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Two generalized beta distributions

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  • Saralees Nadarajah
  • Samuel Kotz

Abstract

Two new distributions which contain several of the known generalizations of the beta distribution as particular cases are introduced. Various structural properties of each distribution are derived, including its cdf, moment generating function, characteristic function, moments, mean deviation about the mean, mean deviation about the median, entropy, asymptotic distribution of extreme order statistics, maximum-likelihood estimates and the Fisher information matrix.

Suggested Citation

  • Saralees Nadarajah & Samuel Kotz, 2007. "Two generalized beta distributions," Applied Economics, Taylor & Francis Journals, vol. 39(14), pages 1743-1751.
    • Handle: RePEc:taf:applec:v:39:y:2007:i:14:p:1743-1751
    DOI: 10.1080/00036840500428062
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    Cited by:

    1. Ghosh Indranil, 2019. "On the Reliability for Some Bivariate Dependent Beta and Kumaraswamy Distributions: A Brief Survey," Stochastics and Quality Control, De Gruyter, vol. 34(2), pages 115-121, December.
    2. Riabi, Mehdi Yaghoobi Avval & Mohtashami Borzadaran, G.R. & Yari, G.H., 2010. "[beta]-entropy for Pareto-type distributions and related weighted distributions," Statistics & Probability Letters, Elsevier, vol. 80(19-20), pages 1512-1519, October.

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