From: Bob Wheeler Subject: Re: 4-Parameter distribution fitting Date: Tue, 26 Jan 1999 21:35:46 -0500 Newsgroups: sci.stat.math,sci.stat.consult.,sci.math To: arap@ms.com Keywords: Fitting data to Johnson distributions Johnson, N.L. (1949) Systems of frequency curves generated by methods of translation. Biometrika. 36. 14-76. Most of this is also available in Johnson and Kotz, Continuous univariate distributions. Fortran software for fitting by moments is available in statlib -- one of the Applied statistics algorithms. Moment fitting is basically unstable. Using quantiles is better. See Wheeler, R.E. (1980) Quantile estimators of Johnson curve parameters. Biometrika 67,725-8. -- Bob Wheeler --- (Reply to: bwheeler@echip.com) ECHIP, Inc. Charles Pehlivanian wrote: > > I am looking for references on 4-parameter distributions. The problem is > to fit an empirical distribution to a particular instance of a > distribution from a 4-parameter family, based on an estimate of the > first four moments. I am aware of the so-called Johnson distributions, > but do not have a solid reference. > > Can anyone provide a refrerence for the Johnson distributions, or any > general 4-parameter family that can be fitted to empirical data? Is > there any general method along these lines? Any help would be > appreciated. > > Thank you, > Ara Pehlivanian