Generalized beta-generated distributions

Alexander, Carol, Cordeiro, Gauss M, Ortega, Edwin M M and Sarabia, José María (2012) Generalized beta-generated distributions. Computational Statistics and Data Analysis, 56 (6). pp. 1880-1897. ISSN 0167-9473

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Abstract

This article introduces generalized beta-generated (GBG) distributions. Sub-models include all classical beta-generated, Kumaraswamy-generated and exponentiated distributions. They are maximum entropy distributions under three intuitive conditions, which show that the classical beta generator skewness parameters only control tail entropy and an additional shape parameter is needed to add entropy to the centre of the parent distribution. This parameter controls skewness without necessarily differentiating tail weights. The GBG class also has tractable properties: we present various expansions for moments, generating function and quantiles. The model parameters are estimated by maximum likelihood and the usefulness of the new class is illustrated by means of some real data sets.

Item Type: Article
Keywords: Entropy; Exponentiated; Kumaraswamy; Kurtosis; McDonald; Minimax; Skewness
Schools and Departments: School of Business, Management and Economics > Business and Management
Subjects: H Social Sciences > HA Statistics
Q Science > QA Mathematics > QA0276 Mathematical statistics
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Depositing User: Carol Alexander
Date Deposited: 11 Sep 2012 10:32
Last Modified: 11 Sep 2012 10:32
URI: http://sro.sussex.ac.uk/id/eprint/40637
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