Quasi-arithmetische Mittelwerte und Normalverteilung

Arbeitspapier

J.M. Keynes (1911) shows how distributions look like for which the arithmetic, the geometric and the harmonic mean are most probable values. We propose a general class of distributions for which the quasi-arithmetic means are ML-estimators such that these distributions can be transformed into an normal or a truncated normal distribution. As special cases we get for example the generalized logarithmic distributions introduced by Chen (1995).

Object Details

• Language: Deutsch

References and Relationships

• Bibliographic citation: Series: Diskussionspapier ; No. 89/2010

Classification and Topics

• Classification: Wirtschaft
• Subject: ML-estimator ; quasi-arithmetic mean ; exponential family ; generalized logarithmic distribution ; inverse transformed normal distribution

Contributors, Places and Time

• Event: Geistige Schöpfung
• (who): Klein, Ingo
• Event: Veröffentlichung
• (who): Friedrich-Alexander-Universität Erlangen-Nürnburg, Lehrstuhl für Statistik und Ökonometrie
• (where): Nürnberg
• (when): 2012

Further information

• Handle: http://hdl.handle.net/10419/64863
• Last update: 10.03.2025, 11:41 AM CET