The Beta Pareto Distribution

• Authors: Hurairah Ahmed
• Languages of publication: EN

Abstracts

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, Rényi entropy, Shannon entropy. We also discuss simulation issues, estimation of parameters by the methods of moments and maximum likelihood.

Keywords

EN

Beta Pareto distribution; Kurtosis; Rényi entropy

• Publisher: Główny Urząd Statystyczny
• Journal: Statistics in Transition new series
• Year: 2011
• Volume: 12
• Issue: 1
• Pages: 97-114

Contributors

author

Hurairah Ahmed

• Sana’a University

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