Closed Form expressions for moments of the beta Weibull distribution

被引：15

作者：

Cordeiro, Gauss M. ^{[1
]}

Simas, Alexandre B. ^{[2
]}

Stosic, Borko D. ^{[3
]}

机构：

[1] Univ Fed Pernambuco, Dept Estat, BR-50740540 Recife, PE, Brazil

[2] Univ Fed Paraiba, Dept Matemat, BR-58051970 Joao Pessoa, Paraiba, Brazil

[3] Univ Fed Rural Pernambuco, Dept Estat & Informat, BR-52171900 Recife, PE, Brazil

来源：

ANAIS DA ACADEMIA BRASILEIRA DE CIENCIAS | 2011年 / 83卷 / 02期

关键词：

beta Weibull distribution; expected information matrix; maximum likelihood; moment; Weibull distribution; FAMILY;

D O I：

10.1590/S0001-37652011000200002

中图分类号：

O [数理科学和化学]; P [天文学、地球科学]; Q [生物科学]; N [自然科学总论];

学科分类号：

07 ; 0710 ; 09 ;

摘要：

The beta Weibull distribution was first introduced by Famoye et al. (2005) and studied by these authors and Lee et al. (2007). However, they do not give explicit expressions for the moments. In this article, we derive explicit closed form expressions for the moments of this distribution, which generalize results available in the literature for some sub-models. We also obtain expansions for the cumulative distribution function and Renyi entropy. Further, we discuss maximum likelihood estimation and provide formulae for the elements of the expected information matrix. We also demonstrate the usefulness of this distribution on a real data set.

引用

页码：357 / 373

页数：17

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