Doubly Non-Central Generalized Beta Distributions

Abstract

Abstract: The doubly non-central generalized beta type 1 and type 2 distributions have been derived by using two independent non-central gamma variables with different scale parameters. These distributions generalize several well known central and non-central beta distributions. The doubly non-central generalized beta densities are much more flexible than many exiting beta models and can assume a large variety of shapes. Several properties of these distributions have been studied.