Journal of Statistics: Advances in Theory and ApplicationsAuthor's: M. M. NASSAR and N. K. NADA
Pages: [1] - [17]
Received Date: June 20, 2011
Submitted by:
A new distribution called the beta-generalized Pareto is proposed. Several properties of this distribution are presented. The expressions for the mean, mean deviation, variance, and entropies are obtained. The method of maximum likelihood is proposed to estimate the parameters of the distribution. The flexibility of this distribution is illustrated in an application to a real data set.
unimodal value, median, moments, entropy, maximum likelihood estimation.
