释义 |
Pearson SystemGeneralizes the differential equation for the Gaussian Distribution
 | (1) |
to
 | (2) |
Let , be the roots of . Then the possible types of curves are- 0.
, . E.g., Normal Distribution. - I.
, . E.g., Beta Distribution. - II.
, , where . - III.
, , where . E.g., Gamma Distribution. This case isintermediate to cases I and VI. - IV.
, . - V.
, where . Intermediate to cases IV and VI. - VI.
, where is the larger root. E.g., Beta Prime Distribution. - VII.
, , . E.g., Student's t-Distribution. Classes IX-XII are discussed in Pearson (1916). See also Craig (in Kenney and Keeping 1951). If a Pearson curve possesses aMode, it will be at . Let at and , where these may be or . If also vanishes at , , then the th Moment and th Moments exist. | | | (3) | giving | |  | (4) |
 | (5) |
also,
 | (6) |
so
 | (7) |
For ,
 | (8) |
so
 | (9) |
For ,
 | (10) |
so
 | (11) |
Now let . Then
Hence , and so
 | (15) |
For ,
 | (16) |
For ,
 | (17) |
So the Skewness and Kurtosis are
So the parameters , , and can be written
where
 | (23) |
References
Craig, C. C. ``A New Exposition and Chart for the Pearson System of Frequency Curves.'' Ann. Math. Stat. 7, 16-28, 1936.Kenney, J. F. and Keeping, E. S. Mathematics of Statistics, Pt. 2, 2nd ed. Princeton, NJ: Van Nostrand, p. 107, 1951. Pearson, K. ``Second Supplement to a Memoir on Skew Variation.'' Phil. Trans. A 216, 429-457, 1916.
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