The beta-Pareto distribution

被引：142

作者：

Akinsete, Alfred ^{[2
]}

Famoye, Felix ^{[1
]}

Lee, Carl ^{[1
]}

机构：

[1] Cent Michigan Univ, Dept Math, Mt Pleasant, MI 48859 USA

[2] Marshall Univ, Dept Math, Huntington, WV USA

来源：

STATISTICS | 2008年 / 42卷 / 06期

关键词：

unimodality; hazard function; moments; estimation; flood peaks;

D O I：

10.1080/02331880801983876

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper, a four-parameter beta-Pareto distribution is defined and studied. Various properties of the distribution are discussed. The distribution is found to be unimodal and has either a unimodal or a decreasing hazard rate. The expressions for the mean, mean deviation, variance, skewness, kurtosis and entropies are obtained. The relationship between these moments and the parameters are provided. The method of maximum likelihood is proposed to estimate the parameters of the distribution. The distribution is applied to two flood data sets.

引用

页码：547 / 563

页数：17

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