期刊名称：Brazilian Journal of Probability and Statistics
印刷版ISSN：0103-0752
出版年度：2014
卷号：28
期号：3
页码：313-332
DOI：10.1214/12-BJPS209
语种：English
出版社：Brazilian Statistical Association
摘要：A new continuous distribution, so-called the beta log-logistic distribution, that extends the log-logistic distribution and some other distributions is proposed and studied. The new model is quite flexible to analyze positive data. Various structural properties of the new distribution are derived, including explicit expressions for the moments, mean deviations and Rényi and Shannon entropies. The score function is derived and the estimation of the model parameters is performed by maximum likelihood. We also determine the expected information matrix. The usefulness of the new model is illustrated by means of two real data sets. We hope that the new distribution proposed here will serve as an alternative model to other models available in the literature for modeling positive real data in many areas.
