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Generalized beta distribution : ウィキペディア英語版
Generalized beta distribution

In probability and statistics, the generalized beta distribution〔McDonald, James B. & Xu, Yexiao J. (1995) "A generalization of the beta distribution with applications," ''Journal of Econometrics'', 66(1–2), 133–152 〕 is a continuous probability distribution with five parameters, including more than thirty named distributions as limiting or special cases. It has been used in the modeling of income distribution, stock returns, as well as in regression analysis. The exponential generalized Beta (EGB) distribution follows directly from the GB and generalizes other common distributions.
== Definition ==
A generalized beta random variable, ''Y'', is defined by the following probability density function:
: GB(y;a,b,c,p,q) = \frac)^})^} \quad \quad \text 0
and zero otherwise. Here the parameters satisfy 0 \le c \le 1 and b , p , and q positive. The function ''B''(''p,q'') is the beta function.

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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