Kurtosis Diagram for the Log-Dagum Distribution - Filippo Domma - Vita e Pensiero - Articolo Statistica & Applicazioni

Kurtosis Diagram for the Log-Dagum Distribution

digital Kurtosis Diagram for the Log-Dagum Distribution
Article
journal STATISTICA & APPLICAZIONI
issue STATISTICA & APPLICAZIONI - 2004 - 2
title Kurtosis Diagram for the Log-Dagum Distribution
author
publisher Vita e Pensiero
format Article | Pdf
language English
online since 09-2017
issn 18246672 (print)
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The aim of this paper is to study, through the kurtosis diagram proposed by Zenga (1996), the kurtosis of the log-Dagum distribution. In particular, we analyse how changes the kurtosis on the left and right side of the distribution when the parameter β changes, having fixed the median and absolute mean value from the median. We prove that the kurtosis depends only on parameter β and we show that a reduction of the kurtosis on the left side of the diagram and an increse of the kurtosis on the right side of the diagram occours when β increases.

Keywords: Log-Dagum distribution, kurtosis diagram, symmetric and asymmetric distribution.

Author biography

Filippo Domma, Dipartimento di Economia e Statistica – Università degli Studi della Calabria – via Ponte “P.Bucci”, cubo 0C, 87036 Arcavacata di Rende (CS) (f.domma@unical.it).

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