu & Marron, J.S., 2023. "Variable screening based on Gaussian Centered L-moments," Computational Statistics & Data Analysis, Elsevier, vol. 179(C).

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