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On the Beta-Nakagami Distribution.doc
On the Beta-Nakagami Distribution
Abstract: This study is focused on combining Nakagami distribution and beta distribution with a view to obtaining a distribution that is better than each of them individually in terms of the estimate of their characteristics and parsimonious in their parameters using the logit of beta (the link function of the Beta generalized distribution by Jones (2004)). The resulting model, beta Nakagami distribution is better in terms of itsflexibility and shape. The statistical properties of the proposed distribution such as moments, moment generating function, the asymptotic behavior among others were investigated. Ourfindings showed that beta Nakagami apart from beingflexible, has better representation of data than Nakagami distribution. It therefore describes situations better than the Nakagami distribution.
Key words: Nakagami; Beta-nakagami; Moment generating function; Hazard rate
The distribution was proposed by William C. Hoffman as used by Nakagami [1] as a function related to the gamma distribution with thefirst parameter being shape parameter,μand second parameter,ωcontrols the spread.
The random variable X has the Nakagami distribution if its probability density function is defined as follows:
The Literature on Generalized forms of the Nakagami distribution is very scanty. The aim of this paper is to develop a generalize form of Nakagami distribution using the logit of Beta as the link function.
2. THE PROPOSED BETA-NAKAGAMI DISTRIBUTION
A new class of probability distributions revealed lately involve compounded beta family of distribution which include beta-normal (Eugene Famoye, 2002) [2]; betaGumbel (Nadarajah Kotz, 2004) [3], beta-Weibull (Famoye, Lee Olugbenga, 2005) [4], beta-exponential (Nadarajah Kotz, 2006) [5]; beta-Rayleigh (Akinsete Lowe, 2009) [6]; beta-Laplace (Kozubowski Nadarajah, 2008) [7]; beta-Pareto(Akinsete, Famoye Lee, 2008) [8]; beta-Gamma, beta-t, beta-f, beta-beta among others.
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