The quantile-based skew logistic distribution

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Authors

Van Staden, Paul Jacobus
King, Robert A.R.

Journal Title

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Volume Title

Publisher

Elsevier

Abstract

We show that the quantile-based skew logistic distribution possesses kurtosis measures based on L-moments and on quantiles which are skewness invariant. We furthermore derive closed-form expressions for method of L-moments estimators for the distribution’s parameters together with asymptotic standard errors for these estimators.

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Keywords

Exponential distribution, Logistic distribution, L-moment, Quantile function, Skewness-invariant kurtosis measure

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Citation

Van Staden, PJ & King, RAR 2015, 'The quantile-based skew logistic distribution', Statistics and Probability Letters, vol. 96, pp. 109-116.