Formulas for Rényi information and related measures for univariate distributions
Information Sciences: an International Journal
Robust measures of tail weight
Computational Statistics & Data Analysis
The β-Birnbaum-Saunders distribution: An improved distribution for fatigue life modeling
Computational Statistics & Data Analysis
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This article introduces generalized beta-generated (GBG) distributions. Sub-models include all classical beta-generated, Kumaraswamy-generated and exponentiated distributions. They are maximum entropy distributions under three intuitive conditions, which show that the classical beta generator skewness parameters only control tail entropy and an additional shape parameter is needed to add entropy to the centre of the parent distribution. This parameter controls skewness without necessarily differentiating tail weights. The GBG class also has tractable properties: we present various expansions for moments, generating function and quantiles. The model parameters are estimated by maximum likelihood and the usefulness of the new class is illustrated by means of some real data sets.