ON A NEW GENERALIZED BETA DISTRIBUTION

M.A. Pathan; Mridula Garg; Jaya Agrawal

M.A. Pathan
Mridula Garg
Jaya Agrawal

Keywords: Characteristic function, generalized beta distribution, Meijer’s G-function, mixed product, probability density function

Abstract

In the present paper we introduce a generalized beta distribution with ﬁve parameters and derive expressions for its distribution function, characteristic function and the rth moment. The other main ﬁndings are the probability density function (p.d.f.) of the product of two and ‘n’ generalized beta random variables and the distribution of the mixed product of the new generalized beta random variables with H-function random variables. A number of known and new special cases have also been mentioned.