The Beta Pareto Distribution

• Autorzy: Ahmed Hurairah
• Języki publikacji: EN

Abstrakty

EN

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)

Słowa kluczowe

EN

Kurtosis; Simulation; Estimation; Random variable; Pareto distribution

PL

Kurtoza; Symulacja; Estymacja; Zmienne losowe; Rozkład Pareta

• Czasopismo: Statistics in Transition
• Rocznik: 2011
• Tom: 12
• Numer: nr 1
• Strony: 97--114

Twórcy

autor

Ahmed Hurairah

• Sana'a University

Bibliografia

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