Fitting: Subroutine to fit four-moment probability distributions to data

摘要

FITTING is a Fortran subroutine that constructs a smooth, generalized four-parameter probability distribution model. It is fit to the first four statistical moments of the random variable X (i.e., average values of X, X(sup 2), X(sup 3), and X(sup 4)) which can be calculated from data using the associated subroutine CALMOM. The generalized model is produced from a cubic distortion of the parent model, calibrated to match the first four moments of the data. This four-moment matching is intended to provide models that are more faithful to the data in the upper tail of the distribution. Examples are shown for two specific cases.