Artículos de revistas
Generalized beta-generated distributions
Fecha
2012Registro en:
COMPUTATIONAL STATISTICS & DATA ANALYSIS, AMSTERDAM, v. 56, n. 6, supl. 1, Part 6, pp. 1880-1897, JUN, 2012
0167-9473
10.1016/j.csda.2011.11.015
Autor
Alexander, Carol
Cordeiro, Gauss M.
Ortega, Edwin Moises Marcos
Maria Sarabia, Jose
Institución
Resumen
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.