Search Results - subject:"generalized beta distribution"

GMM Estimation of Income Distributions from Grouped Data

Hajargsht, Gholamreza; Griffiths, William E.; Brice, Joseph - Department of Economics, Faculty of Business and Economics - 2011

show that generalized beta distribution fits the data well and outperforms other frequently used distributions. …/regions for the year 2005, we show how the methodology can be applied to estimate the parameters of the generalized beta … distribution of the second kind, and its special-case distributions, the beta-2, Singh-Maddala, Dagum, generalized gamma and …

Persistent link: https://www.econbiz.de/10009319015

An exact, unified distributional characterization of statistics used to test linear hypotheses in simple regression models

Parker, Thomas - Volkswirtschaftliche Fakultät, … - 2010

these test statistics are special cases of the generalized beta distribution introduced by McDonald (1984); McDonald and Xu …

Persistent link: https://www.econbiz.de/10008533243

Bayesian estimation of the limiting availability in the presence of right-censored data

Román, Sebastián; Romeo, José; Salinas-Torres, Victor - In: METRON 72 (2014) 3, pp. 247-267

This work presents a Bayesian approach for estimating the limiting availability of an one-unit repairable system when the data are subject to right censorship. It is assumed that the failure and repair times of the components are independent exponential random variables. A conjugate Bayesian...

Persistent link: https://www.econbiz.de/10011000631

La modelización paramétrica de las distribuciones salariales

García, Carmelo; Prieto Alaiz, Mercedes; Simón, Hipólito - In: Revista de economía aplicada : publicación cuatrimestral 22 (2014) 65, pp. 5-38

Persistent link: https://www.econbiz.de/10010442301

Risky Loss Distributions and Modeling the Loss Reserve Pay-out Tail

Cummins, J. David; McDonald, James B.; Merrill, Craig - 2007

Although an extensive literature has developed on modeling the loss reserve runoff triangle, the estimation of severity distributions applicable to claims settled in specific cells of the runoff triangle has received little attention in the literature. This paper proposes the use of a very...

Persistent link: https://www.econbiz.de/10009444770

Risky Loss Distributions and Modeling the Loss Reserve Pay-out Tail

Cummins, J. David; McDonald, James B.; Merrill, Craig - In: Review of Applied Economics 3 (2007) 1-2

Persistent link: https://www.econbiz.de/10005256558

Estimating income inequality in China using grouped data and the generalized beta distribution

Chotikapanich, Duangkamon; Prasada Rao, D. S.; Tang, Kam Ki - 2006

grouped data to study income inequality in China. A generalized beta distribution is employed to model income inequality in … China at various levels and periods of time. The generalized beta distribution is more general and flexible than the …

Persistent link: https://www.econbiz.de/10010284571

Estimating Income Inequality in China Using Grouped Data and the Generalized Beta Distribution

Chotikapanich, Duangkamon; Prasada Rao, D.S.; Tang, KamKi - World Institute for Development Economic Research … - 2006

Persistent link: https://www.econbiz.de/10005059902

Bayesian analysis of loss reserving using dynamic models with generalized beta distribution

Dong, A.X.D.; Chan, J.S.K. - In: Insurance: Mathematics and Economics 53 (2013) 2, pp. 355-365

A Bayesian approach is presented in order to model long tail loss reserving data using the generalized beta … distribution of the second kind (GB2) with dynamic mean functions and mixture model representation. The proposed GB2 distribution …

Persistent link: https://www.econbiz.de/10010702911

Bayesian analysis of loss reserving using dynamic models with generalized beta distribution

Dong, Alice Xiaodan D.; Chan, Jennifer So-kuen - In: Insurance / Mathematics & economics 53 (2013) 2, pp. 355-365

Persistent link: https://www.econbiz.de/10010195918