The beta power distribution

被引：84

作者：

Cordeiro, Gauss Moutinho ^{[1
]}

Brito, Rejane dos Santos ^{[1
]}

机构：

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

来源：

BRAZILIAN JOURNAL OF PROBABILITY AND STATISTICS | 2012年 / 26卷 / 01期

关键词：

Beta power distribution; Bonferroni curve; maximum likelihood estimation; moments; order statistic; reliability;

D O I：

10.1214/10-BJPS124

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：

The power distribution is defined as the inverse of the Pareto distribution. We study in full detail a distribution so-called the beta power distribution. We obtain analytical forms for its probability density and hazard rate functions. Explicit expressions are derived for the moments, probability weighted moments, moment generating function, mean deviations, Bonferroni and Lorenz curves, moments of order statistics, entropy and reliability. We estimate the parameters by maximum likelihood. The practicability of the model is illustrated in two applications to real data.

引用

页码：88 / 112

页数：25

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