Brazilian Journal of Probability and Statistics

The beta generalized logistic distribution

Alice L. Morais, Gauss M. Cordeiro, and Audrey H. M. A. Cysneiros

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Abstract

For the first time, a four-parameter beta generalized logistic distribution is obtained by compounding the beta and generalized logistic distributions. The new model extends some well-known distributions and its shape is quite flexible, specially the skewness and the tail weights, due to the extra shape parameters. We obtain general expansions for the moment generating and quantile functions. The estimation of the parameters is investigated by maximum likelihood. An application to a real data set is given to show the flexibility and potentiality of our distribution.

Article information

Source
Braz. J. Probab. Stat., Volume 27, Number 2 (2013), 185-200.

Dates
First available in Project Euclid: 21 February 2013

Permanent link to this document
https://projecteuclid.org/euclid.bjps/1361455034

Digital Object Identifier
doi:10.1214/11-BJPS166

Mathematical Reviews number (MathSciNet)
MR3028803

Zentralblatt MATH identifier
06365958

Keywords
Beta distribution generalized logistic distribution maximum likelihood order statistic

Citation

Morais, Alice L.; Cordeiro, Gauss M.; Cysneiros, Audrey H. M. A. The beta generalized logistic distribution. Braz. J. Probab. Stat. 27 (2013), no. 2, 185--200. doi:10.1214/11-BJPS166. https://projecteuclid.org/euclid.bjps/1361455034


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