Open AccessA new generalization of the Pareto–geometric distribution
Author(s) -
Mohamed A. Nassar,
N. Nada
Publication year - 2013
Publication title -
journal of the egyptian mathematical society
Language(s) - English
Resource type - Journals
eISSN - 2090-9128
pISSN - 1110-256X
DOI - 10.1016/j.joems.2013.01.003
Subject(s) - mathematics , generalization , lomax distribution , moment (physics) , pareto principle , distribution (mathematics) , generalized pareto distribution , matrix (chemical analysis) , set (abstract data type) , beta distribution , fisher information , noncentral chi squared distribution , mathematical optimization , geometric distribution , probability distribution , statistics , mathematical analysis , computer science , ratio distribution , asymptotic distribution , physics , materials science , extreme value theory , classical mechanics , composite material , programming language , estimator
In this paper we introduce a new distribution called the beta Pareto–geometric. We provide a comprehensive treatment of the mathematical properties of the proposed distribution and derive expressions for its moment generating function and the rth generalized moment. We discuss estimation of the parameters by maximum likelihood and obtain the information matrix that is easily numerically determined. We also demonstrate its usefulness on a real data set