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Modified Beta Distributions

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Abstract

A new family of skewed distributions referred to as modified beta distributions is presented. Some properties of the new family including estimation procedures are derived. A real data application as well as simulation studies are described to show superior performance versus known models.

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Authors and Affiliations

  1. School of Mathematics, University of Manchester, Manchester, M13 9PL, UK

    Saralees Nadarajah

  2. Department of Statistics, Gonbad Kavous University, Gonbad Kavous, Iran

    Mahdi Teimouri

  3. Department of Mathematics and Statistics, American University of Sharjah, Sharjah, UAE

    Shou Hsing Shih

Authors
  1. Saralees Nadarajah
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  2. Mahdi Teimouri
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  3. Shou Hsing Shih
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Correspondence to Saralees Nadarajah.

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Nadarajah, S., Teimouri, M. & Shih, S.H. Modified Beta Distributions. Sankhya B 76, 19–48 (2014). https://doi.org/10.1007/s13571-013-0077-0

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  • DOI: https://doi.org/10.1007/s13571-013-0077-0

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