Modelling of Wage and Income Distributions Using the Method of L-Moments  

作　　者：Diana Bilkova 

机构地区：[1]Faculty of lnformatics and Statistics, University of Economics in Prague, Prague 3 13067, Czech Republic

出　　处：《Journal of Mathematics and System Science》2012年第1期13-19,共7页数学和系统科学（英文版）

摘　　要：Commonly used statistical procedure to describe the observed statistical sets is to use their conventional moments or cumulants. When choosing an appropriate parametric distribution for the data set is typically that parameters of a parametric distribution are estimated using the moment method of creating a system of equations in which the sample conventional moments lay in the equality of the corresponding moments of the theoretical distribution. However, the moment method of parameter estimation is not always convenient, especially for small samples. An alternative approach is based on the use of other characteristics, which the author calls L-moments. L-moments are analogous to conventional moments, but they are based on linear combinations of order statistics, i.e., L-statistics. Using L-moments is theoretically preferable to the conventional moments and consists in the fact that L-moments characterize a wider range of distribution. When estimating from sample L-moments, L-moments are more robust to the presence of outliers in the data. Experience also shows that, compared to conventional moments, L-moments are less prone to bias of estimation. Parameter estimates obtained using L-moments are mainly in the case of small samples often even more accurate than estimates of parameters made by maximum likelihood method. Using the method of L-moments in the case of small data sets from the meteorology is primarily known in statistical literature. This paper deals with the use of L-moments in the case for large data sets of income distribution （individual data） and wage distribution （data are ordered to form of interval frequency distribution of extreme open intervals）. This paper also presents a comparison of the accuracy of the method of L-moments with an accuracy of other methods of point estimation of parameters of parametric probability distribution in the case of large data sets of individual data and data ordered to form of interval frequency distribution.

关 键 词：L-MOMENTS method of L-moments of parameter estimation lognormal distribution wage distribution income distribution. 

分 类 号：O212.1[理学—概率论与数理统计] F275.4[理学—数学]