Statistical inference and modeling with the S distribution

Sergej V. Aksenov; Michael A. Savageau

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Statistical inference and modeling with the S distribution

Sergej V. Aksenov·Michael A. Savageau

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Abstract

We consider the problem of statistical inference for the S distribution and introduce new minimum distance estimators for the four parameters of the S distribution using Kolmogorov-Smirnov, Cramer-von Mises and related distance metrics. Approximate goodness-of-fit and confidence intervals for parameters are calculated using bootstrap methods. We discuss further how the S distribution can be used to solve various problems of statistical modeling associated with parameter inference, including goodness-of-fit tests, Monte Carlo simulations and modeling trends in the distributions.

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Sergej V. Aksenov, Michael A. Savageau. 2001-12-17. Statistical inference and modeling with the S distribution. https://arxiv.org/abs/physics/0112046

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