Generalized pearson distributions and nonlinear programing
- 1 January 1977
- journal article
- research article
- Published by Taylor & Francis in Journal of Statistical Computation and Simulation
- Vol. 6 (2) , 115-128
- https://doi.org/10.1080/00949657708810176
Abstract
A generalization of the Pearson curves is obtained as the solution to the differential equation which best fits a histogram in the mean square and satisfies certain statistical constraints, e.g., the mean and variance may be prescribed. Φ is the theoretical distribution defined on the intervel is a rational function with numerator and denomenator orders of mand n, respevtively. The values of the coefficients in are obtained from a Powell minimization of the mean-square value plus sum-of-squares constraints. Excellent fits are obtained effciently which, furthermore, are capable of providing an analytical representation of an infinite tail. An accurate initial approximation of for starting the Powell minimization is obtained from a symbol manipulation code in PL/1—Formac and based on the visual decomposition of a histogram into sums of normal curves.Keywords
This publication has 8 references indexed in Scilit:
- On Penalty and Multiplier Methods for Constrained MinimizationSIAM Journal on Control and Optimization, 1976
- Asymptotic behavior of a spline estimate of a density functionComputers & Mathematics with Applications, 1975
- Spline Transformations: Three New Diagnostic Aids for the Statistical Data-AnalystJournal of the Royal Statistical Society Series B: Statistical Methodology, 1971
- Systems of Frequency CurvesPublished by Cambridge University Press (CUP) ,1969
- Chebyshev rational approximations to e−x in [0, +∞) and applications to heat-conduction problemsJournal of Approximation Theory, 1969
- A Rapidly Convergent Descent Method for MinimizationThe Computer Journal, 1963
- Statistical AstronomyPublished by University of California Press ,1953
- II. On the Curves which are most suitable for describing the frequency of Random Samples of a PopulationBiometrika, 1906