TY  - JOUR
T1  - On the Convoluted Beta-Exponential Distribution
AU - I. Shittu, Olanrewaju AU - A. Adepoju, Kazeem AU - S. Yaya, OlaOluwa 
JO  - Journal of Modern Mathematics and Statistics
VL  - 6
IS  - 3
SP  - 14
EP  - 22
PY  - 2012
DA  - 2001/08/19
SN  - 1994-5388
DO  - jmmstat.2012.14.22
UR  - https://makhillpublications.co/view-article.php?doi=jmmstat.2012.14.22
KW  - Convolution
KW  -beta distribution
KW  -exponential distribution
KW  -beta-exponential
KW  -Nigeria
AB  - Many useful properties of statistical distribution are revealed 
  by transformation of random variables, however not many of the logic of beta 
  distribution have been investigated by convolution techniques. This study investigates 
  the statistical properties of the beta-exponential distribution defined by Nadarajah 
  and Kotz. Specifically, it studies the distribution of the sum of two random 
  variables from beta-exponential distribution using the convolution method. The 
  probability density function (pdf) and the cumulative distribution (cdf) of 
  the convoluted distribution were obtained. Also, derived are various statistical 
  properties of the distribution which include moment, moment and characteristic 
  generating function, skewness and kurtosis, hazard function and the entropy. 
  The parameters of the distribution were estimated using the maximum likelihood 
  method. The convoluted random variable was found to be unimodal and leptokurtic 
  which makes it a more powerful distribution for analysis of financial data. 
  The hazard function behaves in much the same way as that of Convoluted Beta-Weibull 
  Distribution (CBWD).
ER  -