期刊名称：Brazilian Journal of Probability and Statistics
印刷版ISSN：0103-0752
出版年度：2006
卷号：20
期号：1
页码：13-27
出版社：Brazilian Statistical Association
摘要：A new distribution which contains several of the known generalizations of the beta distribution as particular cases is introduced. Various structural properties of this distribution are derived, including its cdf, moment generating function, characteristic function, moments, mean deviation about the mean, mean deviation about the median, entropy, asymptotic distribution of extreme order statistics, maximum likelihood estimates and the Fisher information matrix. An application to consumer price indices is illustrated to show that the proposed distribution is a better model to economic data than one based on the standard beta distribution.
