The aim of this paper is to obtain the analytical solution to the method of moments for Zenga's model (Zenga, M. M., 2010). First, the central moments of Polisicchio's distribution are used to derive the corresponding central moments for Zenga's model. Secondly, the method of moments is applied to such central moments, and then the analytical solution of the related system is obtained. These analytical results are then compared with the numerical ones in Zenga et al. (2010a).
Zenga, M., Porro, F., Arcagni, A. (2010). Method of moments for Zenga's distribution [Working paper del dipartimento].
Method of moments for Zenga's distribution
ZENGA, MICHELE;PORRO, FRANCESCO;ARCAGNI, ALBERTO GIOVANNI
2010
Abstract
The aim of this paper is to obtain the analytical solution to the method of moments for Zenga's model (Zenga, M. M., 2010). First, the central moments of Polisicchio's distribution are used to derive the corresponding central moments for Zenga's model. Secondly, the method of moments is applied to such central moments, and then the analytical solution of the related system is obtained. These analytical results are then compared with the numerical ones in Zenga et al. (2010a).
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