Brazilian Journal of Probability and Statistics
- Braz. J. Probab. Stat.
- Volume 28, Number 3 (2014), 313-332.
The beta log-logistic distribution
A new continuous distribution, so-called the beta log-logistic distribution, that extends the log-logistic distribution and some other distributions is proposed and studied. The new model is quite flexible to analyze positive data. Various structural properties of the new distribution are derived, including explicit expressions for the moments, mean deviations and Rényi and Shannon entropies. The score function is derived and the estimation of the model parameters is performed by maximum likelihood. We also determine the expected information matrix. The usefulness of the new model is illustrated by means of two real data sets. We hope that the new distribution proposed here will serve as an alternative model to other models available in the literature for modeling positive real data in many areas.
Braz. J. Probab. Stat., Volume 28, Number 3 (2014), 313-332.
First available in Project Euclid: 17 July 2014
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Lemonte, Artur J. The beta log-logistic distribution. Braz. J. Probab. Stat. 28 (2014), no. 3, 313--332. doi:10.1214/12-BJPS209. https://projecteuclid.org/euclid.bjps/1405603504