Skewed Type III Generalized Logistic Distribution

19 Pages Posted: 16 Jul 2018

Date Written: June 25, 2018

Abstract

This paper develops a skewed extension of the type III generalized logistic distribution and presents the analytical equations for the computation of its moments, cumulative probabilities and quantile values. It is demonstrated through an example that the distribution provides an excellent fit to data characterized by skewness and excess kurtosis.

Keywords: Kurtosis, Pearson’s Mode Skewness, Quantile Values, S&P500 Log-Return and Skewed Generalized Logistic

JEL Classification: C46, G10, G20

Suggested Citation

Theodossiou, Panayiotis, Skewed Type III Generalized Logistic Distribution (June 25, 2018). Available at SSRN: https://ssrn.com/abstract=3202329 or http://dx.doi.org/10.2139/ssrn.3202329

Panayiotis Theodossiou (Contact Author)

Ball State University ( email )

2000 W. University Ave
Muncie, IN Delaware 47306
United States

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