Questions tagged [gb2]
The gb2 tag has no usage guidance.
3 questions
3
votes
1
answer
352
views
Are the Feller-Pareto and the generalized beta distributions really the same?
The Feller-Pareto distribution was originally is defined in terms of a transformed beta distribution. If $Y\sim \beta(\gamma_1, \gamma_2)$ then $W=\mu + \sigma\left(\left(1/Y\right) - 1\right)^\gamma=...
- 3,247
4
votes
2
answers
170
views
Is there a closed-form solution for the tail index of a GB2 distribution?
In the Generalized Beta distribution of the second kind (GB2), where a, p, and q are shape parameters and b is a scale parameter, the pdf is defined on $\mathbb{R}_+$ by:
$$
GB2(y;a,b,p,q) = \frac{|a|...
- 3,247
3
votes
0
answers
79
views
How could one prove that b in the GB2 distribution is a scale parameter?
In the Generalized Beta distribution of the second kind (GB2), where a, p, and q are shape parameters and b is a scale parameter, the pdf is defined on $\mathbb{R}_+$ by:
$$
GB2(y;a,b,p,q) = \frac{|a|...
- 3,247