Beta trigonometric distributions
Autor(a) principal: | |
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Data de Publicação: | 2006 |
Outros Autores: | |
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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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 |
dc.format.none.fl_str_mv |
application/pdf |
dc.publisher.none.fl_str_mv |
Springer Verlag |
publisher.none.fl_str_mv |
Springer Verlag |
dc.source.none.fl_str_mv |
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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) |
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Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação |
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1799131100491022336 |