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Erschienen in: Annals of Data Science 3/2018

15.01.2018

A Family of Generalised Beta Distributions: Properties and Applications

verfasst von: Emilio Gómez-Déniz, José María Sarabia

Erschienen in: Annals of Data Science | Ausgabe 3/2018

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Abstract

A family of continuous distributions with bounded support, which is a generalisation of the standard beta distribution, is introduced. We study some basic properties of the new family and simulation experiments are performed to observe the behaviour of the maximum likelihood estimators. We also derive a multivariate version of the proposed distributions. Three numerical experiments were performed to determine the flexibility of the new family of distributions in comparison with other extensions of the beta distribution that have been proposed. In this respect, the new family was found to be superior.

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Metadaten
Titel
A Family of Generalised Beta Distributions: Properties and Applications
verfasst von
Emilio Gómez-Déniz
José María Sarabia
Publikationsdatum
15.01.2018
Verlag
Springer Berlin Heidelberg
Erschienen in
Annals of Data Science / Ausgabe 3/2018
Print ISSN: 2198-5804
Elektronische ISSN: 2198-5812
DOI
https://doi.org/10.1007/s40745-018-0143-6

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