Estimation of the four generalized lambda distribution parameters is not straightforward, and available estimators that perform best have large computation times. In this paper, we introduce a simple two-step estimator of the parameters that is comparatively very quick to compute and performs well when compared with other methods. This computational efficiency makes the use of bootstrapping to obtain interval estimators for the parameters possible. Simulations are used to assess the performance of the new estimators and applications to several data sets are included.

中文翻译：

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广义 lambda 分布参数的有效估计器

四个广义 lambda 分布参数的估计并不简单，并且性能最佳的可用估计器具有大量计算时间。在本文中，我们介绍了一个简单的两步参数估计器，与其他方法相比，它的计算速度相对较快且性能良好。这种计算效率使得使用自举获得参数的区间估计成为可能。模拟用于评估新估计器的性能，并包括对多个数据集的应用。