This work introduces a five-parameter Beta-Dagum distribution from which moments, hazard, entropy and reliability measures are then derived. These properties show the high flexibility of the said distribution. The maximum likelihood estimators of the Beta-Dagum parameters are examined and the expected Fisher information matrix provided. Next, a simulation study is carried out which shows the good performance of maximum likelihood estimators for finite samples. Finally, the usefulness of the new distribution is illustrated through real data sets.
The Beta-Dagum distribution: definition and properties
DOMMA, Filippo;CONDINO, Francesca
2013-01-01
Abstract
This work introduces a five-parameter Beta-Dagum distribution from which moments, hazard, entropy and reliability measures are then derived. These properties show the high flexibility of the said distribution. The maximum likelihood estimators of the Beta-Dagum parameters are examined and the expected Fisher information matrix provided. Next, a simulation study is carried out which shows the good performance of maximum likelihood estimators for finite samples. Finally, the usefulness of the new distribution is illustrated through real data sets.File in questo prodotto:
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