A new generalization of the Pareto–geometric distribution
Nassar, M., Nada, N. (2013). A new generalization of the Pareto–geometric distribution. EKB Journal Management System, 21(2), 148-155. doi: 10.1016/j.joems.2013.01.003
M. Nassar; N. Nada. "A new generalization of the Pareto–geometric distribution". EKB Journal Management System, 21, 2, 2013, 148-155. doi: 10.1016/j.joems.2013.01.003
Nassar, M., Nada, N. (2013). 'A new generalization of the Pareto–geometric distribution', EKB Journal Management System, 21(2), pp. 148-155. doi: 10.1016/j.joems.2013.01.003
Nassar, M., Nada, N. A new generalization of the Pareto–geometric distribution. EKB Journal Management System, 2013; 21(2): 148-155. doi: 10.1016/j.joems.2013.01.003

A new generalization of the Pareto–geometric distribution

Journal of the Egyptian Mathematical Society
Volume 21, Issue 2, August 2013, Page 148-155  XML PDF (665.18 K)
Document Type: Original Article
DOI: 10.1016/j.joems.2013.01.003
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Authors
M. Nassar* 1; N. Nada2
1Department of Mathematics, Faculty of Science, Ain Shams University, Abbassia, Cairo 11566, Egypt
2Operations LOB, E-Finance, Egypt
Abstract
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.
Keywords
Beta distribution; Entropy; Information matrix; Maximum likelihood estimation; Pareto geometric distribution
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