Generalized beta-generated distributions
| Contribuinte(s) |
UNIVERSIDADE DE SÃO PAULO |
|---|---|
| Data(s) |
01/11/2013
01/11/2013
2012
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| Resumo |
This article introduces generalized beta-generated (GBG) distributions. Sub-models include all classical beta-generated, Kumaraswamy-generated and exponentiated distributions. They are maximum entropy distributions under three intuitive conditions, which show that the classical beta generator skewness parameters only control tail entropy and an additional shape parameter is needed to add entropy to the centre of the parent distribution. This parameter controls skewness without necessarily differentiating tail weights. The GBG class also has tractable properties: we present various expansions for moments, generating function and quantiles. The model parameters are estimated by maximum likelihood and the usefulness of the new class is illustrated by means of some real data sets. (c) 2011 Elsevier B.V. All rights reserved. Ministerio de Educacion of Spain [PR2009-0200, ECO2010-15455] Ministerio de Educacion of Spain CNPq-Brazil CNPq (Brazil) |
| Identificador |
COMPUTATIONAL STATISTICS & DATA ANALYSIS, AMSTERDAM, v. 56, n. 6, supl. 1, Part 6, pp. 1880-1897, JUN, 2012 0167-9473 http://www.producao.usp.br/handle/BDPI/37373 10.1016/j.csda.2011.11.015 |
| Idioma(s) |
eng |
| Publicador |
ELSEVIER SCIENCE BV AMSTERDAM |
| Relação |
COMPUTATIONAL STATISTICS & DATA ANALYSIS |
| Direitos |
closedAccess Copyright ELSEVIER SCIENCE BV |
| Palavras-Chave | #ENTROPY #EXPONENTIATED #KUMARASWAMY #KURTOSIS #MCDONALD #MINIMAX #SKEWNESS #EXPONENTIATED WEIBULL DISTRIBUTION #ORDER-STATISTICS #MULTIVARIATE DISTRIBUTIONS #UNIVARIATE DISTRIBUTIONS #T-DISTRIBUTION #FAMILY #MOMENTS #COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS #STATISTICS & PROBABILITY |
| Tipo |
article original article publishedVersion |
