Premium
A robust alternative to the normal distribution
Author(s) -
McLeish D. L.
Publication year - 1982
Publication title -
canadian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.804
H-Index - 51
eISSN - 1708-945X
pISSN - 0319-5724
DOI - 10.2307/3314901
Subject(s) - normal distribution , robustness (evolution) , maximum likelihood , mathematics , normal family , econometrics , statistics , generalized normal distribution , distribution (mathematics) , computer science , mathematical analysis , normality , biology , gene , biochemistry
A wider‐tailed family of distributions is suggested as an alternative to the normal distribution having many of the desirable properties of the normal family. One advantage of this alternative is the greater robustness of maximum‐likelihood estimates.