The beta Pareto distribution

Ahmed Hurairah ()

Statistics in Transition new series, 2011, vol. 12, issue 1, 97-114

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, Rényi entropy, Shannon entropy. We also discuss simulation issues, estimation of parameters by the methods of moments and maximum likelihood.

Keywords: Beta Pareto distribution; Kurtosis; Rényi entropy (search for similar items in EconPapers)
Date: 2011
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Persistent link: https://EconPapers.repec.org/RePEc:csb:stintr:v:12:y:2011:i:1:p:97-114

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