Questions tagged [shape-parameter]

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Does a large shape parameter automatically disqualify a garch/distribution model?

I am working on a research project and haven't found information on what the "shape" parameter means. I have the following parameters with EGARCH-ARFIMA(1,0,1)-sged and the shape (5.395559) ...
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1answer
81 views

What is the shape of the Benini distribution?

The Benini distribution is a continuous univariate distribution that is used in actuarial applications. For all $x \geqslant \sigma$ it has density function: $$\text{Benini}(x| \alpha, \beta, \sigma)...
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85 views

Is it possible to calculate the scale param θ for the Gamma distribution, given shape param K and a quantile value Q?

Stats-ophils, I am running into a problem, in which I'd like to generate a Gamma distribution (in Julia) and I know the value of the quantile Q(0.9) = 130 as well as the shape parameter k=2. Is it ...
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How can Pareto(alpha = 5, x_min = 2) be heavy-tailed where alpha is the shape parameter or the tail index?

Point 1 : It's known that, usually, when the tail-index (alpha) is between 0 and 2, of a certain data set, the distribution is considered as heavy-tailed. Point 2 : It's know that Pareto ...
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234 views

Statistical test for data where groups have non-normal distributions with varying distribution shapes

I have between-subject design with 3 different groups where I capture interval data (on scale 1-4 where equal spacing amongst scores can be assumed). The data in groups is not normally distributed ...
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117 views

How to compare shape of gamma distributions to detect population change [closed]

Sorry if this question is poorly composed due to lack of stats knowledge. Any advice to point me in the right direction would be greatly appreciated: I'm hoping to detect if a dataset originated from ...
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666 views

What is the shape of the distribution when the sample mean > the population mean? [closed]

What is the shape of the distribution when the sample mean is greater than the population mean?
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1answer
81 views

Testing data for Same Shape

I want to run a Mann-Whitney test on 2 arbitrary sets of data but I read that one of the assumptions of the Mann-Whitney test is that the data is the same shape. How can I test if the 2 sets of data ...
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241 views

L-Kurtosis calculation

I am doing statistical analysis on some signal data and after some reading was thinking that L-kurtosis would be a good numerical value to use in differentiating delta trains and sine waves with ...
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1answer
1k views

Does skewness predicts variance?

(with apologizes to this question). Consider two distributions $G$, $F$ both uni-modal and absolutely continuous, square integrable and satisfying: $$F<_c G$$ this means that the standardized ...