A new generalization of the Pareto–geometric distribution

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 para...

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Bibliographic Details
Main Authors: M. Nassar, N. Nada
Format: Article
Language:English
Published: SpringerOpen 2013-07-01
Series:Journal of the Egyptian Mathematical Society
Subjects:
Online Access:http://www.sciencedirect.com/science/article/pii/S1110256X13000047
Description
Summary: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.
ISSN:1110-256X