Beta distributions are popular models for economic data. In this paper, a new multimodal beta distribution with bathtub shaped failure rate function is introduced. Various structural properties of this distribution are derived, including its cdf, moments, mean deviation about the mean, mean deviation about the median, entropy, asymptotic distribution of the extreme order statistics, maximum likelihood estimates and the Fisher information matrix. Finally, an application to consumer price indices...
We derive the exact distributions of R = X + Y, P = X Y and W = X / (X + Y) and the corresponding moment properties when X and Y follow Muliere and Scarsini's bivariate Pareto distribution. The expressions turn out to involve special functions. We also provide extensive tabulations of the percentage points associated with the distributions. These tables -obtained using intensive computer power- will be of use to the practitioners of the bivariate Pareto distribution.
The Fisher information matrices are derived for three of the most popular elliptically symmetric distributions: the Pearson type II, Pearson type VII and the Kotz type distributions. We hope the results could be important to the many researchers working in this area.
The generalized FGM distribution and related copulas are used as bivariate models for the distribution of spheroidal characteristics. It is shown that this model is suitable for the study of extremes of the 3D spheroidal particles observed in terms of their random planar sections.
It is well known that has the beta distribution when and follow the Dirichlet distribution. Linear combinations of the form have also been studied in Provost and Cheong [S. B. Provost and Y.-H. Cheong: On the distribution of linear combinations of the components of a Dirichlet random vector. Canad. J. Statist. 28 (2000)]. In this paper, we derive the exact distribution of the product (involving the Gauss hypergeometric function) and the corresponding moment properties. We also propose...
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