pith. sign in

arxiv: 1503.01308 · v1 · pith:7J6GHRDInew · submitted 2015-03-04 · 📊 stat.AP

Acknowledgment of priority: Usage of the Lambert W function in statistics

classification 📊 stat.AP
keywords functionlambertstehlstatisticsuseddistributionlikelihoodratio
0
0 comments X
read the original abstract

In my 2011 Annals of Applied Statistics article [Goerg (2011)] I wrote that "Whereas the Lambert $W$ function plays an important role in mathematics, physics, chemistry, biology and other fields, it has not yet been used in statistics." This was incorrect. At the time of publication I was unaware of Stehl\'{\i}k (2003), who used the Lambert $W$ function to derive the exact distribution of the likelihood ratio test statistic. He has also used it in more recent work such as Stehl\'{\i}k (2006), Stehl\'{\i}k et al. (2010), or Stehl\'{\i}k (2014) amongst others. While Stehl\'{i}k's use of the Lambert $W$ function was focused on the distribution of the likelihood ratio test statistic, my work dealt with the modeling of skewed random variables and symmetrizing data using the Lambert $W$ function as a variable transformation.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.