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We propose a new two-parameter continuous model called the extended arcsine distribution restricted to the unit interval. It is a very competitive model to the beta and Kumaraswamy distributions for modeling percentages, rates, fractions and proportions. We provide a mathematical treatment of the new distribution including explicit expressions for the ordinary and incomplete moments, mean deviations, Bonferroni and Lorenz curves, generating and quantile functions, Shannon entropy and order statistics. Maximum likelihood is used to estimate the model parameters and the expected information matrix is determined. We demonstrate by means of two applications to proportional data that it can give consistently a better fit than other important statistical models.

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We define the extended beta family of distributions to generalize the beta generator pioneered by Eugene et al. [10]. This paper is cited in at least 970 scientific articles and extends more than fifty well-known distributions. Any continuous distribution can be generalized by means of this family. The proposed family can present greater flexibility to model skewed data. Some of its mathematical properties are investigated and maximum likelihood is adopted to estimate its parameters. Further, for different parameter settings and sample sizes, some simulations are conducted. The superiority of the proposed family is illustrated by means of two real data sets.

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Studia Scientiarum Mathematicarum Hungarica
Authors:
Abraão D. C. Nascimento
,
Kássio F. Silva
,
Gauss M. Cordeiro
,
Morad Alizadeh
,
Haitham M. Yousof
, and
G. G. Hamedani

Abstract

We study some mathematical properties of a new generator of continuous distributions called the Odd Nadarajah-Haghighi (ONH) family. In particular, three special models in this family are investigated, namely the ONH gamma, beta and Weibull distributions. The family density function is given as a linear combination of exponentiated densities. Further, we propose a bivariate extension and various characterization results of the new family. We determine the maximum likelihood estimates of ONH parameters for complete and censored data. We provide a simulation study to verify the precision of these estimates. We illustrate the performance of the new family by means of a real data set.

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