Closed form expressions for moments of the beta Weibull distribution

Anais da Academia Brasileira de Ciências

Gauss M Cordeiro²  Alexandre B Simas¹  Borko D Stošic¹ 

[1] ,Universidade Federal de Pernambuco Departamento de Estatística Recife PE ,Brasil

关键词: beta Weibull distribution;    expected information matrix;    maximum likelihood;    moment;    Weibull distribution;    distribuição Beta Weibull;    matriz de informação de Fisher;    máxima verossimilhança;    momento;    distribuição Weibull;   

DOI  :  10.1590/S0001-37652011000200002

来源: SciELO

【 摘 要 】

The beta Weibull distribution was first introduced by Famoye et al. (2005) and studied by these authors and Lee et al. (2007). However, they do not give explicit expressions for the moments. In this article, we derive explicit closed form expressions for the moments of this distribution, which generalize results available in the literature for some sub-models. We also obtain expansions for the cumulative distribution function and Rényi entropy. Further, we discuss maximum likelihood estimation and provide formulae for the elements of the expected information matrix. We also demonstrate the usefulness of this distribution on a real data set.

【 授权许可】

CC BY   
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