文章基本信息

标题：Simulation of Moment, Cumulant, Kurtosis and the Characteristics Function of Dagum Distribution
本地全文：下载
作者：Dian Kurniasari ; Yucky Anggun Anggrainy ; Warsono 等
期刊名称：International Journal of Computer Science and Network Security
印刷版ISSN：1738-7906
出版年度：2017
卷号：17
期号：8
页码：264-270
出版社：International Journal of Computer Science and Network Security
摘要：The Dagum distribution is a special case of Generalized Beta II distribution with the parameter q=1, has 3 parameters, namely a and p as shape parameters and b as a scale parameter. In this study some properties of the distribution: moment, cumulant, Kurtosis and the characteristics function of the Dagum distribution will be discussed. The moment and cumulant will be discussed through Moment Generating Function. The characteristics function will be discussed through the expectation of the definition of characteristics function. Simulation studies will be presented. Some behaviors of the distribution due to the variation values of the parameters are discussed.
关键词：Dagum distribution; moment; cumulant; kurtosis; characteristics function.