Two generalized beta distributions

Saralees Nadarajah and Samuel Kotz

Applied Economics, 2007, vol. 39, issue 14, 1743-1751

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.

Date: 2007
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DOI: 10.1080/00036840500428062

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