The beta Marshall-Olkin family of distributions
Journal of Statistical distributions and Applications, 2015•Springer
We study general mathematical properties of a new generator of continuous distributions
with three extra shape parameters called the beta Marshall-Olkin family. We present some
special models and investigate the asymptotes and shapes. The new density function can
be expressed as a mixture of exponentiated densities based on the same baseline
distribution. We derive a power series for its quantile function. Explicit expressions for the
ordinary and incomplete moments, quantile and generating functions, Bonferroni and …
with three extra shape parameters called the beta Marshall-Olkin family. We present some
special models and investigate the asymptotes and shapes. The new density function can
be expressed as a mixture of exponentiated densities based on the same baseline
distribution. We derive a power series for its quantile function. Explicit expressions for the
ordinary and incomplete moments, quantile and generating functions, Bonferroni and …
Abstract
We study general mathematical properties of a new generator of continuous distributions with three extra shape parameters called the beta Marshall-Olkin family. We present some special models and investigate the asymptotes and shapes. The new density function can be expressed as a mixture of exponentiated densities based on the same baseline distribution. We derive a power series for its quantile function. Explicit expressions for the ordinary and incomplete moments, quantile and generating functions, Bonferroni and Lorenz curves, Shannon and Rényi entropies and order statistics, which hold for any baseline model, are determined. We discuss the estimation of the model parameters by maximum likelihood and illustrate the flexibility of the family by means of two applications to real data. PACS 02.50.Ng, 02.50.Cw, 02.50.-r Mathematics Subject Classification (2010) 62E10, 60E05, 62P99
Springer
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