ON A NEW GENERALIZED BETA DISTRIBUTION

Abstract

In the present paper we introduce a generalized beta distribution with five parameters and derive expressions for its distribution function,

th

∗∗

characteristic function and the r

moment. The other main findings are the probability density function (p.d.f.) of the product of two and ‘n’ generalized beta random variables and the distribution of the mixed product of the new generalized beta random variables with H-function random variables. A number of known and new special cases have also

been mentioned.