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Friedrich-Alexander-Universität Erlangen-Nürnberg (FAU) >
Lehrstuhl für Statistik und Ökonometrie, Universität Erlangen-Nürnberg >
Diskussionspapiere des Lehrstuhls für Statistik und Ökonometrie, FAU Erlangen-Nürnberg >
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http://hdl.handle.net/10419/64863
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| Title: | | Quasi-arithmetische Mittelwerte und Normalverteilung  |
| Authors: | | Klein, Ingo |
| Issue Date: | | 2012 |
| Series/Report no.: | | Diskussionspapiere, Friedrich-Alexander-Universität Erlangen-Nürnberg, Lehrstuhl für Statistik und Ökonometrie 89/2010 |
| Abstract (Translated): | | J.M. Keynes (1911) shows how distributions look like for which the arithmetic, the geometric and the harmonic mean are most probable values. We propose a general class of distributions for which the quasi-arithmetic means are ML-estimators such that these distributions can be transformed into an normal or a truncated normal distribution. As special cases we get for example the generalized logarithmic distributions introduced by Chen (1995). |
| Subjects: | | ML-estimator quasi-arithmetic mean exponential family generalized logarithmic distribution inverse transformed normal distribution |
| Document Type: | | Working Paper |
| Appears in Collections: | | Diskussionspapiere des Lehrstuhls für Statistik und Ökonometrie, FAU Erlangen-Nürnberg
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