A family of distributions related to the McCullagh family

V. Seshadri

Statistics & Probability Letters, 1991, vol. 12, issue 5, 373-378

Abstract: A family of distributions on (-1, 1) is obtained from the hypergeometric functions which bears some resemblance to a similar family introduced recently by McCullagh. This family shares several properties with the McCullagh family. In particular the family possesses a pivot which reduces it to the symmetric beta density. Relations to proper dispersion models and the exactness of the p*-formula are also considered.

Keywords: Beta; density; Brownian; motion; hypergeometric; density; McCullagh; distribution; Möbius; transform; p*-formula; proper; dispersion; models (search for similar items in EconPapers)
Date: 1991
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Citations: View citations in EconPapers (2)

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