Inflated beta distributions

被引：266

作者：

Ospina, Raydonal ^{[1
]}

Ferrari, Silvia L. P. ^{[1
]}

机构：

[1] Univ Sao Paulo, IME, Dept Estatist, BR-05508090 Sao Paulo, Brazil

来源：

STATISTICAL PAPERS | 2010年 / 51卷 / 01期

基金：

巴西圣保罗研究基金会;

关键词：

Beta distribution; Inflated beta distribution; Fractional data; Maximum likelihood estimation; Conditional moments; Mixture; Proportions;

D O I：

10.1007/s00362-008-0125-4

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This paper considers the issue of modeling fractional data observed on [0,1), (0,1] or [0,1]. Mixed continuous-discrete distributions are proposed. The beta distribution is used to describe the continuous component of the model since its density can have quite different shapes depending on the values of the two parameters that index the distribution. Properties of the proposed distributions are examined. Also, estimation based on maximum likelihood and conditional moments is discussed. Finally, practical applications that employ real data are presented.

引用

页码：111 / 126

页数：16

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