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L-moment ratio diagrams are the swiss jacknife for distribution identification, and is in general a very useful tool for statistical exploratory analysis.
This requires:
Calculation of the L-moment ratio curves for specific families of distributions, e.g. as $\tau_r(\tau_k | \mathcal{F})$.
Non-parametric L-ratio curve estimation, either using repeated measurements, or some bootstrapping method
Plotting both parametric curves (lineplot), and optionally a non-parametric curve (scatterplot), simultaneously, including helpful legend- and axis labels. Preferrably, this should be backend-agnostic, with (for now) one backend implementation in contrib.matplotlib .
Some examples for inspiration:
M.C. Peel et al. (2001):
J.R.M. Hosking (2015):
J. Galeano-Brajones et al. (2023):
The text was updated successfully, but these errors were encountered:
L-moment ratio diagrams are the swiss jacknife for distribution identification, and is in general a very useful tool for statistical exploratory analysis.
This requires:
contrib.matplotlib
.Some examples for inspiration:
The text was updated successfully, but these errors were encountered: