The Beta Generalized Pareto Distribution

  title={The Beta Generalized Pareto Distribution},
  author={Mamdouh Mahmoud Nassar and Nader Nada},
A new distribution called the beta-generalized Pareto is proposed. Several properties of this distribution are presented. The expressions for the mean, mean deviation, variance, and entropies are obtained. The method of maximum likelihood is proposed to estimate the parameters of the distribution. The flexibility of this distribution is illustrated in an application to a real data set.