Tail quantile approximations for hybrid lognormal distribution

Author:

Shutoh Nobumichi1

Affiliation:

1. Graduate School of Maritime Sciences, Kobe University 5-1-1, Fukae-minamimachi, Higashinada-ku Kobe, Hyogo 658-0022, Japan

Publisher

SUT Journal of Mathematics - Tokyo University of Science

Subject

General Mathematics

Reference8 articles.

1. [1] A. Capitanio, On the approximation of the tail probability of the scalar skew-normal distribution, Metron 68 (2010), 299–308.

2. [2] R. M. Corless, G. H. Gonnet, D. E. G. Hare, D. J. Jeffrey, D. E. Knuth, On the Lambert W function, Adv. Comput. Math. 5 (1996), 329–359.

3. [3] G. M. Goerg, Lambert W random variables – a new family of generalized skewed distributions with applications to risk estimation, Ann. Appl. Stat. 5 (2011), 2197–2230.

4. [4] S. Kumazawa, T. Numakunai, A new theoretical analysis of occupational dose distributions indicating the effect of dose limits, Health Phys. 41 (1981), 465–475.

5. [5] N. T. Longford, Small-sample estimators of the quantiles of the normal, lognormal and Pareto distributions, J. Statist. Comput, Simulat. 82 (2012), 1383–1395.

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