Thanks to Kit Baum, the -lmoments- package on SSC
has been revised.
L-moments have their own web page, so I will not
elaborate in detail here.
http://www.research.ibm.com/people/h/hosking/lmoments.html
But, in a nutshell, 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.
Many readers will be able to access
Hosking, J.R.M. 1992. Moments or L moments? An example
comparing two measures of distributional shape. American
Statistician 46, 186-189.
easily through www.jstor.org or otherwise for a quick sampler.
Stata 9 is required for -lmoments-, as this latest version
uses Mata for calculation of standard errors. Thanks very
much to Bill Gould for invaluable help with the Mata
programming.
(However, previous versions of -lmoments- are also included in
the package, as -lmoments8- and -lmoments6-, for which the
minimum requirements are Stata 8 and Stata 6 respectively.)
Nick
[email protected]
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