Extended Easily Changeable Kurtosis Distribution
Accepted - December 2023
Keywords:normal distribution, modeling kurtosis, departure from normality
This paper is the next step ahead in constructing probability distribution of changeable flatness of PDF that is expressed with well-known kurtosis measure. The distribution in question is named the Extended Easily Changeable Kurtosis (EECK) and descends from the Easily Changeable Kurtosis (ECK) published by the Author in 2022. The paper covers PDF, CDF, modes and inflection points, quantiles, moments and Moors’ measure, moments of order statistics and the Fisher Information Matrix. In addition generator of pseudo-random numbers that follow EECK is presented. Unknown parameters of the EECK are estimated with the maximum likelihood method. The paper ends with illustrative examples of applicability and flexibility of the EECK. The most important R codes are presented in Appendix.
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