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NTU Management Review Vol. 34 No. 1 Apr. 2024

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Appendix A. The Pairs of (SK , K) of the GB Distribution

Based on the parameters we used from Tables 3 to 8, the pair of (SK , K) of
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the GB distribution can be computed by Proposition 1 and equations (1) to (4). All

numerical results are shown in Figure 7.

Figure 7 The pair of (SK , K) of the GB Distribution
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Appendix B. Proof of Proposition 2

( )
z - c
Y = sinh ,
Based on the definition in equation (8), X = a + bY, and where
d
Z is a standard normal random variable, a ∈ R, b > 0, c ∈ R, and d > 0. The four
characteristics of the US distribution given in Proposition 2 can be obtained by the
following derivations.

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