An Application of the H-Function to Curve-Fitting and Density Estimation.
AIR FORCE INST OF TECH WRIGHT-PATTERSON AFB OH SCHOOL OF ENGINEERING
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The H-function is the most general special function, encompassing as specific cases many mathematical functions and nearly every continuous statistical distribution defined over positive x. A general procedure is developed to estimate the parameters of the H-function which gives the best fit to a set of data. The technique creates a system of nonlinear equations from the method of moments and uses Powells quasi-Newton hybrid algorithm to solve the equations. A computer program, which can accept both raw data or previously calculated moments, implements the general process. Several new theoretical results are also presented. Author
- Statistics and Probability
- Computer Programming and Software