Accession Number:

ADA133153

Title:

On the Fitting of Pearson Curves to Sums of Independent Random Variables

Descriptive Note:

Technical rept.

Corporate Author:

STANFORD UNIV CA DEPT OF STATISTICS

Personal Author(s):

Report Date:

1983-05-19

Pagination or Media Count:

33.0

Abstract:

It is shown that the distribution of a sum of independent beta random variables is often well approximated by a properly scaled beta distribution. The relationship between the type of Pearson curve which best fits a sum of independent random variables and the types of the Pearson curves which best fit the sum and random variables is also investigated. The best fitting Pearson curve for a distribution is defined here to be the unique Pearson curve with the same first four moments.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE