Abstract

JIMENEZ, JOSÉ ALFREDO  and  MARTINEZ, JORGE. An Estimation of the Parameter of the g Tukey Distribution. Rev.Colomb.Estad. [online]. 2006, vol.29, n.1, pp.1-16. ISSN 0120-1751.

This paper presents an explicit form of the density function of a random variable with the g-h Tukey distribution, in terms of the quantiles of the standard normal distribution. The estimator of the parameter g is obtained based on this particular form of the probability density.

Keywords : Quantiles; g-h Tukey distribution.

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