Beta trigonometric distributions

Detalhes bibliográficos
Autor(a) principal: Nadarajah, Saralees
Data de Publicação: 2006
Outros Autores: Kotz, Samuel
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
Texto Completo: http://hdl.handle.net/10400.5/15537
Resumo: Beta distributions are popular models for economic data. In this paper, six new distributions are introduced which generalize the standard beta distribution. These distributions involve the trigonometric functions, sine and cosine. Expressions are derived for their analytical shapes, nth moments, method of moments estimators, maximum likelihood estimators and the associated Fisher information matrices. These calculations involve several special functions. A numerical study is performed to show the flexility of these distributions as compared to the standard beta distribution. An application to consumer expenditure data is illustrated to show that the proposed distributions are better models to economic data than one based on the standard beta distribution. Possible ways of extending the models are also discussed.
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spelling Beta trigonometric distributionsBeta trigonometric distributionCos distributionSin distributionFisher information matricesBeta distributions are popular models for economic data. In this paper, six new distributions are introduced which generalize the standard beta distribution. These distributions involve the trigonometric functions, sine and cosine. Expressions are derived for their analytical shapes, nth moments, method of moments estimators, maximum likelihood estimators and the associated Fisher information matrices. These calculations involve several special functions. A numerical study is performed to show the flexility of these distributions as compared to the standard beta distribution. An application to consumer expenditure data is illustrated to show that the proposed distributions are better models to economic data than one based on the standard beta distribution. Possible ways of extending the models are also discussed.Springer VerlagRepositório da Universidade de LisboaNadarajah, SaraleesKotz, Samuel2018-06-01T10:25:54Z2006-122006-12-01T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleapplication/pdfhttp://hdl.handle.net/10400.5/15537engNadarajah, Saralees e Samuel Kotz (2006). "Beta trigonometric distributions". Portuguese Economic Journal, 5(3):207-22410.1007/s10258-006-0013-6metadata only accessinfo:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2023-03-06T14:45:29Zoai:www.repository.utl.pt:10400.5/15537Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-19T17:01:09.581602Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse
dc.title.none.fl_str_mv Beta trigonometric distributions
title Beta trigonometric distributions
spellingShingle Beta trigonometric distributions
Nadarajah, Saralees
Beta trigonometric distribution
Cos distribution
Sin distribution
Fisher information matrices
title_short Beta trigonometric distributions
title_full Beta trigonometric distributions
title_fullStr Beta trigonometric distributions
title_full_unstemmed Beta trigonometric distributions
title_sort Beta trigonometric distributions
author Nadarajah, Saralees
author_facet Nadarajah, Saralees
Kotz, Samuel
author_role author
author2 Kotz, Samuel
author2_role author
dc.contributor.none.fl_str_mv Repositório da Universidade de Lisboa
dc.contributor.author.fl_str_mv Nadarajah, Saralees
Kotz, Samuel
dc.subject.por.fl_str_mv Beta trigonometric distribution
Cos distribution
Sin distribution
Fisher information matrices
topic Beta trigonometric distribution
Cos distribution
Sin distribution
Fisher information matrices
description Beta distributions are popular models for economic data. In this paper, six new distributions are introduced which generalize the standard beta distribution. These distributions involve the trigonometric functions, sine and cosine. Expressions are derived for their analytical shapes, nth moments, method of moments estimators, maximum likelihood estimators and the associated Fisher information matrices. These calculations involve several special functions. A numerical study is performed to show the flexility of these distributions as compared to the standard beta distribution. An application to consumer expenditure data is illustrated to show that the proposed distributions are better models to economic data than one based on the standard beta distribution. Possible ways of extending the models are also discussed.
publishDate 2006
dc.date.none.fl_str_mv 2006-12
2006-12-01T00:00:00Z
2018-06-01T10:25:54Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/10400.5/15537
url http://hdl.handle.net/10400.5/15537
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv Nadarajah, Saralees e Samuel Kotz (2006). "Beta trigonometric distributions". Portuguese Economic Journal, 5(3):207-224
10.1007/s10258-006-0013-6
dc.rights.driver.fl_str_mv metadata only access
info:eu-repo/semantics/openAccess
rights_invalid_str_mv metadata only access
eu_rights_str_mv openAccess
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dc.publisher.none.fl_str_mv Springer Verlag
publisher.none.fl_str_mv Springer Verlag
dc.source.none.fl_str_mv reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron:RCAAP
instname_str Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron_str RCAAP
institution RCAAP
reponame_str Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
collection Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
repository.name.fl_str_mv Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
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