vix.ing · top · new · best · stats · spec

On a six-parameter generalized Burr XII distribution

2008/06/10 by A. K. Olapade, Olapade, A. K.
Computer Science · Economics, Econometrics and Finance · Mathematics · #Bayesian Methods and Mixture Models #Financial Risk and Volatility Modeling #Statistical Distribution Estimation and Applications #math.ST #msc:62E10 #msc:62E15 #stat.TH

paper · pdf · doi:10.48550/arxiv.0806.1579

Submitted to the Electronic Journal of Statistics (http://www.i-journals.org/ejs/) by the Institute of Mathematical Statistics (http://www.imstat.org)

arxiv created 2008/06/10 · arxiv updated 2009/12/01

Abstract

In this paper, we derive a probability density function that generalizes the Burr XII distribution. The cumulative distribution function and the nth moment of the generalized distribution are obtained while the distribution of some order statistics of the distribution are established. A theorem that relate the new distribution to another statistical distribution is established.

Related