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The strict bounds should be divided by the L-scale, not by the upper bound of the L-scale. This results is bounds that are too tight.
E.g. the strict untrimmed L-moment bounds for $r \ge 3$ are $\sqrt{2r - 1} |\lambda_r| \le \sigma$, so the corresponding L-ratio bouds are $\sqrt{2r - 1} |\tau_r| \le \sigma / \lambda_2$.
The text was updated successfully, but these errors were encountered:
The strict bounds should be divided by the L-scale, not by the upper bound of the L-scale. This results is bounds that are too tight.
E.g. the strict untrimmed L-moment bounds for$r \ge 3$ are $\sqrt{2r - 1} |\lambda_r| \le \sigma$ , so the corresponding L-ratio bouds are $\sqrt{2r - 1} |\tau_r| \le \sigma / \lambda_2$ .
The text was updated successfully, but these errors were encountered: