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Title |
Simulation of Moment, Cumulant, Kurtosis and the Characteristics Function of Dagum Distribution |
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Author |
Dian Kurniasari,Yucky Anggun Anggrainy, Warsono, Warsito and Mustofa Usman |
| Citation |
Vol. 17 No. 8 pp. 264-270 |
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Abstract |
The Dagum distribution is a special case of Generalized Beta II distribution with the parameter q=1, has 3 parameters, namely a and p as shape parameters and b as a scale parameter. In this study some properties of the distribution: moment, cumulant, Kurtosis and the characteristics function of the Dagum distribution will be discussed. The moment and cumulant will be discussed through Moment Generating Function. The characteristics function will be discussed through the expectation of the definition of characteristics function. Simulation studies will be presented. Some behaviors of the distribution due to the variation values of the parameters are discussed. |
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Keywords |
Dagum distribution, moment, cumulant, kurtosis, characteristics function. |
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