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Burr distribution : ウィキペディア英語版
Burr distribution
|
mean =\mu_1=k\operatorname(k-1/c,\, 1+1/c) where Β() is the beta function|
median =\left(2^}-1\right)^\frac|
mode =\left(\frac\right)^\frac|
variance =-\mu_1^2+\mu_2|
skewness =2\mu_1^3-3\mu_1\mu_2+\mu_3|
kurtosis =-3\mu_1^4+6\mu_1^2\mu_2-4\mu_1\mu_3+\mu_4 where moments ((see )) \mu_r =k\operatorname\left(\frac,\, \frac\right)|
entropy =|
mgf =|
char =|
}}
In probability theory, statistics and econometrics, the Burr Type XII distribution or simply the Burr distribution is a continuous probability distribution for a non-negative random variable. It is also known as the Singh–Maddala distribution and is one of a number of different distributions sometimes called the "generalized log-logistic distribution". It is most commonly used to model household income (See: Household income in the U.S. and compare to magenta graph at right).
The Burr (Type XII) distribution has probability density function:
:f(x;c,k) = ck\frac}\!
and cumulative distribution function:
:F(x;c,k) = 1-\left(1+x^c\right)^ .
Note when ''c''=1, the Burr distribution becomes the Pareto Type II distribution. When ''k''=1, the Burr distribution is a special case of the Champernowne distribution, often referred to as the Fisk distribution.〔 See Sections 7.3 "Champernowne Distribution" and 6.4.1 "Fisk Distribution."〕
The Burr Type XII distribution is a member of a system of continuous distributions introduced by Irving W. Burr (1942), which comprises 12 distributions.〔See Kleiber and Kotz (2003), Table 2.4, p. 51, "The Burr Distributions."〕
== See also ==

*Dagum distribution, also known as the inverse Burr Distribution.

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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