Generalised Lambda Distribution

[GG1234]

Hello,

Can anyone help me, I am trying to use the Generalized Lambda distribution to model some parts in an assembly, but apart from Wikipedia entry I can find very little about it, and nothing that tells me how to use it.
I am trying to use it as a powerful software package we have uses it.

Any help or links would be appreciated.

Thank you
Gavin

 

[GG1234]

Has anyone even heard of the Generalised Lambda distribution? Would be grateful if some one could reply, even just to say they haven't just to show some one is reading this!

Hello,

Can anyone help me, I am trying to use the Generalized Lambda distribution to model some parts in an assembly, but apart from Wikipedia entry I can find very little about it, and nothing that tells me how to use it.
I am trying to use it as a powerful software package we have uses it.

Any help or links would be appreciated.

Thank you
Gavin

 

[hlsmith]

Never heard of it, but that doesn't mean much. Are there any citations in the Wikipedia article that can be called upon? Without know anything about it, is it for count data?

 

[GG1234]

Hi hlsmith, thanks for the message.
I have followed the Wiki links, but I don't seem to get anywhere.
I think it is used because it a good approximation for many distribution and also it is flexible enough to model non standard distributions.
For example if there are two parts, one with a uniform distribution, the second with a Normal distribution the model of of the sum of any two parts stacked together can be approximated with a Lambda distribution. I think it is possible to convert the Normal and Uniform distribution into Lambda.

 

[GretaGarbo]

Where is the wikipedia article about Generalised Lambda Distribution?

 

[GG1234]

The wikipedia article about Tukey Lambda Distribution which is a 3 parameter distribution, but a lot of articles talk about Generalised Lambda distribution, which I believe is 4 parameter distribution.

 

[GretaGarbo]

Maybe this one.
But I could not find the wiki page GG1234 was talking about. I thought that he would link to it.

 

[GG1234]

Hi,

Sorry linking the wiki page was the obvious thing to do. It is here:
https://en.wikipedia.org/wiki/Tukey_lambda_distribution

I bought that book you linked to.
Only just arrived, so hoping to try to understand it.

Maybe this one.
But I could not find the wiki page GG1234 was talking about. I thought that he would link to it.

 

[GG1234]

Anyone else able to offer any help on the Generalised Lambda distribution? I can't believe no one knows more about it!

 

[BGM]

Just the first google result:
https://www.rmetrics.org/sites/default/files/2012-05-generalizedLambda.pdf