- Author
- Hurairah Ahmed (Sana'a University)
- Title
- The Beta Pareto Distribution
- Source
- Statistics in Transition, 2011, vol. 12, nr 1, s. 97-114, rys., tab., bibliogr. 10 poz.
- Keyword
- Rozkład Pareta, Kurtoza, Estymacja, Zmienne losowe, Symulacja
Pareto distribution, Kurtosis, Estimation, Random variable, Simulation - Note
- summ.
- Abstract
- In this paper, we introduce a generalization-referred to as the beta Pareto distribution, generated from the logit of a beta random variable. We provide a comprehensive treatment of the mathematical properties of the beta Pareto distribution. We derive expressions for the kth moments of the distribution, variance, skewness, kurtosis, mean deviation about the mean, mean deviation about the median, Renyi entropy, Shannon entropy. We also discuss simulation issues, estimation of parameters by the methods of moments and maximum likelihood. (original abstract)
- Accessibility
- The Main Library of the Cracow University of Economics
The Library of Warsaw School of Economics
The Library of University of Economics in Katowice
The Main Library of Poznań University of Economics and Business
The Main Library of the Wroclaw University of Economics - Full text
- Show
- Bibliography
-
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- EUGENE, N., LEE, C. and FAMOYE, F. (2002): Beta-normal distribution and its applications. Commun Statist-Theory Methods. 31, 497-512.
- GUPTA, A.K. and NADARAJAH, S. (2004): On the moments of the beta normal distribution. Commun Statist-Theory Methods. 33, 1-13.
- HINKLEY, D. (1978): Likelihood inference about location and scale parameters. Biometrika. 65(2), 253-261.
- JENNINGS, D. (1986): Judging inference adequacy in logistic regression. JASA. 81(394), 471-476.
- JONES, M. C. (2004): Families of distributions arising from distributions of order statistics. Test. 13, 1-43.
- NADARAJAH, S. and KOTZ, S. (2004): The beta Gumbel distribution. Math Probab Eng. 10, 323-332.
- RENYI, A. (1961): On measures of entropy and information. In: Proceedings of the fourth Berkeley symposium on mathematical statistics and probability. vol. 1. Berkeley: University of California Press. p. 547-61.
- SONG, K. S. (2001): RENYI information, log likelihood and an intrinsic distribution measure. J Statisst Plan Inference. 93, 51-69.
- SPROTT, D. (1980): Maximum likelihood in small samples: Estimation in the presence of a nuisance parameters. Biometrika. 67(3), 515-523.
- Cited by
- ISSN
- 1234-7655
- Language
- eng
