论文信息 - A robust alternative to the normal distribution

A robust alternative to the normal distribution

A wider-tailed family of distributions is suggested as an alternative to the normal distribution having many of the desirable properties of the normal family. One advantage of this alternative is the greater robustness of maximum-likelihood estimates. On suggere une famille de distributions dont les ailes sont plus relevees que celles de la cloche de Gauss, mais qui conservent plusieurs des proprietes les plus attrayantes de la loi normale. On obtient ainsi des estimateurs du maximum de vraisemblance qui sont beaucoup plus robustes.

D. McLeish

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