- Autor
- Hurairah Ahmed (Sana'a University)
- Tytuł
- The Beta Pareto Distribution
- Źródło
- Statistics in Transition, 2011, vol. 12, nr 1, s. 97-114, rys., tab., bibliogr. 10 poz.
- Słowa kluczowe
- Rozkład Pareta, Kurtoza, Estymacja, Zmienne losowe, Symulacja
Pareto distribution, Kurtosis, Estimation, Random variable, Simulation - Uwagi
- summ.
- Abstrakt
- 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)
- Dostępne w
- Biblioteka Główna Uniwersytetu Ekonomicznego w Krakowie
Biblioteka SGH im. Profesora Andrzeja Grodka
Biblioteka Główna Uniwersytetu Ekonomicznego w Katowicach
Biblioteka Główna Uniwersytetu Ekonomicznego w Poznaniu
Biblioteka Główna Uniwersytetu Ekonomicznego we Wrocławiu - Pełny tekst
- Pokaż
- Bibliografia
-
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- 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.
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- 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.
- Cytowane przez
- ISSN
- 1234-7655
- Język
- eng
