Monday, June 21, 2010

ACEGES Software: Smooth Centile Curves for United States

Below is the centile curves of the simulated oil production data for the United States. The distribution used for the centile curves is the Box-Cox t where all the four parameters (mu-location, sigma-scale, nu-skewness, tau-kurtosis) of the distribution were modelled (in GAMLSS) using a non-parametric Penalised Beta Spline.


Currently, we are fitting additional distributions to see if we can capture better the skewness and kurtosis of the simulated data as the above centiles are wobbly.

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