On a Class of Distributions Defined by the Relationship Between Their Density and Distribution Functions
نویسنده
چکیده
Knowledge concerning the family of univariate continuous distributions with density function f and distribution function F defined through the relation f(x) = F (x)(1 − F (x)), α, β ∈ R, is reviewed and modestly extended. Symmetry, modality, tail behaviour, order statistics, shape properties based on the mode, L-moments and — for the first time — transformations between members of the family are the general properties considered. Fully tractable special cases include all the complementary beta distributions (including uniform, power law and cosine distributions), the logistic, exponential and Pareto distributions, the Student t distribution on 2 degrees of freedom and, newly, the distribution corresponding to α = β = 5/2. The logistic distribution is central to some of the developments of the article.
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