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Journal of Statistical Distributions and Applications

Table 2 Skewness values and estimated parameters for different sector distributions

From: pTAS distributions with application to risk management

  

Sector

 
  

S 1

S 2

S 3

S 4

S 5

S 6

S 7

S 8

S 9

S 10

Skewness

Empirical

2.59

1.74

2.24

2.10

1.74

2.46

2.44

2.16

1.84

2.57

 

Weibull

0.98

0.52

0.84

0.63

0.37

0.93

1.05

0.70

0.62

1.54

 

Gamma

1.29

0.97

1.19

1.04

0.87

1.25

1.34

1.10

1.04

1.69

 

lognormal

2.21

1.56

2.00

1.71

1.38

2.13

2.31

1.81

1.69

3.13

 

pTAS (skewness)

2.59

1.74

2.24

2.10

1.74

2.46

2.44

2.16

1.84

2.57

 

pTAS (MLE)

4.57

2.92

3.68

3.73

2.74

4.73

5.62

3.43

3.43

5.68

α

pTAS (skewness)

0.67

0.62

0.64

0.67

0.67

0.66

0.62

0.66

0.61

0.51

 

pTAS (MLE)

0.84

0.80

0.81

0.84

0.81

0.85

0.86

0.81

0.82

0.83

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