Just a Few More Moments: The g-and-h Distribution

Authors

Patrick A. Turley, Brigham Young University

Keywords

g-and-h distribution, skewness, kurtosis, normal distribution

College

Physical and Mathematical Sciences

Department

Statistics

Abstract

Every mathematical model in the social sciences has its assumptions that may or may not be justified. These may be assumptions related to the behavior of the subjects of study (e.g. that people act in their best interests) or assumptions related to the model itself (e.g. that one variable will affect another linearly). A standard assumption in most regression models is that the error of the model is normally distributed, an assumption that doesn’t hold in most cases. In this research, the more flexible g-and-h distribution was examined as an alternative to the normal distribution.

Recommended Citation

Turley, Patrick A. (2013) "Just a Few More Moments: The g-and-h Distribution," Journal of Undergraduate Research: Vol. 2013: Iss. 1, Article 2811.
Available at: https://scholarsarchive.byu.edu/jur/vol2013/iss1/2811