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Activity Number: 26
Type: Contributed
Date/Time: Sunday, July 29, 2007 : 2:00 PM to 3:50 PM
Sponsor: General Methodology
Abstract - #308267
Title: Generalized Exponentiated Beta Distribution
Author(s): Alfred A. Akinsete*+
Companies: Marshall University
Address: 1 John Marshall Drive, Huntington, WV, 25755,
Keywords: Beta distribution ; Distribution function ; Entropy ; Exponentiation ; Moments ; Parameter estimation
Abstract:

This paper studies a three-parameter generalization of the exponentiated beta distribution (GEBD). A special case of the distribution is found in Nadarajah (2005). We discuss various statistical properties of this distribution, and obtain expressions for the moment generating function, characteristic function, higher order moments; mean, variance, skewness and kurtosis. The hazard rate function of the distribution is discussed, and its asymptotic behavior is investigated. We demonstrate the sensitivity of the distribution to events where high risks are involved. The method of maximum likelihood estimation for the parameters of the distribution is discussed. The densities of the generalized exponentiation of other variants of the beta distribution are provided for future investigation.

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Revised September, 2007