Inferential Procedures in Stable Distributions for Class Frequency Data on Incomes
针对以区间频率形式呈现的收入数据，探讨了稳定分布的推断方法，使用最小卡方和多项最大似然估计，并应用于荷兰和澳大利亚的收入数据。
This paper discusses inferential procedures for the family of stable distributions, when the data are tabulated in the form of interval frequencies. The estimation criteria used are minimum chi-square and multinomial maximum likelihood. In evaluating the theoretical probabilities corresponding to the intervals, use is made of the inversion theorem for characteristic functions. Chi-square tail probabilities for independent samples are pooled by means of theKolmogorov statistic. As an illustration, the methods are applied to Dutch and Australian income data.