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st: -lmoments- update on SSC
Thanks to Kit Baum, the -lmoments- package on SSC
has been updated to Stata 8. The syntax has been
modified somewhat, the overall aim being to
make the command more flexible and closer to modern
-lmoments- generates L-moments and derived statistics. L-moments
offer a systematic, satisfying and indeed elegant approach to
the summarization of theoretical distributions and data samples
and have applications in the estimation of parameters and of
quantiles, and in hypothesis tests for probability distributions.
See (e.g.) Hosking, J.R.M. 1992. Moments or L moments? An example
comparing two measures of distributional shape. American
Statistician 46, 186-189.
This is version 3.0.0 of the software. Stata 8 is required.
(The previous version is also included in the same package
as -lmoments6-, for which only Stata 6 is required.)
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